FAZAIA COLLEGE OF EDUCATION FOR WOMEN
ASSIGNMENT OF NUMERICAL ANALYSIS (Advance Math
VIII)
TOPIC: NUMERICAL INTEGRATION
Submitted to:
Ma’am Mehak
Submitted by:
Amenah Gondal (EDU(S)-2017-F-11)
Class:
B.S.Ed Hons (VIII)
ABSTRACT
Numerical Integration is the approximation computation of an integral using numerical
techniques. The numerical computation of an integral is sometimes called quadrature. We can
use numerical integration ti estimate the values of definite integrals when a closed form of the
integral is difficult to find or when an approximate value only of integral is needed.
The most commonly rules for numerical integration are rectangular, trapezoidal, simpson1/3,
simpson 3/8, boole and weddle rules. We get formulas for these rules by using Newton Cotes
Quadrature Formula by putting values for ‘n’ i.e., n=1,2,…,6. and neglecting higher derivatives
according to the requirement. All these rules can be compared with each other and we can find
that the rule with greater value of ‘n’ has more accurate and exact solution.
NUMERICAL INTEGRATION
1- RECTANGULAR RULE
The formula for rectangular rule is
It is also called Mid-Point formula.
This rule approximates the area under the curve by rectangles whose height is the mid-point of
each sub-interval.
EXAMPLE:
Evaluate the integral using rectangular rule for n=16 and compare with exact
value.
SOLUTION:
Given a=0, b=1, n=16
x 0 0.0625 0.125 0.1875 0.25 0.3125 0.375 0.4375 0.5 0.5625 0.625 0.6875
F(x) 1 0.9961 0.9846 0.9660 0.9412 0.9110 0.8767 0.8393 0.8 0.7596 0.7596 0.6790
0.75 0.8125 0.875 0.9375 1
0.64 0.6024 0.5664 0.5322 0.5
By putting values, we get
2-TRAPEZOIDAL RULE:
The formula for trapezoidal rule is
In this rule, we find area under a curve is evaluated by dividing the total area into little
trapezoids rather than rectangles. This rule is used for n=1 and its multiples.
EXAMPLE:
Calculate the integral where h=0.05 using trapezoidal rule and compare with
exact value.
SOLUTION:
Given a=1.0, b=1.30, h=0.05, n=7
x 1 1.05 1.1 1.15 1.2 1.25 1.30
F(x) 1 1.0246 1.0488 1.072 1.095 1.118 1.14
By putting values, we get
Exact Value:
3-SIMPSON’S RULE:
The formula for simpson’s rule is
Simpson’s 1/3 rule is an extension of the trapezoidal rule in which the integrand is approximated
by a second order polynomial. This rule approximates the definite integral by first approximating
the original function using piecewise quadratic functions. This rule is used for n=2 and its
multiples.
EXAMPLE:
Use simpson’s 1/3 rule for n=4 to calculate correct to four decimal places.
SOLUTION:
Given a=0, b=1, n=4
x 0 0.25 0.5 0.75 1
F(x) 0.7071 0.7012 0.6822 0.6500 0.6065
By putting values, we get
4-SIMPSON’S RULE:
The formula for simpson’s rule is
This rule relies on approximating the curve with a cubic polynomial. This rule is used for n=3
and its multiples.
EXAMPLE:
Evaluate using seven points simpson’s rule.
SOLUTION:
Given a=0.1, b=0.7, n=6
x 0.1 0.2 0.3 0.4 0.5 0.6 0.7
F(x) 0.0997 0.1974 0.2915 0.3805 0.4636 0.5404 0.6107
By putting values, we get
5-BOOLE’S RULE:
The formula for boole’s rule is
This rule can be approximated by a polynomial of 4th
degree so that 5th
and higher derivatives are
vanishes. It can be used for the subinterval i.e., n=4. This rule is used for n=4 and its multiples.
EXAMPLE:
Apply nine points Boole’s rule to evaluate .
SOLUTION:
Given a=0.3, b=0.7, n=8
x 0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7
F(x) 2.5377 2.5576 2.5791 2.6021 2.6265 2.6525 2.6799 2.7089 2.7893
By putting values, we get
6-WEDDLE’S RULE:
The formula for weddle’s rule is
This rule approximating the integral of f(x) by giving n=6. It is used to solve multiple integrals.
It can only be used for the sub interval i.e., n=6.
EXAMPLE:
Apply seven point weddles’s rule to evaluate
SOLUTION:
Given a=0, b= , n=6,
x 0
F(x) 0 3.2817 0.42303 0.38898 0.27987 0.13820 0
By putting values, we get
TWO-POINT GUASSIAN QUADRATURE FORMULA
The formula for two point guassian quadrature formula
We use two-point guassian quadrature formula for two point interval i.e., -1 to 1. We use this
formula for evaluating integral without solving integration.
EXAMPLE:
Evaluate using two points guassian quadrature formula.
SOLUTION:
Given
a=0, b=1
ERROR ANALYSIS IN NUMERICAL INTEGRATION
Let be the integrand i.e., the function to be integrated within the limits say either
or where such that
stands for error in the exact value and the approximate value i.e.,
ERROR TERM IN RECTANGULAR RULE:
The amount of error in rectangular rule is
ERROR TERM IN TRAPEZOIDAL RULE:
The magnitude of error in trapezoidal rule is
ERROR TERM IN SIMPSON’S RULE
Using Taylor’s series
The magnitude of error in simpson’s 1/3 rule is
SUMMARY OF ERROR ANALYSIS OF NUMERICAL INTEGRATION
RULES
Sr. # Rule Error
1 Rectangular Rule
2 Trapezoidal Rule
3 Simpson’s 1/3 Rule
4 Simpson’s 3/8 Rule
5 Boole’s Rule
6 Weddle’s Rule
FORMULAS
1. Rectangular Rule:
2. Trapezoidal Rule:
3. Simpson’s 1/3 Rule:
4. Simpson’s 3/8th Rule:
5. Boole’s Rule:
6. Weddle’s Rule:
7. Two Point Guassian Quadrature Formula
REFERENCES
1. Iqbal, D. (n.d.). An introduction to Numerical Analysis. Lahore: Ilmi Kitab Khana.
2. Kiran, E. (2015, 5 22). Slideshare. Retrieved from https://www.slideshare.net
3. N.Shah, P. (2021). AtoZ Maths. Retrieved from https://atozmath.com
4. Saleem, M. (n.d.). Numerical Analysis II. Muzammil Tanveer.
5. Wikipedia. (2021, January 12). Retrieved from https://en.wikipedia.org

Error analysis in numerical integration

  • 1.
    FAZAIA COLLEGE OFEDUCATION FOR WOMEN ASSIGNMENT OF NUMERICAL ANALYSIS (Advance Math VIII) TOPIC: NUMERICAL INTEGRATION Submitted to: Ma’am Mehak Submitted by: Amenah Gondal (EDU(S)-2017-F-11) Class: B.S.Ed Hons (VIII)
  • 2.
    ABSTRACT Numerical Integration isthe approximation computation of an integral using numerical techniques. The numerical computation of an integral is sometimes called quadrature. We can use numerical integration ti estimate the values of definite integrals when a closed form of the integral is difficult to find or when an approximate value only of integral is needed. The most commonly rules for numerical integration are rectangular, trapezoidal, simpson1/3, simpson 3/8, boole and weddle rules. We get formulas for these rules by using Newton Cotes Quadrature Formula by putting values for ‘n’ i.e., n=1,2,…,6. and neglecting higher derivatives according to the requirement. All these rules can be compared with each other and we can find that the rule with greater value of ‘n’ has more accurate and exact solution. NUMERICAL INTEGRATION 1- RECTANGULAR RULE The formula for rectangular rule is It is also called Mid-Point formula. This rule approximates the area under the curve by rectangles whose height is the mid-point of each sub-interval.
  • 3.
    EXAMPLE: Evaluate the integralusing rectangular rule for n=16 and compare with exact value. SOLUTION: Given a=0, b=1, n=16 x 0 0.0625 0.125 0.1875 0.25 0.3125 0.375 0.4375 0.5 0.5625 0.625 0.6875 F(x) 1 0.9961 0.9846 0.9660 0.9412 0.9110 0.8767 0.8393 0.8 0.7596 0.7596 0.6790 0.75 0.8125 0.875 0.9375 1 0.64 0.6024 0.5664 0.5322 0.5 By putting values, we get
  • 4.
    2-TRAPEZOIDAL RULE: The formulafor trapezoidal rule is In this rule, we find area under a curve is evaluated by dividing the total area into little trapezoids rather than rectangles. This rule is used for n=1 and its multiples. EXAMPLE: Calculate the integral where h=0.05 using trapezoidal rule and compare with exact value. SOLUTION: Given a=1.0, b=1.30, h=0.05, n=7 x 1 1.05 1.1 1.15 1.2 1.25 1.30 F(x) 1 1.0246 1.0488 1.072 1.095 1.118 1.14
  • 5.
    By putting values,we get Exact Value: 3-SIMPSON’S RULE: The formula for simpson’s rule is Simpson’s 1/3 rule is an extension of the trapezoidal rule in which the integrand is approximated by a second order polynomial. This rule approximates the definite integral by first approximating the original function using piecewise quadratic functions. This rule is used for n=2 and its multiples.
  • 6.
    EXAMPLE: Use simpson’s 1/3rule for n=4 to calculate correct to four decimal places. SOLUTION: Given a=0, b=1, n=4 x 0 0.25 0.5 0.75 1 F(x) 0.7071 0.7012 0.6822 0.6500 0.6065 By putting values, we get 4-SIMPSON’S RULE: The formula for simpson’s rule is This rule relies on approximating the curve with a cubic polynomial. This rule is used for n=3 and its multiples.
  • 7.
    EXAMPLE: Evaluate using sevenpoints simpson’s rule. SOLUTION: Given a=0.1, b=0.7, n=6 x 0.1 0.2 0.3 0.4 0.5 0.6 0.7 F(x) 0.0997 0.1974 0.2915 0.3805 0.4636 0.5404 0.6107 By putting values, we get 5-BOOLE’S RULE: The formula for boole’s rule is This rule can be approximated by a polynomial of 4th degree so that 5th and higher derivatives are vanishes. It can be used for the subinterval i.e., n=4. This rule is used for n=4 and its multiples.
  • 8.
    EXAMPLE: Apply nine pointsBoole’s rule to evaluate . SOLUTION: Given a=0.3, b=0.7, n=8 x 0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7 F(x) 2.5377 2.5576 2.5791 2.6021 2.6265 2.6525 2.6799 2.7089 2.7893 By putting values, we get 6-WEDDLE’S RULE: The formula for weddle’s rule is This rule approximating the integral of f(x) by giving n=6. It is used to solve multiple integrals. It can only be used for the sub interval i.e., n=6.
  • 9.
    EXAMPLE: Apply seven pointweddles’s rule to evaluate SOLUTION: Given a=0, b= , n=6, x 0 F(x) 0 3.2817 0.42303 0.38898 0.27987 0.13820 0 By putting values, we get TWO-POINT GUASSIAN QUADRATURE FORMULA The formula for two point guassian quadrature formula We use two-point guassian quadrature formula for two point interval i.e., -1 to 1. We use this formula for evaluating integral without solving integration. EXAMPLE: Evaluate using two points guassian quadrature formula. SOLUTION: Given a=0, b=1
  • 11.
    ERROR ANALYSIS INNUMERICAL INTEGRATION Let be the integrand i.e., the function to be integrated within the limits say either or where such that stands for error in the exact value and the approximate value i.e., ERROR TERM IN RECTANGULAR RULE: The amount of error in rectangular rule is
  • 12.
    ERROR TERM INTRAPEZOIDAL RULE: The magnitude of error in trapezoidal rule is
  • 13.
    ERROR TERM INSIMPSON’S RULE Using Taylor’s series
  • 14.
    The magnitude oferror in simpson’s 1/3 rule is
  • 15.
    SUMMARY OF ERRORANALYSIS OF NUMERICAL INTEGRATION RULES Sr. # Rule Error 1 Rectangular Rule 2 Trapezoidal Rule 3 Simpson’s 1/3 Rule 4 Simpson’s 3/8 Rule 5 Boole’s Rule 6 Weddle’s Rule
  • 16.
    FORMULAS 1. Rectangular Rule: 2.Trapezoidal Rule: 3. Simpson’s 1/3 Rule: 4. Simpson’s 3/8th Rule: 5. Boole’s Rule: 6. Weddle’s Rule: 7. Two Point Guassian Quadrature Formula
  • 17.
    REFERENCES 1. Iqbal, D.(n.d.). An introduction to Numerical Analysis. Lahore: Ilmi Kitab Khana. 2. Kiran, E. (2015, 5 22). Slideshare. Retrieved from https://www.slideshare.net 3. N.Shah, P. (2021). AtoZ Maths. Retrieved from https://atozmath.com 4. Saleem, M. (n.d.). Numerical Analysis II. Muzammil Tanveer. 5. Wikipedia. (2021, January 12). Retrieved from https://en.wikipedia.org