Numerical
Integration
Integration is an important in Physics.
Used to determine the rate of growth in bacteria or to find the
distance given the velocity (s = ∫vdt) as well as many other
uses.
Integration
Integration
 Generally we use formulae to determine the integral of
a function:
 F(x) can be found if its antiderivative, f(x) is known.
( ) ( ) ( )aFbFdxxf
b
a
−=∫
Integration
 when the antiderivative is unknown we are required to
determine f(x) numerically.
 To determine the definite integral we find the area
between the curve and the x-axis.
 This is the principle of numerical integration.
Integration
Figure shows the area under a
curve using the midpoints
Integration
 There are various integration methods: Trapezoid,
Simpson’s, etc.
 We’ll be looking in detail at the Trapezoid and variants
of the Simpson’s method.
Trapezoidal Rule
Trapezoidal Rule
 is an improvement on the midpoint implementation.
 the midpoints is inaccurate in that there are pieces of
the “boxes” above and below the curve (over and under
estimates).
Trapezoidal Rule
 Instead the curve is approximated using a sequence of
straight lines, “slanted” to match the curve.
fi
fi+1
Trapezoidal Rule
 Clearly the area of one rectangular strip from xi
to xi+1
is
given by
 Generally is used. h is the width of a
strip.
( )( )iiii xxff −+=∆ ++ 11I
)x-(x½h i1i+=
1...
Trapezoidal Rule
 The composite Trapezium rule is obtained by applying the
equation .1 over all the intervals of interest.
 Thus,
,if the interval h is the same for each strip.
( )n1-n2102 f2f2f2ffI ++…+++=∆ h
Trapezoidal Rule
 Note that each internal point is counted and therefore
has a weight h, while end points are counted once and
have a weight of h/2.
( )
)f2f
2f2f(fdxxf
n1-n
2102
x
x
n
0
++…+
++=∫ h
Trapezoidal Rule
 Given the data in the following table use the trapezoid rule to
estimate the integral from x = 1.8 to x = 3.4. The data in the
table are for ex
and the true value is 23.9144.
Trapezoidal Rule
 As an exercise show that the approximation given by the
trapezium rule gives 23.9944.
Simpson’s Rule
Simpson’s Rule
 The midpoint rule was first improved upon by the
trapezium rule.
 A further improvement is the Simpson's rule.
 Instead of approximating the curve by a straight line,
we approximate it by a quadratic or cubic function.
Simpson’s Rule
 Diagram showing approximation
using Simpson’s Rule.
Simpson’s Rule
 There are two variations of the rule: Simpson’s 1/3 rule
and Simpson’s 3/8 rule.
Simpson’s Rule
 The formula for the Simpson’s 1/3,
( ) ( )n1-n32103
x
x
f4f4f2f4ffdxxf
n
0
++…++++=∫ h
Simpson’s Rule
 The integration is over pairs of intervals and requires
that total number of intervals be even of the total
number of points N be odd.
Simpson’s Rule
 The formula for the Simpson’s 3/8,
( ) ( )n1-n32108
3
x
x
f3f2f3f3ffdxxf
n
0
++…++++=∫ h
If the number of strips is divisible by three we can use the 3/8
rule.
Thank You

Numerical integration

  • 1.
  • 2.
    Integration is animportant in Physics. Used to determine the rate of growth in bacteria or to find the distance given the velocity (s = ∫vdt) as well as many other uses. Integration
  • 3.
    Integration  Generally weuse formulae to determine the integral of a function:  F(x) can be found if its antiderivative, f(x) is known. ( ) ( ) ( )aFbFdxxf b a −=∫
  • 4.
    Integration  when theantiderivative is unknown we are required to determine f(x) numerically.  To determine the definite integral we find the area between the curve and the x-axis.  This is the principle of numerical integration.
  • 5.
    Integration Figure shows thearea under a curve using the midpoints
  • 6.
    Integration  There arevarious integration methods: Trapezoid, Simpson’s, etc.  We’ll be looking in detail at the Trapezoid and variants of the Simpson’s method.
  • 7.
  • 8.
    Trapezoidal Rule  isan improvement on the midpoint implementation.  the midpoints is inaccurate in that there are pieces of the “boxes” above and below the curve (over and under estimates).
  • 9.
    Trapezoidal Rule  Insteadthe curve is approximated using a sequence of straight lines, “slanted” to match the curve. fi fi+1
  • 10.
    Trapezoidal Rule  Clearlythe area of one rectangular strip from xi to xi+1 is given by  Generally is used. h is the width of a strip. ( )( )iiii xxff −+=∆ ++ 11I )x-(x½h i1i+= 1...
  • 11.
    Trapezoidal Rule  Thecomposite Trapezium rule is obtained by applying the equation .1 over all the intervals of interest.  Thus, ,if the interval h is the same for each strip. ( )n1-n2102 f2f2f2ffI ++…+++=∆ h
  • 12.
    Trapezoidal Rule  Notethat each internal point is counted and therefore has a weight h, while end points are counted once and have a weight of h/2. ( ) )f2f 2f2f(fdxxf n1-n 2102 x x n 0 ++…+ ++=∫ h
  • 13.
    Trapezoidal Rule  Giventhe data in the following table use the trapezoid rule to estimate the integral from x = 1.8 to x = 3.4. The data in the table are for ex and the true value is 23.9144.
  • 14.
    Trapezoidal Rule  Asan exercise show that the approximation given by the trapezium rule gives 23.9944.
  • 15.
  • 16.
    Simpson’s Rule  Themidpoint rule was first improved upon by the trapezium rule.  A further improvement is the Simpson's rule.  Instead of approximating the curve by a straight line, we approximate it by a quadratic or cubic function.
  • 17.
    Simpson’s Rule  Diagramshowing approximation using Simpson’s Rule.
  • 18.
    Simpson’s Rule  Thereare two variations of the rule: Simpson’s 1/3 rule and Simpson’s 3/8 rule.
  • 19.
    Simpson’s Rule  Theformula for the Simpson’s 1/3, ( ) ( )n1-n32103 x x f4f4f2f4ffdxxf n 0 ++…++++=∫ h
  • 20.
    Simpson’s Rule  Theintegration is over pairs of intervals and requires that total number of intervals be even of the total number of points N be odd.
  • 21.
    Simpson’s Rule  Theformula for the Simpson’s 3/8, ( ) ( )n1-n32108 3 x x f3f2f3f3ffdxxf n 0 ++…++++=∫ h If the number of strips is divisible by three we can use the 3/8 rule.
  • 22.