Commit 9b13bdc1 by Parameswaran Ajith

added a new probl.

parent 9cbff345
Showing with 32 additions and 32 deletions
......@@ -67,8 +67,7 @@
\author{Parameswaran~Ajith}\email{ajith@icts.res.in}
\author{Prayush~Kumar}\email{prayush@icts.res.in}
\affiliation{International Centre for Theoretical Sciences, Tata Institute of Fundamental Research, Bangalore 560089, India.}
\author{Koustav Narayan Maity (tutor)}\email{koustav.narayan@icts.res.in}
\author{Vinay Kumar (tutor)}\email{vinay.kumar@icts.res.in}
\author{Alorika Kar (tutor)}\email{alorika.kar@icts.res.in}
\affiliation{International Centre for Theoretical Sciences, Tata Institute of Fundamental Research, Bangalore 560089, India.}
\bigskip
\date{\today}
......@@ -77,35 +76,35 @@
\section{Numerical differentiation}
\input{diff.tex}
\section{Numerical integration}
\label{sec:integr}
\input{integration.tex}
\section{Ordinary differential equations: Initial value problems}
\input{ode.tex}
\section{Root finding}
\input{root.tex}
\section{Ordinary differential equations: Two-point boundary value problems}
\input{ode_bvp.tex}
\section{Fourier and spectral methods}
\input{fourier.tex}
\section{Curve fitting}
\label{sec:curve_fitting}
\input{curve.tex}
\section{Spectral methods for ODEs and PDEs}
\input{PDE1.tex}
\section{Statistical inference}
\label{sec:statinf}
\input{statinf.tex}
\section{Monte-Carlo methods}
\input{mc.tex}
% \section{Numerical integration}
% \label{sec:integr}
% \input{integration.tex}
%
% \section{Ordinary differential equations: Initial value problems}
% \input{ode.tex}
%
% \section{Root finding}
% \input{root.tex}
%
% \section{Ordinary differential equations: Two-point boundary value problems}
% \input{ode_bvp.tex}
%
% \section{Fourier and spectral methods}
% \input{fourier.tex}
%
% \section{Curve fitting}
% \label{sec:curve_fitting}
% \input{curve.tex}
%
% \section{Spectral methods for ODEs and PDEs}
% \input{PDE1.tex}
%
% \section{Statistical inference}
% \label{sec:statinf}
% \input{statinf.tex}
%
% \section{Monte-Carlo methods}
% \input{mc.tex}
%\section{Lab 2}
%\input{rest.tex}
......
......@@ -16,12 +16,13 @@ n(x) = \log_2 \frac{f'_{4h}(x) - f'_{2h}(x)}{f'_{2h}(x) - f'_{h}(x)}
\label{eq:order_convg}
\end{equation}
\item Reduce the step size $h$ successively. At what value of $h$ does the round-off error dominate the error budget?
\item You would notice that the truncation error is not constant across $x$. This calls for non-uniform sampling of $f(x)$ in finite differencing. Derive an explicit central differencing formula assuming that $f(x)$ can be sampled at some \emph{non-uniform} samples $x_i$.
%\item Derive a central differencing approximant for the first derivative $f'(x)$ that is accurate to $\mathcal{O}(h^4)$.
\end{enumerate}
\subsection{Richardson extrapolation}
We have seen that, if the order of the error in the numerical estimate of a function $f(x)$ is known, Richardson extrapolation provides a powerful way of improving the accuracy of the estimate. If we have two numerical estimates $f_{h}(x)$ and $f_{2h}(x)$ each having an error of $\mathcal{O}\,h^k$, a better estimate is given by
We have seen that, if the order of the error in the numerical estimate of a function $f(x)$ is known, Richardson extrapolation provides a powerful way of improving the accuracy of the estimate. If we have two numerical estimates $f_{h}(x)$ and $f_{2h}(x)$ each having an error of $\mathcal{O}\,(h^k)$, a better estimate is given by
\begin{equation}
f(x) \simeq \frac{2 ~ 2^k\, f_{h}(x) - f_{2h}(x)}{2\,2^k -1 } + \mathcal{O}\,(h^{l}),
\end{equation}
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or sign in to comment