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Final Exam: F (X) e DT For 0 X 3

The document presents the solution to a final exam problem involving numerically evaluating an integral using the Runge-Kutta method of order four and Simpson's method. Code is provided to implement the Runge-Kutta and Simpson's methods. The code is executed to generate a table of values for a normal distribution function by evaluating the integral from 0 to 3 using step sizes of 0.1. The numerical solutions are compared to actual values with small errors reported.

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Lelouch V. Britania
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24 views

Final Exam: F (X) e DT For 0 X 3

The document presents the solution to a final exam problem involving numerically evaluating an integral using the Runge-Kutta method of order four and Simpson's method. Code is provided to implement the Runge-Kutta and Simpson's methods. The code is executed to generate a table of values for a normal distribution function by evaluating the integral from 0 to 3 using step sizes of 0.1. The numerical solutions are compared to actual values with small errors reported.

Uploaded by

Lelouch V. Britania
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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FINAL EXAM

DIAMANTE OPENA

Problem Given:
By solving an appropriate initial value problem, make a table of
values of the function
x

t
2

f (t) given by the following integral

1 1
f ( x )= +
e dt for 0 x 3
2 2 0
Use the Runge-Kutta method of order four with h = 0:1 for
your computations. Use the solution to generate a table of
areas for a standard normal distribution.

Solutions: Codes needed for the program:


Simpsons Method for evaluating integral
function s=simpr1(f, a, b, M)
//input
//f given function using def
//a,b bounds of the def integral
// 2M no of sub intervals
//output
//s approximate value of the def. integral
h = (b-a)/(2*M); //distance between nodes
s1 = 0;
s2 = 0;
k=1;
while k<=M
x = a + h*(2*k-1);
s1 = s1 + f(x);
k=k+1;
end
j = 1;
while j<=M-1
y = a + h*(2*j);
s2 = s2 + f(y);
j=j+1;
end
s = (h/3)*(f(a) + f(b) + 4*s1 + 2*s2);
endfunction

Runge-Kutta Method of order 4 for evaluating initial value


problems
function Y=rk4(f, a, b, ya, M)
// Input
// a, b - left and right endpoints
// ya - initial condition y(a)
// M - number of mesh points
// Ouput
// T - mesh points
// Y - approximate solution
h = (b - a)/M;
T = a:h:b;
Y = zeros(1, M + 1);
Y(1) = ya;
for j = 1:M
k1 = h*f(T(j), Y(j));
k2 = h*f(T(j)+h/2, Y(j)+k1/2);
k3 = h*f(T(j)+h/2, Y(j)+k2/2);
k4 = h*f(T(j)+h, Y(j)+k3);
Y(j+1) = Y(j) + (k1 + 2*k2 + 2*k3 + k4)/6;
end
endfunction

Command:
clc;clear;
exec("rk4.sce");
def("y = f(x,t)" , "y = exp(((-x^2)/2))/sqrt(2*%pi)")
format (16);
M = 30; a = 0; b = 3; ya = 0.5;
Y = rk4(f,a,b,ya,M);
exec("simp1.sce");
def("y = g(x)" , "y = exp(((-x^2)/2))")
a = 0; N = 30;
T = [0:0.1:3];
for i = 1:31
b = T(i);
S(i) = simpr1(g,a,b,N);
U(i) = (1/2) + (1/sqrt(2*%pi))*S(i);
end
Y = Y';
E=abs(U - Y)';
A=[T' Y U E'];
fd = mopen("RESULTSFINAL.xls","w");
for i1=1:31
for j1=1:4
mfprintf(fd,"%.16f\t",A(i1,j1));
end
mfprintf(fd,"\n");
end
mclose(fd);

Results:
Z
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3

Predicted
0.5
0.539827841
0.579259717
0.617911434
0.655421756
0.691462478
0.725746901
0.758036367
0.78814462
0.815939893
0.841344763
0.864333954
0.884930342
0.903199526
0.919243348
0.933192804
0.945200711
0.955434538
0.96406968
0.971283438
0.977249864
0.982135575
0.986096547
0.989275885
0.991802459
0.99379033
0.995338807
0.996533022
0.997444866
0.998134183
0.998650099

Actual
0.5
0.539827837
0.579259709
0.617911422
0.655421742
0.691462461
0.725746882
0.758036348
0.788144602
0.815939875
0.841344746
0.864333939
0.88493033
0.903199516
0.919243341
0.933192799
0.945200709
0.955434537
0.964069681
0.97128344
0.977249867
0.982135578
0.986096551
0.989275888
0.991802462
0.993790332
0.995338809
0.996533023
0.997444867
0.998134184
0.998650099

Error
0
4.12726E-09
8.04976E-09
1.15764E-08
1.45421E-08
1.68186E-08
1.83219E-08
1.90166E-08
1.89165E-08
1.80814E-08
1.66111E-08
1.46357E-08
1.23054E-08
9.77823E-09
7.20891E-09
4.73824E-09
2.48475E-09
5.38816E-10
1.04046E-09
2.22548E-09
3.01793E-09
3.44445E-09
3.55093E-09
3.39605E-09
3.04486E-09
2.56282E-09
2.01092E-09
1.44199E-09
8.98407E-10
4.11161E-10
0

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