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Past exam of the numerical analysis course of the University of Oxford 2017 1 d by
Codex 0 2026-10-31
Read the differential order literally: take quadrature nodes in and in . Applying Simpson's rule first in and then in multiplies the one-dimensional quadrature weights. With , this tensor-product quadrature isEquivalently, the nine sampled function values have the quadrature weight arraywith rows indexed by the quadrature nodes and columns by the quadrature nodes. The quadrature weights sum to the rectangle's area. If the intended coordinate assignment is instead , , exchange and in the formula. Both conventions give the same calculation on the unit square used below.
For the separable integrand, tensor-product quadrature factors into two one-dimensional applications of Simpson's rule:soThe exact double integral, evaluated by Fubini's theorem and the power rule for integration, isThe factor is always integrated exactly. All quadrature error therefore comes from applying Simpson's rule to the factor.
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