12. Derive the error estimate for Simpsons rule over the subinterval a; a Dx. (Hint: Use...
Question:
12. Derive the error estimate for Simpson’s rule over the subinterval ½a; a þ Dx.
(Hint: Use the Taylor approximation:
f ðxÞ ¼ f ðaÞ þ f 0ðaÞðx aÞ þ
1 2
f ð2ÞðaÞðx aÞ2
þ
1 3!
f ð3ÞðaÞðx aÞ3 þ
1 4!
f ð4ÞðyÞðx aÞ4;
for some y A ½a; a þ Dx. Calculate
Ð aþDx a f ðxÞ dx, using the second MVT for integrals in (10.35), and also evaluate the expression for I S over this interval, and subtract, recalling the intermediate value theorem in (9.1).)
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Related Book For
Introduction To Quantitative Finance A Math Tool Kit
ISBN: 978-0262013697
1st Edition
Authors: Robert R. Reitano
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