Math 4340 - Numerical Analysis

Homework #6, Date Due: March 20, 2007

Problem 1

Construct a contraction mapping function g(x), using the method presented in class, for finding the root of the function f(x) = exp(x) + 2*ln(x) in the interval (0.3,06). Using this function, write a computer code to find this root with a tolerance of 1.0E-7 (i.e. your function value should be less than 1.0E-7 at the root that you found).

Problem 2

Find the root of the same function using both Newton’s method and the secant method, with the same tolerance.

Problems 3-5

Solve problems number 5.2, 5.3 and 5.4 page 246 in the textbook.

Homework #5, Date Due: March 1st, 2007

Problems 1-4

Do problems 7.11, 7.15, 7.19 and 7.21 in the textbook. For 7.15, also evaluate the integrals you obtain using a quadrature method of your choice (with at least two function evaluation points) between those presented in class. DO NOT solve 7.14, i.e. don’t try to evaluate the integral using Gauss-Hermite quadrature.

Problem #5

Using Monte-Carlo simulation, estimate the integral over the circle in the x-y plane of radius 1 and with center at (x=1, y=1) of the function f(x) = sin(x+y).  Use the same values of N as in your previous Monte-Carlo integral evaluations and print the approximate values you obtain, as well as the relative error, for each N.

Homework #4, Date Due: Feb. 15th, 2007

Problems 1-4

Solve problems 7.1, 7.4, 7.5, 7.10 in the textbook.

Problem #5

Again using Monte-Carlo simulation, estimate the integral from 1 to 3 of the function f(x) = sin(x).  Use the same values of N as in your previous Monte-Carlo integral evaluation and print the approximate values you obtain, as well as the relative error, for each N.

Homework #3, Date Due: February 6, 2007

Homework #2, Date Due: January 25, 2007

Problem #1

Using Monte-Carlo simulation, estimate the number “Pi” as four times the ratio of the area of the unit circle over that of the square of side length two, centered at the origin. Do this for N=1,000; N=10,000; N=100,000; N=200,000; N=400,000; N=800,000; and N=1,000,000. Plot the relative error in your approximations versus N in one plot, and the relative error versus square root of N on a different plot. Turn in the two plots, as well as a printout of your program and a list with the approximate values you got for Pi for the different N values.

Problem #2

Again using Monte-Carlo simulation, estimate the integral from 0 to 1 of the function f(x) = sin(x).  Use the same values of N as above and again plot the relative errors in the two ways and turn in the plots, the program and a list of the approximate values.

Homework #1, Date Due: January 18, 2007

Chapter 1 Problems, Pages 34-35:

Solve: 1.1, 1.2, 1.6, 1.7, 1.14

_____________________________________________________________________________________

NOTE:       In case some of the problems have the answer provided at the end of the book, you need to show the details of how that answer is obtained. Otherwise, just writing the answer will bring you no credit. I hope you all agree that this is just fair!