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Error estimate

It is appropriate to spend some time considering what sorts of errors are present in an algorithm such as the two integration methods. Error analysis is based on a Taylor expansion, with remainder. For any point x, consider a nearby (fixed) point, a. We can expand , where is some point between x and a. For specificity, consider a subinterval with left endpoint a and right endpoint b. To approxiamate the error in the subinterval,

So in each subinterval, the trapezodial rule makes an error (this is the local truncation error). There are N such subintervals so the net error in the integration is approximately (global truncation error). That is, the trapezodial rule is second-order accurate.

Note: Using just a rectangle based on right or left endpoints, the Taylor exapansion reads . The error then goes like , i.e. first-order accuracy.

Now look at your results from you trapezodial integration assignment. For , you cannot do the integration exactly. Look at the error you made using 10, 20, and 40 subintervals; what is the relation of these errors? Look at the handout on Approximate Convergence Order, and the accompanying code. Are you getting the correct order of convergence?



Bruce Pitman
Wed Oct 11 12:23:54 EDT 1995