Question 10
A function on the unit square satisfies the Lipschitz estimate for all points . Let be the midpoint Riemann sum on an uniform grid.
Tasks
Prove the error bound .
Find the least certified by this bound to give error less than .
If , give a guaranteed interval containing the true integral.
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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 continuous, hence integrable on the closed square. A grid square has side , area , and maximum distance from its midpoint to a corner If is its midpoint, the Lipschitz condition gives throughout that cell. Its integral differs from midpoint height times area by at most .
Step 2: Global error There are cells, so the triangle inequality yields To guarantee strict error below , require . The least integer is therefore .
Step 3: Numerical enclosure For , Thus or approximately The half-diagonal, rather than the full cell diagonal, is essential to the stated constant.