QUESTION 1 [30 MARKS]
(a) Discuss the contrast between a quadrature rule and the adaptive rule.
[3]
(b) Consider the integral
[27]
L J, b
3
= f (x)dx
e2x sin(3x)dx
= Using the Adaptive Simpson's Method and an error E 0.2, obtain the approximate value of the
above integral (for computational ease, using where appropriate the following as done in class):
where
I -_1,_S(o. b) - S(o. -o-+) b - S(--o. ,h b)
10
2
:2
QUESTION 2 (30 MARKS]
Discuss exhaustively the Romberg Method Extrapolation process to show that the nth order
extrapolation employed by the method is given by:
/
_ 4n IMore-accurate - ILess accurate
Improved
4n_l
QUESTION 3 (30 MARKS]
(a) (i) State the Steepest Descent Algorithm
(6]
(ii) State the theorem that guarantees that the Steepest Descent method ensures some progress
in the direction of the minimum of the objective function during each iteration.
(4)
(b) Using the Steepest Descent Method, obtain the minimum of the following function:
f (x, y) = 4x 2 - 4xy + 2y 2
(20]
QUESTION 4 (30 MARKS]
(a) Define the Picard Method for solving the following Initial Value Problem (IVP)
ddyt = yI (t) = f ( t,y(t) ) ,y(to) = Yo
and hence derive the Picard Iteration algorithm