Prove: Let S ( n ) and T ( n ) be the approximations of a function using n interv

Ezekiel Yoder

Ezekiel Yoder

Answered question

2022-06-13

Prove: Let S ( n ) and T ( n ) be the approximations of a function using n intervals by using Simpson's rule and the Trapezoid rule respectfully.
S ( 2 n ) = 4 T ( 2 n ) T ( n ) 3

Answer & Explanation

trajeronls

trajeronls

Beginner2022-06-14Added 21 answers

Consider x 0 x x 0 + 2 h, where h = ( b a ) / ( 2 n ). This will be one interval in the trapezoidal rule for n intervals, and so we have
T 1 ( n ) = 2 h f ( x 0 ) + f ( x 0 + 2 h ) 2
for the trapezoidal approximation over this single interval. The same interval counts as two intervals if we are looking at 2 n intervals overall, so we then get the trapezoidal approximation
T 1 ( 2 n ) = h f ( x 0 ) + f ( x 0 + h ) 2 + h f ( x 0 + h ) + f ( x 0 + 2 h ) 2
and the Simpson's approximation
S 1 ( 2 n ) = h f ( x 0 ) + 4 f ( x 0 + h ) + f ( x 0 + 2 h ) 3   .
It is easy to check that
S 1 ( 2 n ) = 4 T 1 ( 2 n ) T 1 ( n ) 3   ,
and adding these for all n intervals gives what you want.

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