수치적분

Before we can take our Simpson's rule approximation of $\displaystyle\int_1^x \dfrac{1}{t}~\mathrm{d}t$, we need to know how many intervals to use. That means we need to bound our error, which means we need to bound $\frac{\mathrm{d}^4}{\mathrm{d}{t}^4}\left\{\frac{1}{t}\right\}$.

$$\begin{aligned} \frac{\mathrm{d}}{\mathrm{d}t}\left\{\frac{1}{t}\right\}&=-\frac{1}{t^2}& \frac{\mathrm{d}^2}{\mathrm{d}{t}^2}\left\{\frac{1}{t}\right\}&=\frac{2}{t^3}\\ \frac{\mathrm{d}^3}{\mathrm{d}{t}^3}\left\{\frac{1}{t}\right\}&=-\frac{6}{t^4}& \frac{\mathrm{d}^4}{\mathrm{d}{t}^4}\left\{\frac{1}{t}\right\}&=\frac{24}{t^5} \end{aligned}$$

So, over the interval $[1,3]$, $\displaystyle\left|\frac{\mathrm{d}^4}{\mathrm{d}{t}^4}\left\{\frac{1}{t}\right\}\right| \leq 24$.

Now, we can find an appropriate $n$ to ensure our error will be be less than 0.1 for any $x$ in $[1,3]$:

$$\begin{aligned} \frac{L(b-a)^5}{180 n^4}&<0 .1 \\\frac{24(x-1)^5}{180 n^4}&< \frac{1}{10} \\n^4 &> \frac{24\cdot (x-1)^5}{18} \\ \text{Because $x-1 \leq 2$ for every $x$ in $[1,3]$, if $n^4 > \dfrac{24\cdot 2^5}{18}$, then $n^4 > \dfrac{24\cdot (x-1)^5}{18}$ for every allowed $x$.} \\ n^4&> \frac{24\cdot 2^5}{18}= \frac{128}{3}\\ n&>\sqrt[4]{\frac{128}{3}}\approx 2.6 \end{aligned}$$

Since $n$ must be even, $n=4$ is enough intervals to guarantee our error is not too high for any $x$ in $[1,3]$. Now we find our Simpson's rule approximation with $n=4$, $a=1$, $b=x$, and $\Delta x = \dfrac{x-1}{4}$. The points where we evaluate $\frac{1}{t}$ are:

$$\begin{aligned} x_0 =& 1 & x_1&=1+ \frac{x-1}{4}& x_2&=1+2\frac{x-1}{4}& x_3&=1+3\frac{x-1}{4}& x_4&=1+4\frac{x-1}{4}\\ & & &=\frac{x+3}{4}& &=\frac{x+1}{2}&&=\frac{3x+1}{4}& &=x \end{aligned}$$

$$\begin{aligned} \log x=\int_1^x \frac{1}{t}~\mathrm{d}t&\approx \frac{\Delta x}{3}\left[\frac{1}{x_0}+\frac{4}{x_1}+\frac{2}{x_2}+\frac{4}{x_3}+\frac{1}{x_4}\right]\\ &=\frac{x-1}{12}\left[1+\frac{16}{x+3}+\frac{4}{x+1}+\frac{16}{3x+1}+\frac{1}{x}\right]\\ &=f(x) \end{aligned}$$

Below is a graph of our approximation $f(x)$ and natural logarithm on the same axes. The natural logarithm function is shown red and dashed, while our approximating function is solid blue. Our approximation appears to be quite accurate for small, positive values of $x$.