Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2007/p/p2/solution

Richardson extrapolation cancels a leading discretization error by combining two mesh sizes. If with , then
Use a uniform grid , , with even . The composite trapezium rule is
The composite Simpson rule, formed by integrating a quadratic interpolant on each pair of successive panels, is
Assume an even-power trapezium error expansion ; continuous fourth derivative is a standard sufficient smoothness hypothesis. The coarse grid has step , so one extrapolation step is . Its endpoint coefficients are , its odd-index coefficients are , and its interior even-index coefficients are . Therefore
The algebraic identity between the two rules holds for any sampled values; the smoothness and error assumptions are used to infer the improved accuracy.

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