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Numerical Integration 01

Numerical integration approximates definite integrals using weighted sums of function values at discretized points. Common methods include the rectangular rule, which uses rectangles of width Δx and heights at midpoints; the trapezoidal rule, which uses trapezoids for a linear approximation; and Simpson's rule, which uses a quadratic polynomial to achieve higher accuracy. Examples demonstrate applying these rules to calculate the integral of f(x)=x^3 from 1 to 2 using different numbers of subdivisions, with Simpson's rule providing the exact solution.

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Sep Sofyan
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32 views

Numerical Integration 01

Numerical integration approximates definite integrals using weighted sums of function values at discretized points. Common methods include the rectangular rule, which uses rectangles of width Δx and heights at midpoints; the trapezoidal rule, which uses trapezoids for a linear approximation; and Simpson's rule, which uses a quadratic polynomial to achieve higher accuracy. Examples demonstrate applying these rules to calculate the integral of f(x)=x^3 from 1 to 2 using different numbers of subdivisions, with Simpson's rule providing the exact solution.

Uploaded by

Sep Sofyan
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Numerical Integration

In general, a numerical integration is the approximation


of a definite integration by a weighted sum of function
values at discretized points within the interval of
integration.

f ( x )dx wi f ( xi )
i 0

where wi is the weighted factor depending on the integration


schemes used, and f ( xi ) is the function value evaluated at the
given point xi

Rectangular Rule

f(x)
height=f(x1*)

x=a
x=x1*

height=f(xn*)

x=b

Approximate
the integration,
b
a f ( x )dx , that is the area under
the curve by a series of
rectangles as shown.
The base of each of these
rectangles is x=(b-a)/n and
its height can be expressed as
f(xi*) where xi* is the midpoint
of each rectangle

x=xn*

f ( x )dx f ( x1*) x f ( x2 *) x .. f ( xn *) x

x[ f ( x1*) f ( x2 *) .. f ( xn *)]

Trapezoidal Rule

f(x)

x=a
x=x1

x=b
x=xn-1

The rectangular rule can be made


more accurate by using
trapezoids to replace the
rectangles as shown. A linear
approximation of the function
locally sometimes work much
better than using the averaged
value like the rectangular rule
does.

x
x
x
a f ( x)dx 2 [ f (a ) f ( x1 )] 2 [ f ( x1 ) f ( x2 )] .. 2 [ f ( xn1) f (b)]
1
1
x[ f (a ) f ( x1 ) .. f ( xn 1 ) f (b)]
2
2
b

Simpsons Rule
Still, the more accurate integration formula can be achieved by
approximating the local curve by a higher order function, such as
a quadratic polynomial. This leads to the Simpsons rule and the
formula is given as:
x
a f ( x )dx 3 [ f (a ) 4 f ( x1 ) 2 f ( x2 ) 4 f ( x3 ) ..
..2 f ( x2 m2 ) 4 f ( x2 m 1 ) f (b)]
b

It is to be noted that the total number of subdivisions has to be an


even number in order for the Simpsons formula to work
properly.

Examples
Integrate f ( x ) x 3 between x 1 and x 2.

1
1
x 3dx= x 4 |12 (24 14 ) 3.75
4
4

2-1
Using 4 subdivisions for the numerical integration: x=
0.25
4
Rectangular rule:
i

xi*

f(xi*)

1.125 1.42

1.375 2.60

1.625 4.29

1.875 6.59

x 3dx

x[ f (1.125) f (1.375) f (1.625) f (1.875)]


0.25(14.9) 3.725

Trapezoidal Rule
i

xi
1

f(xi)
1

1 1.25

1.95

2 1.5

3.38

3 1.75

5.36

x 3dx

1
1
f (1) f (1.25) f (1.5) f (1.75) f (2)]
2
2
0.25(15.19) 3.80
x[

Simpsons Rule

x 3dx

x
[ f (1) 4 f (1.25) 2 f (1.5) 4 f (1.75) f (2)]
3

0.25

(45) 3.75 perfect estimation


3

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