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cds-numerical-methods/Week 2/6 Composite Numerical Integration: Trapezoid and Simpson Rules.ipynb

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"# CDS: Numerical Methods Assignments\n",
"\n",
"- See lecture notes and documentation on Brightspace for Python and Jupyter basics. If you are stuck, try to google or get in touch via Discord.\n",
"\n",
"- Solutions must be submitted via the Jupyter Hub.\n",
"\n",
"- Make sure you fill in any place that says `YOUR CODE HERE` or \"YOUR ANSWER HERE\".\n",
"\n",
"## Submission\n",
"\n",
"1. Name all team members in the the cell below\n",
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"5. Check all outputs (Out[\\*]) for errors and **resolve them if necessary**\n",
"6. submit your solutions **in time (before the deadline)**"
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"## Composite Numerical Integration: Trapezoid and Simpson Rules\n",
"\n",
"In the following we will implement the composite trapezoid and Simpson rules to calculate definite integrals. These rules are defined by\n",
"\n",
"\\begin{align}\n",
"\t\\int_a^b \\, f(x)\\, dx &\\approx \\frac{h}{2} \\left[ f(a) + 2 \\sum_{j=1}^{n-1} f(x_j) + f(b) \\right] \n",
" &\\text{trapezoid} \\\\\n",
" &\\approx \\frac{h}{3} \\left[ f(a) + 2 \\sum_{j=1}^{n/2-1} f(x_{2j}) + 4 \\sum_{j=1}^{n/2} f(x_{2j-1}) + f(b) \\right]\t \n",
" &\\text{Simpson}\n",
"\\end{align}\n",
" \n",
"with $a = x_0 < x_1 < \\dots < x_{n-1} < x_n = b$ and $x_k = a + kh$. Here $k = 0, \\dots, n$ and $h = (b-a) / n$ is the step size."
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"# Import packages here ...\n",
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"### Task 1\n",
"\n",
"Implement both integration schemes as Python functions $\\text{trapz(yk, dx)}$ and $\\text{simps(yk, dx)}$. The argument $\\text{yk}$ is an array of length $n+1$ representing $y_k = f(x_k)$ and $\\text{dx}$ is the step size $h$. Compare your results with Scipy's functions $\\text{scipy.integrate.trapz(yk, xk)}$ and $\\text{scipy.integrate.simps(yk, xk)}$ for a $f(x_k)$ of your choice.\n",
"\n",
"Try both even and odd $n$. What do you see? Why?\n",
"\n",
"Hint: go to the Scipy documentation. How are even and odd $n$ handled there?"
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"def trapz(yk, dx):\n",
" # YOUR CODE HERE\n",
" raise NotImplementedError()\n",
" \n",
"def simps(yk, dx):\n",
" # YOUR CODE HERE\n",
" raise NotImplementedError()"
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"### Task 2\n",
"\n",
"Implement at least one test function for each of your integration functions."
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"def test_trapz():\n",
" # YOUR CODE HERE\n",
" raise NotImplementedError()\n",
" \n",
"def test_simps():\n",
" # YOUR CODE HERE\n",
" raise NotImplementedError()\n",
" \n",
"test_trapz()\n",
"test_simps()"
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"### Task 3\n",
"\n",
"Study the accuracy of these integration routines by calculating the following integrals for a variety of step sizes $h$:\n",
"\n",
"- $\\int_0^1 \\, x\\, dx$\n",
"- $\\int_0^1 \\, x^2\\, dx$\n",
"- $\\int_0^1 \\, x^\\frac{1}{2}\\, dx$\n",
"\n",
"The integration error is defined as the difference (not the absolute difference) between your numerical results and the exact results. Plot the integration error as a function of $h$ for both integration routines and all listed functions. Comment on the comparison between both integration routines. Does the sign of the error match your expectations? Why?"
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