Search results
Results From The WOW.Com Content Network
Suppose we have a continuous differential equation ′ = (,), =, and we wish to compute an approximation of the true solution () at discrete time steps ,, …,.For simplicity, assume the time steps are equally spaced:
Main page; Contents; Current events; Random article; About Wikipedia; Contact us; Special pages; Help; Learn to edit; Community portal; Recent changes; Upload file
Composite Simpson's 3/8 rule is even less accurate. Integration by Simpson's 1/3 rule can be represented as a weighted average with 2/3 of the value coming from integration by the trapezoidal rule with step h and 1/3 of the value coming from integration by the rectangle rule with step 2h. The accuracy is governed by the second (2h step) term.
(Figure 2) Illustration of numerical integration for the equation ′ =, = Blue is the Euler method; green, the midpoint method; red, the exact solution, =. The step size is =
In the 1980s, Rump made an example. [ 3 ] [ 4 ] He made a complicated function and tried to obtain its value. Single precision, double precision, extended precision results seemed to be correct, but its plus-minus sign was different from the true value.
If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. Numerical integration has roots in the geometrical problem of finding a square with the same area as a given plane figure ( quadrature or squaring ...
For example, the finite element method or finite difference method may be used to approximate the solution of a partial differential equation (which introduces numerical errors). Other examples are numerical integration and infinite sum truncation that are necessary approximations in numerical implementation. Experimental
Illustration of numerical integration for the equation ′ =, = Blue: the Euler method, green: the midpoint method, red: the exact solution, =. The step size is = The same illustration for =