11—Numerical Analysis 348
Problems
11.1 Show that a two point extrapolation formula is
f(0)≈ 2 f(−h)−f(− 2 h) +h^2 f′′(0).
11.2 Show that a three point extrapolation formula is
f(0)≈ 3 f(−h)− 3 f(− 2 h) +f(− 3 h) +h^3 f′′′(0).
11.3 Solvex^2 −a= 0by Newton’s method, showing graphically that in this case, no matter what the initial
guess is (positive or negative), the sequence will always converge. Find
√
- (This is the basis for the library
square root algorithm on some computers.)
11.4 Find all real roots ofe−x= sinxto± 10 −^4.
11.5 The first rootr 1 ofe−ax= sinxis a function of the variablea > 0. Finddr 1 /daata= 1by two means.
First findr 1 for some values ofanear 1 and use a four-point differentiation formula. Second, use analytical
techniques on the equation to solve fordr 1 /daand evaluate the derivative in terms of the known value of the
root from the previous problem.
11.6 Evaluateerf(1) =√^2 π
∫ 1
0 dte
−t^2
11.7 The principal value of an integral is(a < x 0 < b)
P
∫b
a
f(x)
x−x 0
dx= lim
→ 0
[∫
x 0 −
a
f(x)
x−x 0
dx+
∫b
x 0 +
f(x)
x−x 0
dx