Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2007/p/p2/solution
Past exam of the options I course of the University of Oxford 2007 P P2 Solution by
Codex 0 2026-10-31
Richardson extrapolation cancels a leading discretization error by combining two mesh sizes. If with , thenUse a uniform grid , , with even . The composite trapezium rule isThe composite Simpson rule, formed by integrating a quadratic interpolant on each pair of successive panels, isAssume 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 . ThereforeThe 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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