Double Integrals — Question 10

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Question 10

A function ff on the unit square satisfies the Lipschitz estimate |f(P)−f(Q)|≤2∥P−Q∥|f(P)-f(Q)|\le 2\|P-Q\| for all points P,QP,Q. Let SnS_n be the midpoint Riemann sum on an n×nn\times n uniform grid.

Tasks

  1. Prove the error bound |∬RfdA−Sn|≤2/n\left|\iint_R f\,dA-S_n\right|\le\sqrt 2/n.

  2. Find the least nn certified by this bound to give error less than 0.010.01.

  3. If S142=2.731S_{142}=2.731, give a guaranteed interval containing the true integral.

Original worksheet page 1: question and worked solution for 4-1-010
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Question 10 – Solution

Strategy. Control the variation within each cell by its maximum distance from the midpoint, then add the cellwise error bounds.

Step 1: One-cell error The Lipschitz estimate makes ff continuous, hence integrable on the closed square. A grid square has side 1/n1/n, area 1/n21/n^2, and maximum distance from its midpoint to a corner dn=22n.d_n=\frac{\sqrt 2}{2n}. If MijM_{ij} is its midpoint, the Lipschitz condition gives |f(P)−f(Mij)|≤2dn=2n|f(P)-f(M_{ij})|\le 2d_n=\frac{\sqrt 2}{n} throughout that cell. Its integral differs from midpoint height times area by at most 2/n3\sqrt 2/n^3.

Step 2: Global error There are n2n^2 cells, so the triangle inequality yields |∬RfdA−Sn|≤n22n3=2n.\boxed{\left|\iint_R f\,dA-S_n\right|\le n^2\frac{\sqrt 2}{n^3}=\frac{\sqrt 2}{n}}. To guarantee strict error below 0.010.01, require n>1002≈141.421n>100\sqrt 2\approx 141.421. The least integer is therefore .

Step 3: Numerical enclosure For n=142n=142, 2142≈0.009959.\frac{\sqrt 2}{142}\approx 0.009959. Thus 2.731−2142≤∬RfdA≤2.731+2142,\boxed{2.731-\frac{\sqrt 2}{142}\le\iint_Rf\,dA\le 2.731+\frac{\sqrt 2}{142}}, or approximately 2.72104≤∬RfdA≤2.74096.\boxed{2.72104\le\iint_Rf\,dA\le 2.74096}. The half-diagonal, rather than the full cell diagonal, is essential to the stated constant.

Original worksheet page 2: question and worked solution for 4-1-010

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