⎩ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎧ f ( 2 0 1 3 ) = 3 f ( 2 0 1 5 ) = 1 f ( 2 0 1 7 ) = 5 f ( 2 0 1 9 ) = 2 0 1 5
Given that a cubic polynomial f ( x ) that satisfy the system of equations above, find the value of ∫ 2 0 1 3 2 0 1 7 f ( x ) d x .
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Nicely done! (+1)
Alternatively, you can use Simpson's rule, which gives the exact value of the integral for polynomials of degree ≤ 3 .
∫ 2 0 1 3 2 0 1 7 f ( x ) d x = 3 2 ( f ( 2 0 1 3 ) + 4 f ( 2 0 1 5 ) + f ( 2 0 1 7 ) ) = 3 2 ( 3 + 4 + 5 ) = 8
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Great! Thanks for an elegant approach, Otto.
Done exactly the same way as you by Simpson's
Thanks for introducing me to Simpson's rule.
A slightly different approach which allows you to avoid solving for a , b , c , d is to introduce the interpolant g such that g ( x ) = f ( 2 0 1 1 + 2 x ) and then use method of differences to reconstruct g ( x ) .
Then, one can simply make the substitution 2 u = x − 2 0 1 1 with 2 d u = d x in the required integral and proceed in a similar manner as done in the last part of your solution.
Although, both the approaches are equivalently tedious.
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POST SOLUTION! POST SOLUTION! POST SOLUTION!
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Well, I can't deny your wish, so I'm posting it as a comment here.
There isn't much of a difference actually. If we proceed by the approach I mentioned above in my comment, we have, the difference table for the interpolant g as follows:
x 1 2 3 4 g ( x ) 3 1 5 2 0 1 5 D 1 ( x ) − 2 4 2 0 1 0 D 2 ( x ) 6 2 0 0 6 D 3 ( x ) 2 0 0 0
Now, we have a nice formula to reconstruct g (which is proved in the Method of Differences wiki). Using that,
g ( x ) = g ( 1 ) + k = 1 ∑ 3 ( k ! D k ( 1 ) j = 1 ∏ k ( x − j ) ) = 3 1 0 0 0 x 3 − 1 9 9 7 x 2 + 3 1 0 9 6 7 x − 1 9 8 9
Using the substitution for the integral I mentioned, we'll have,
2 0 1 3 ∫ 2 0 1 7 f ( x ) d x = 2 1 ∫ 3 g ( x ) d x
This integral can be easily evaluated from here. It's obvious that this is almost as tedious as finding the unknowns, which was why I said that both the approaches are equivalently tedious.
Simpson's Rule gives the exact integral of cubic function on any interval. So we calculate ( b − a ) / 6 ∗ ( f ( 2 0 1 3 ) + 4 f ( 2 0 1 5 ) + f ( 2 0 1 7 ) ) = 8
Could you explain why this is?
The reason is in the second sentence of the Simpson's Rule article. The reason why that works is implicit in my own explanation below.
the reason is in the second sentence of the Simpson's rule article. the reason why that works is implicit in my own explanation below.
Using finite differences , an exact cubic polynomial fitting those data points was computed. The resulting resulting polynomial was integrated as specified in the problem. generator = Function ⎣ ⎡ { diffs , start , step } , Function ⎣ ⎡ x , Evaluate ⎣ ⎡ Expand ⎣ ⎡ i = 0 ∑ Length [ diffs ] − 1 i ! diffs [ [ i + 1 ] ] ∏ j = 0 i − 1 ( n − j ) /. n → step x − start ⎦ ⎤ ⎦ ⎤ ⎦ ⎤ ⎦ ⎤ estimate = generator ( { 3 , − 2 , 6 , 2 0 0 0 } , 2 0 1 3 , 2 ) ⟹ Function [ x , 3 1 2 5 x 3 − 4 1 0 0 7 4 9 7 x 2 + 3 1 5 2 2 5 7 4 8 0 9 x − 4 1 3 6 3 5 4 5 3 7 5 8 5 1 ] ∫ 2 0 1 3 2 0 1 7 estimate ( x ) d x ⟹ 8
The computer algebra system used was Wolfram Mathematica TM 11.3.0.
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Let g ( y ) = f ( x ) , where y = x − 2 0 1 3 . Then we have:
⎩ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎧ f ( 2 0 1 3 ) = g ( 0 ) = 3 f ( 2 0 1 5 ) = g ( 2 ) = 1 f ( 2 0 1 7 ) = g ( 4 ) = 5 f ( 2 0 1 9 ) = g ( 6 ) = 2 0 1 5 and ∫ 2 0 1 3 2 0 1 7 f ( x ) d x = ∫ 0 4 g ( y ) d y
Let g ( y ) = a y 3 + b y 2 + c y + d , then we have:
⎩ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎧ g ( 0 ) = ( 0 ) a + ( 0 ) b + ( 0 ) c + d = 3 g ( 2 ) = 8 a + 4 b + 2 c + d = 1 g ( 4 ) = 6 4 a + 1 6 b + 4 c + d = 5 g ( 6 ) = 2 1 6 a + 3 6 b + 6 c + d = 2 0 1 5
Solving the equations, we get: a = 3 1 2 5 , b = − 4 9 9 7 , c = 6 1 9 8 5 and d = 3 .
⇒ ∫ 2 0 1 3 2 0 1 7 f ( x ) d x = ∫ 0 4 g ( y ) d y = ∫ 0 4 ( 3 1 2 5 y 3 − 4 9 9 7 y 2 + 6 1 9 8 5 y + 3 ) d y = [ 1 2 1 2 5 y 4 − 1 2 9 9 7 y 3 + 1 2 1 9 8 5 y 2 + 3 y ] 0 4 = 8