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The adaptive Simpson's rule for quadrature uses the two subroutines "Simpson" and "Adapt." The program is "recursive". There is no brake available if something goes wrong, i.e. if a pathological "bad" function is thrown it's way it may proceed on a slippery path of infinite recursion.
Proof Adaptive Simpson's Rule Adaptive Simpson's Rule
Animations (Adaptive Simpson's Rule Adaptive Simpson's Rule).
Computer Programs Adaptive Simpson's Rule Adaptive Simpson's Rule
Mathematica Subroutines (Adaptive Simpson's Rule).
Example 1. Use the
adaptive Simpson's rule to compute a numerical approximation to the
integral
.
Use the tolerances
. Compare
with the analytic or "true value" of the integral.
Solution
1.
Example 2. Use the
adaptive Simpson's rule to compute a numerical approximation to the
integral
.
Use the tolerances
. Compare
with the analytic or "true value" of the integral.
Solution
2.
Example 3. Use the
adaptive Simpson's rule to compute a numerical approximation to the
integral
.
Use the tolerances
. Compare
with the analytic or "true value" of the integral.
Solution
3.
Execute the following Mathematica subroutine, which is the "long version" of the subroutine we have been using previously.
Example 4. Use the
adaptive Simpson's rule to compute a numerical approximation to the
integral
that
we investigated in example 2.
The long solution is obtained if you add a print statement to
investigate the in between computations.
This subroutine is pedagogical and is intended to help us understand
what's happening in a recursive program.
You would probably not want to always print out the in between steps,
so you might want to re-execute the first version for some of your
work.
Solution
4.
Example 5. Use the
adaptive Simpson's rule to compute a numerical approximation to the
integral
.
Use the tolerances
. Compare
with the analytic or "true value" of the integral.
Solution
5.
Example 6. Use the
adaptive Simpson's rule to compute a numerical approximation to the
integral
.
Use the tolerances
. Compare
with the analytic or "true value" of the integral.
Solution
6.
Various Scenarios and Animations for the Adaptive Simpson's Rule.
Example
7. Let
over
. Use
the adaptive Simpson's rule to approximate the value of the
integral.
Solution
7.
Animations (Adaptive Simpson's Rule Adaptive Simpson's Rule).
Research Experience for Undergraduates
Adaptive Simpson's Rule Adaptive Simpson's Rule Internet hyperlinks to web sites and a bibliography of articles.
Download this Mathematica Notebook Adaptive Simpson's Rule
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(c) John H. Mathews 2004