NUMERICAL INTEGRATION

1
INTRODUCTION
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VROYHGDQDO\WLFDOO\
1XPHULFDO LQWHJUDWLRQ LV D SURFHVV RI ILQGLQJ WKH QXPHULFDO YDOXH RI D GHILQLWH LQWHJUDO

z bg
b
I = f x dx 
a

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y  f x  FRUUHVSRQGLQJ WR WKH VDPH YDOXHV RI x
7RHYDOXDWHWKHLQWHJUDOZHILWXSDVXLWDEOHLQWHUSRODWLRQSRO\QRPLDOWRWKHJLYHQVHWRIYDOXHV
RI f x DQGWKHQLQWHJUDWHLWZLWKLQWKHGHVLUHGOLPLWV+HUHZHLQWHJUDWHDQDSSUR[LPDWHLQWHUSRODWLRQ
IRUPXOD LQVWHDG RI f x  :KHQ WKLV WHFKQLTXH LV DSSOLHG RQ D IXQFWLRQ RI VLQJOH YDULDEOH WKH SURFHVV
LV FDOOHG Quadrature

z bg
b
6XSSRVH ZH DUH UHTXLUHG WR HYDOXDWH WKH GHILQLWH LQWHJUDO I = f x dx   ILUVWO\ ZH KDYH WR
a

DSSUR[LPDWH f x  E\ D SRO\QRPLDO φ x  RI VXLWDEOH GHJUHH

7KHQ ZH LQWHJUDWH f x  ZLWKLQ OLPLWV >a b@

z bg zbg
b b
i.e., f x dx ≈ φ x dx 
a a
WKH GLIIHUHQFH

LM f x dx − φ x dx OP 
z
MN b g bg P z
b b

a a Q
LV FDOOHG WKH Error of approximation

NUMERICAL INTEGRATION 2

2
GENERAL QUADRATURE FORMULA FOR EQUIDISTANT ORDINATES

&RQVLGHU DQ LQWHJUDO

z bg
b
I = f x dx 
a

/HW f x  WDNH WKH YDOXHV f x   y f x  h   y « f x  nh   yn ZKHQ x x x  x
 h « x  x  nh UHVSHFWLYHO\
7R HYDOXDWH I ZH UHSODFH f x  E\ D VXLWDEOH LQWHUSRODWLRQ IRUPXOD /HW WKH LQWHUYDO >a b@ EH
GLYLGHG LQWR n VXELQWHUYDOV ZLWK WKH GLYLVLRQ SRLQWV a  x  x  h  «  x  xh  b ZKHUH WKH
h LV WKH ZLGWK RI HDFK VXELQWHUYDO $SSUR[LPDWLQJ f x  E\ 1HZWRQ¶V IRUZDUG LQWHUSRODWLRQ IRUPXOD
ZH FDQ ZULWH WKH LQWHJUDO   DV

z bg z FGH b gΔ y I
x + nh x + nh
u u−
I =
x
f x dx =
x
y + uΔy +


 JK
+  dx 


x − x
VLQFH u= 
h
i.e. x = x + uh

⇒ dx = hdu

DQG x = x
⇒ u=

x = x + nh
⇒ u = n
([SUHVVLRQ   FDQ EH ZULWWHQ DV

z FGH I
n
u − u  u  − u  + u 
I =h

y + uΔy +

Δ y +

Δ y dx + JK

z FGH I
n
u  − u  + u  + u 
h

+

Δ y +  dx JK
LM n F
n  n  Δ y I
∴ I = h ny +
MN 
Δy + −
  GH 
+ JK
3 NUMERICAL ANALYSIS

Fn  IΔy 
Fn I OP
GH  JK  Δ y

  n 
− n + n 
+ GH  −

n +

− n 

+   JK PQ 

7KHHTXDWLRQ  LVFDOOHGGeneral Gauss Legendre Quadrature formulaIRUHTXLGLVWDQWRUGLQDWHV

IURPZKLFKZHFDQJHQHUDWHDQ\1XPHULFDOLQWHJUDWLRQIRUPXODE\DVVLJQLQJVXLWDEOHSRVLWLYHLQWHJUDO
YDOXH WR n 1RZ ZH GHGXFH IRXU TXDGUDWXUH IRUPXODH QDPHO\
a  7UDSH]RLGDO UXOH b  6LPSVRQ¶V RQHWKLUG UXOH c  6LPSVRQ¶V WKUHHHLJKWKV UXOH DQG d
:HGGOH¶V UXOH IURP WKH JHQHUDO TXDGUDWXUH IRUPXOD  
3
TRAPEZOIDAL RULE
6XEVWLWXWLQJ n   LQ WKH UHODWLRQ   DQG QHJOHFWLQJ DOO GLIIHUHQFHV JUHDWHU WKDQ WKH ILUVW ZH JHW

z LM OP
x + h

I = bg
f x dx = h y +
N


Δy 
Q
x

=
h

b
 y + y − y =
h

y + y  g b g
IRU WKH ILUVW VXELQWHUYDO >x x  h@
VLPLODUO\ ZH JHW

z bg
x +  h

l = f x dx =
h

b
y + y  g
x + h

z bg
x  + h

l = f x dx =
h

b
y + y  g
x +  h

L
L
L

z bg
x + nh

In = f x dx =
h

d
yn −  + yn  i
b g
x + n −  h

IRU WKH RWKHU LQWHJUDOV

$GGLQJ I I  In
ZH JHW I  + I  +  + I n

z z z z
x + h x +  h x + h x + nh

 f x dx + f x dx + f x dx +  + f x dx
x x + h x +  h x + n − h
NUMERICAL INTEGRATION 4

h h h h
= y + y + y + y + y + y +  + yn −  + yn 
   

z bg
x + nh

⇒ f x dx =
h

b g d
y + yn +  y + y +  + yn −   i
x

z bg b g d i
b
h
I = f x dx = y + yn +  y + y +  + yn −   
a


7KHIRUPXOD  LVFDOOHG7UDSH]RLGDOUXOHIRUQXPHULFDOLQWHJUDWLRQ7KHHUURUFRPPLWWHGLQWKLV
IRUPXOD LV JLYHQ E\

bg b g f ′′bξg 

h − b−a
E≈− f ′′ ξ =
 n 
ZKHUH                           a = x  < ξ < x n = b 
1RWH 7UDSH]RLGDO UXOH FDQ EH DSSOLHG WR DQ\ QXPEHU RI VXELQWHUYDOV RGG RU HYHQ

4
SIMPSON’S ONE-THIRD RULE

6XEVWLWXWLQJ n   LQ WKH *HQHUDO TXDGUDWXUH IRUPXOD JLYHQ E\   DQG QHJOHFWLQJ WKH WKLUG DQG RWKHU
KLJKHU RUGHU GLIIHUHQFHV
ZH JHW

z LM FG  − IJ Δ y OP
x +  h

I = bg
f x dx = h  y +  Δy +
N H K Q


x

LM b g  b y gOPQ
N
= h  y +  y − y +  −  y + y

h
= y +  y + y


h
∴ I = y +  y + y 


z
x +  h

6LPLODUO\ I = bg
f x dx =
h

y  +  y + y 
x +  h

L
L
L
5 NUMERICAL ANALYSIS

z
x + nh

In = bg
f x dx =
h

yn −  +  yn −  + yn 
x + b n −  g h

$GGLQJ I   I   I n    ZH JHW

z z z bg
x +  h x +  h x + nh

I  + I  +  + I n   = bg
f x dx + bg
f x dx +  + f x dx
x x +  h x + b n −  g h

h h h
= y +  y + y + y +  y + y +  + yn −  +  yn −  + y n 
  

h
= y + yn +  y + y + y +  + yn − +  y + y +  + yn − 

h
= y + yn +  î VXPRIRGGRUGLQDWHV    î VXP RI HYHQ RUGLQDWHV


=
h

b g b
y + yn +  × VXP RI WKH RGG RUGLQDWHV + g
h

= b
 × VXP RI WKH HYHQ RUGLQDWHV g
7KH DERYH UXOH LV NQRZQ DV 6LPSVRQ¶V RQHWKLUG UXOH 7KH HUURU FRPPLWWHG LQ 6LPSVRQ¶V RQH
WKLUG UXOH LV JLYHQ E\

bg b g bg

− nh iv b−a
E≈ f ξ =− f iv ξ
 n 
ZKHUH a = x < ξ < xn = b  IRU n VXELQWHUYDOV RI OHQJWKV h 
1RWH
 7KH DERYH IRUPXOD PD\ ZULWWHQ DV

z
x + nh

I= f x dx
x

 6LPSVRQ¶VRQHWKLUGUXOHFDQEHDSSOLHGRQO\ZKHQWKHJLYHQLQWHUYDO>a b@LVVXEGLYLGHGLQWRHYHQQXPEHU
RI VXELQWHUYDOV HDFK RI ZLGWK h DQG ZLWKLQ DQ\ WZR FRQVHFXWLYH VXELQWHUYDOV WKH LQWHUSRODWLQJ SRO\QRPLDO
φ x  LV RI GHJUHH 

5
SIMPSON’S THREE-EIGHTH’S RULE

:H DVVXPH WKDW ZLWKLQ DQ\ WKUHH FRQVHFXWLYH VXELQWHUYDOV RI ZLGWK h WKH LQWHUSRODWLQJ SRO\QRPLDO
bg
φ x DSSUR[LPDWLQJf x LVRIGHJUHH+HQFHVXEVWLWXWLQJn i.e.WKH*HQHUDOTXDGUDWXUHIRUPXOD
DQG QHJOHFWLQJ DOO WKH GLIIHUHQFHV DERYH Δ  ZH JHW
NUMERICAL INTEGRATION 6

z LM FG IJ FG  −  + IJ Δ y OP
x  + h

bg

  
I =
x
f x dx = h  y +
N 
Δy +  −
 H
Δ y +
K H K  Q


LM b g  b y g 
b gOPQ
N
= h  y +  y − y +  −  y + y +

y −  y +  y + y

h
= y +  y +  y + y 


z
x +  h

6LPLODUO\ I = bg
f x dx =
h

y +  y +  y + y 
x  + h

z
x +  h

I = bg
f x dx =
h

y +  y +  y + y 
x + h

L
L
L

z
x + nh

In = bg
f x dx =
h

yn −  +  y n −  +  yn −  + yn 
b g
x + n −  h

$GGLQJ I  I    I n    ZH JHW

z bg z bg z bg
x  + h x +  h x + nh

I  + I  +  + I n   = f x dx + f x dx +  + f x dx 
x x  + h b g
x + n −  h

h h
⇒ I = y +  y +  y + y + y +  y +  y + y +
 

h
 + y n −  +  yn −  +  yn −  + y n 


∴ I =
h

b g d
y + yn +  y + y + y + y +  + yn −  + i
d
 y + y +  + yn −   i
1RWH
 6LPSVRQ¶VWKUHHHLJKWKV UXOH FDQ EH DSSOLHG ZKHQ WKH UDQJH >a b@ LV GLYLGHG LQWR D QXPEHU RI VXELQWHUYDOV
ZKLFK PXVW EH D PXOWLSOH RI 
7 NUMERICAL ANALYSIS

 7KH HUURU LQ 6LPSVRQ¶V WKUHHHLJKWKV UXOH

− nh iv
E≈ f ξ

ZKHUH x  ξ  xn  IRU n VXELQWHUYDOV RI OHQJWK h 

6
WEDDLE’S RULE
+HUH ZH DVVXPH WKDW ZLWKLQ DQ\ VL[ FRQVHFXWLYH VXELQWHUYDOV RI ZLGWK h HDFK WKH LQWHUSRODWLQJ
SRO\QRPLDO DSSUR[LPDWLQJ f x  ZLOO EH RI GHJUHH  6XEVWLWXWLQJ n  LQ WKH *HQHUDO TXDGUDWXUH
IRUPXOD JLYHQ E\ H[SUHVVLRQ   DQG QHJOHFWLQJ DOO GLIIHUHQFHV DERYH Δ   ZH JHW

z LM OP
x + h

I = bg N
f x dx = h  y + Δy +  Δ y +  Δ y +
 

Δ y +
 

Δ y +
 

Δ y 
Q
x

  
6LQFH − = 
  

 
ZH WDNH WKH FRHIILFLHQW RI Δ y  DV   VR WKDW WKH HUURU FRPPLWWHG LV  DQG ZH ZULWH
 

z
x +  h

I = bg
f x dx =
h

y +  y + y +  y + y +  y + y 
x

z
x +  h
6LPLODUO\ I = bg
f x dx =
h

y +  y + y +  y + y +  y + y 
x +  h

L
L
L

z
x + nh

I n  = bg
f x dx =
h

yn −  +  yn −  + yn −  +  yn −  +
b g
x + n −  h

y n −  +  yn −  + yn 

$GGLQJ I   I   I n     ZH JHW

z bg
x + nh

I = f x dx
x
h
= y +  y + y +  y + y +  y +  y +  y + y +

 y + y +  y +  y +  +  yn −  +  yn −  + yn −  +
 y n −  + y n −  +  y n −  + yn
NUMERICAL INTEGRATION 8

=
h

b g b
y + yn + y + y + y + y + y + y +  +

i d
yn −  + yn −  +  y + y + y + y +  + yn −  + yn −  + i
d i d
 y + y + y +  + yn −  +  y + y +  + yn −   i
1RWH
 :HGGOH¶V UXOH UHTXLUHV DW OHDVW VHYHQ FRQVHFXWLYH HTXLVSDFHG RUGLQDWHV ZLWK LQ WKH JLYHQ LQWHUYDO a b 
 ,W LV PRUH DFFXUDWH WKDQ WKH 7UDSH]RLGDO DQG 6LPSVRQ¶V UXOHV
 ,I f x  LV D SRO\QRPLDO RI GHJUHH  RU ORZHU :HGGOH¶V UXOH JLYHV DQ H[DFW UHVXOW

z
x
x
([DPSOH Calculate the value dx correct up to three significant figures taking six intervals by Trapezoidal
1+ x
0
rule.
6ROXWLRQ +HUH ZH KDYH

bg
f x =
x
+ x


a  b   DQG n  

b − a −  
∴ h= = = 
n  
x         
y  f x       
y y y y y y y

7KH 7UDSH]RLGDO UXOH FDQ EH ZULWWHQ DV

I =
h

b g b
y + y +  y + y + y + y + y g
=


  +  +  
 b+  +  +  +  g
=  
∴ I =    FRUUHFW WR WKUHH VLJQLILFDQW ILJXUHV

z

dx
([DPSOH Find the value of  taking 5 subinterval by Trapezoidal rule, correct to five significant figures.
 + x

Also compare it with its exact value.
6ROXWLRQ +HUH

bg
f x =

 + x

9 NUMERICAL ANALYSIS

a  b   DQG n  
−  
∴ h= = +  
 
x      
y  f x      
y y y y y y

8VLQJ WUDSH]RLGDO UXOH ZH JHW

z

I =

dx
+ x 
=
h

b g b
y + y +  y + y + y + y g


=


b g b
 +  +   +  +  +  g
=  
∴ I =    FRUUHFW WR ILYH VLJQLILFDQW ILJXUHV
7KH H[DFW YDOXH

z

 
= 
dx = WDQ − x

 + x 

π
= WDQ −  − WDQ −  = = 


z


dx =  

 + x

FRUUHFW WR ILYH VLJQLILFDQW ILJXUHV

∴ 7KH HUURU LV  ±   
∴ $EVROXWH HUURU 

z
5

([DPSOH Find the value of log10 xdx, taking 8 subintervals correct to four decimal places by Trapezoidal rule.
1
6ROXWLRQ +HUH

bg
f x = ORJ x 
a  b   DQG n  

b −a −
∴ h= = = 
n 
x         
f x         
y y y y y y y y y
NUMERICAL INTEGRATION 10

8VLQJ 7UDSH]RLGDO UXOH ZH FDQ ZULWH

I =
h

b g b
y + y +  y + y + y + y + y + y + y g
=


b g b
 +  +   +  +  + g


b
  +  +  +  g
= 


z

∴ I = ORJ xdx =  


z
0.6

([DPSOH  Find the value e x dx, taking n = 6, correct to five significant figures by Simpson’s one-third rule.
0

6ROXWLRQ :H KDYH

bg
f x = ex 
a  b   n  

b − a  − 
∴ h= = = 
n 
x       
y  f x       
y y y y y y y

7KH 6LPSVRQ¶V UXOH LV

I =
h

b g b
y  + y +  y + y + y +  y + y g b g
=


b
 + 
 +  
 g b
+ 
 +  +  
 + 
 g b g
=



b g b
 +   +   g b g
=  ≈ 
∴ I =  
([DPSOH  The velocity of a train which starts from rest is given by the following table, the time being reckoned
in minutes from the start and the speed in km/hour.
t (minutes) 2 4 6 8 10 12 14 16 18 20
v (km/hr) 16 28.8 40 46.4 51.2 32.0 17.6 8 3.2 0
11 NUMERICAL ANALYSIS

Estimate approximately the total distance run in 20 minutes.

ds
6ROXWLRQ v= ⇒ ds = v dt
dt

⇒ z z ds = v dt

z

s= v dt 


7KH WUDLQ VWDUWV IURP UHVW ∴  WKH YHORFLW\ v   ZKHQ t  

7KH JLYHQ WDEOH RI YHORFLWLHV FDQ EH ZULWWHQ
t           
v           
y y y y y y y y y y y

 
h= KUV = KUV
 
7KH 6LPSVRQ¶V UXOH LV

z

s= v dt =
h

b g b
y  + y +  y + y + y + y + y +  y + y + y + y g b g


=

 × 
b g b +  +  +   +  +  + 
 +  +   +  +  g b g

=  +  ×  +  ×  =  NP

∴   7KH GLVWDQFH UXQ E\ WKH WUDLQ LQ  PLQXWHV   NP
([DPSOH  A tank in discharging water through an orifice at a depth of x meter below the surface of the water
whose area is Am2. The following are the values of x for the corresponding values of A.
A 1.257 1.39 1.52 1.65 1.809 1.962 2.123 2.295 2.462 2.650 2.827
x 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.85 3.00

z
3.0
Using the formula (0.018) T = A
dx  calculate T the time in seconds for the level of the water to drop from
x
1.5
3.0 m to 15 m above the orifice.
6ROXWLRQ :H KDYH h  

A
7KH WDEOH RI YDOXHV RI x DQG WKH FRUUHVSRQGLQJ YDOXHV RI  LV
x
NUMERICAL INTEGRATION 12

x           

A
y=           
x

8VLQJ 6LPSVRQ¶V UXOH ZH JHW

z b g

A
x
dx =
h

b g b
y + y +  y + y + y + y + y +  y + y + y + y g


=



 b
+  + g b
 
 + 
 + 
 + 
 + 
 + g


 
 b
+ 
 +  +  g
= 


z

A
∴ dx = 

x

z

8VLQJ WKH IRUPXOD bg T = A
x
dx 


ZH JHW bg T = 



⇒ T=


=  VHF DSSUR[LPDWHO\ b g
∴ T =  VHF

z
1
1
([DPSOH  Evaluate dx, by taking seven ordinates.
1 + x2
0

6ROXWLRQ :H KDYH

n    ⇒ n  
7KH SRLQWV RI GLYLVLRQ DUH

    
      
    
x       


y=       
 + x


+HUH h =   WKH 6LPSVRQ¶V WKUHHHLJKWKV UXOH LV

13 NUMERICAL ANALYSIS

I =
h

b g b
y + y  +  y + y + y + y +  y g b g
=

×
b g b
 +  +   +  + g

×
b g b
  +  +  g

= 
 +  + 

=  

z
π

([DPSOH  Calculate e sinx dx, correct to four decimal places.

0

6ROXWLRQ :H GLYLGH WKH UDQJH LQ WKUHH HTXDO SRLQWV ZLWK WKH GLYLVLRQ SRLQWV

π π π
x  =  x =  x =  x  =
  

π
ZKHUH h= 

7KH WDEOH RI YDOXHV RI WKH IXQFWLRQ LV

π π π
x 
  

y = e VLQ x    

y y y y

%\ 6LPSVRQ¶V WKUHHHLJKWKV UXOH ZH JHW

z
π
I= eVLQ x dx =
h

b g b
y + y +  y + y g


=
π

b g b
 +  +   +  g
=
π

b
 +     g

z
π
I= eVLQ x dx =  

NUMERICAL INTEGRATION 14

z
π 2
([DPSOH  Compute the integral 1 − 0.162sin 2 φ dφ by Weddle’s rule.
0

6ROXWLRQ +HUH ZH KDYH

bg  VLQ  φ 
y = f φ =  − 
π
a =  b = 

WDNLQJ n   ZH JHW

π
−
b−a π
h= =  = 
n  

f y  f f f y  f f

π
  y  y

π π
 y  y
 
π π
 y  y
 
π π
 y  y
 
π π
 y  y
 
π π
 y  y
 
 π π
=  y
 

%\ :HGGOH¶V UXOH ZH KDYH

z
pπ


I =  − . VLQ f df


=
h

b g b
y + y +  y + y + y + y +
h

g b
y + y + y + y +  y + y +  y g b g
=
π

b g b
 +  +   +  +  +  + g
π

b
 +  +  +  +
π

g b
  +  +   g b g
∴ I = 
 
15 NUMERICAL ANALYSIS

z
5.2
([DPSOH  Find the value of log e xdx by Weddle’s rule.
4

6ROXWLRQ +HUH f x   ORJen a  x   b  xn   WDNLQJ n   D PXOWLSOH RI VL[  ZH KDYH

 − 
h= =  

x       
y  f x       

:HGGOH¶V UXOH LV

z

h
I = ORJ e x dx = y +  y + y +  y + y +  y + y



=
 ×  b g 
 +  + 
 +  + 
 +  + 



=  

= 


z

ORJ e x = 
 


Exercise 9.1

z

 (YDOXDWH x  dx E\ 7UDSH]RLGDO UXOH


ze

 (YDOXDWH j
 x − x  dx  WDNLQJ  LQWHUYDOV E\ 7UDSH]RLGDO UXOH


z

 *LYHQ WKDW e   e   e   e   e   ILQG DQ DSSUR[LPDWLRQ YDOXH RI e x  E\

7UDSH]RLGDO UXOH

z

 (YDOXDWH  − x  dx  E\ i  6LPSVRQ¶V UXOH DQG ii  7UDSH]RLGDO UXOH WDNLQJ VL[ LQWHUYDO FRUUHFW WR WZR

GHFLPDO SODFHV

z
π

 (YDOXDWH VLQ x dx WDNLQJ x   FRUUHFW WR IRXU VLJQLILFDQW ILJXUHV E\ i 6LPSVRQ¶V RQHWKLUG UXOH

DQG ii  7UDSH]RLGDO UXOH
NUMERICAL INTEGRATION 16

z

dx
 (YDOXDWH WDNLQJ  VXELQWHUYDOV FRUUHFW WR ILYH GHFLPDO SODFHV L 6LPSVRQ¶V RQHWKLUG UXOH LL
x

7UDSH]RLGDO UXOH

z

 &RPSXWH E\ 6LPSVRQ¶V RQHWKLUG UXOH WKH LQWHJUDO b g
x   − x dx  FRUUHFW WR WKUHH SODFHV RI GHFLPDO

WDNLQJ VWHS OHQJWK HTXDO WR 

z

 (YDOXDWH VLQ x dx E\ i  7UDSH]RLGDO UXOH DQG ii  6LPSVRQ¶V RQHWKLUG UXOH FRUUHFW WR IRXU GHFLPDOV

WDNLQJ x  

z

 &DOFXODWH DSSUR[LPDWH YDOXH RI VLQ x  dx  E\ XVLQJ i  7UDSH]RLGDO UXOH DQG ii  6LPSVRQ¶V UXOH WDNLQJ
−
n  

z
π

 )LQG WKH YDOXH RI FRV x dx E\ i  7UDSH]RLGDO UXOH DQG ii  6LPSVRQ¶V RQHWKLUG UXOH WDNLQJ x  


z

 &RPSXWH e x dx E\ i  7UDSH]RLGDO UXOH DQG ii  6LPSVRQ¶V RQHWKLUG UXOH WDNLQJ x  


z

x
 (YDOXDWH dx  WDNLQJ n   E\ i  7UDSH]RLGDO UXOH DQG ii  6LPSVRQ¶V RQHWKLUG UXOH
FRV x


z

 (YDOXDWH FRV x dx  WDNLQJ IRXU HTXDO LQWHUYDOV E\ i  7UDSH]RLGDO UXOH DQG ii  6LPSVRQ¶V RQHWKLUG UXOH


z
π

 (YDOXDWH FRV x dx E\ :HGGOH¶V UXOH WDNLQJ n  


z

x + 
 (YDOXDWH dx  E\ :HGGOH¶V UXOH FRUUHFW WR IRXU GHFLPDOV WDNLQJ n 
x + 


z


 (YDOXDWH dx  E\ XVLQJ :HGGOH¶V UXOH WDNLQJ WZHOYH LQWHUYDOV
 + x

7 NUMERICAL ANALYSIS

z

x
 (YDOXDWH dx  WDNLQJ WKLUWHHQ RUGLQDWHV E\ :HGGOH¶V UXOH FRUUHFW WR ILYH GHFLPDOV
VLQ hx


z
π


 8VLQJ 6LPSVRQ¶V UXOH HYDOXDWH  + VLQ x dx  ZLWK VHYHQ RUGLQDWHV



z

 8VLQJ 6LPSVRQ¶V UXOH HYDOXDWH x −   x dx  ZLWK ILYH RUGLQDWHV


z


 8VLQJ 6LPSVRQ¶V UXOH HYDOXDWH dx  WDNLQJ n  
ORJe x


 $ ULYHU LV  XQLW ZLGH 7KH GHSWK DW D GLVWDQFH x XQLW IURP RQH EDQN d LV JLYHQ E\ WKH IROORZLQJ
WDEOH
x         
d         

ILQG WKH DUHD RI FURVVVHFWLRQ RI WKH ULYHU

z
π

 )LQG WKH DSSUR[LPDWH YDOXH RI FRV θ dθ XVLQJ 6LPSVRQ¶V UXOH ZLWK VL[ LQWHUYDOV


z
 
 (YDOXDWH x  e− x dx DSSUR[LPDWHO\ E\ XVLQJ D VXLWDEOH IRUPXOD IRU DW OHDVW  SRLQWV


z

 (YDOXDWH VLQ x + FRV x dx FRUUHFW WR WZR GHFLPDO SODFHV XVLQJ VHYHQ RUGLQDWHV


z
 
 8VH 6LPSVRQ¶V WKUHHHLJKWKV UXOH WR REWDLQ DQ DSSUR[LPDWH YDOXH RI  − x  dx

z
 
dx
 )LQG WKH YDOXH RI   XVLQJ :HGGOH¶V UXOH
  − x

 3URYH WKDW

z


f x dx =  f  − f  − f −

−

 ,I ux  a  bx  cx SURYH WKDW

NUMERICAL INTEGRATION 18

z

ux dx = u +


b
u − u + u g


DQG KHQFH DSSUR[LPDWH WKH YDOXH IRU

z
  − x 
e  dx
− 

z z z bg
−  
 ,I f x  LV D SRO\QRPLDO LQ x RI GHJUHH  DQG u− = bg
f x dx u = bg
f x dx u = f x dx  WKHQ VKRZ
− − 

WKDW f  =

bg Δ u− LM OP −


u −
u MN PQ 

Answers

     

     
     
     
     
     
      6T XQLWV
     
   

9.7 NEWTON–COTES FORMULA

&RQVLGHU WKH /DJUDQJH¶V LQWHUSRODWLRQ IRUPXOD

b g b xb x −− xx gbgbxx −− xx ggbbxx − −x xg g f b x g +
f x =
 





 
n

n


b x − x gb x − x g  b x − x g f b x g +  + b x − x gb x − x g  d x − x i f b x g 

    n −

b x − x gb x − x g  b x − x g b x − x gb x − x g  d x − x i
n
 n
     n n  n  n n −

,QWHJUDWLQJ EHWZHHQ WKH OLPLWV x DQG x  nh ZH JHW

z bg
x + h

b g
f x dx = H f x + H f x +  + Hr f xr +  + Hn f xn  b g b g b g 
x
19 NUMERICAL ANALYSIS

([SUHVVLRQ   LV NQRZQ DV 1HZWRQ±&RWHV IRUPXOD 7DNLQJ

xr +  − xr = h

IRU DOO r VXFK WKDW xr = x + rh

x − x
DQG VXEVWLWXWLQJ u=
h
ZH JHW hdu dx

z b b
uh u −  h  u − r +  hgg bu − r − g h  bu − ng h du
n
DQG Hr = h

brhg br − g h br − g h  bhgb−hg  − bn − r g h
z u bu − gbu − g  bu − r + gbu − r − g  bu − ng
n
=h h n

h r b −g h bn − r g n n−r
du
n−r


z
b−g h u bu − gbu − g  bu − ng du 
n−r n

r  b n − r g bu − r g
= 


H[SUHVVLRQ   JLYHV WKH YDOXHV RI Hr

7RREWDLQWKHHUURULQWKH1HZWRQ±&RWHVIRUPXOD:HLQWHJUDWHWKHHUURUWHUPRIWKH/DJUDQJH¶V
LQWHUSRODWLRQ IRUPXOD RYHU WKH UDQJH x WR xn  x  nh
7KH HUURU WHUP LQ /DJUDQJH¶V IRUPXOD LV

fb
n + g bξ g
(UURU =
bn + g b x − x gb x − x g  b x − x g 
  n

ZKHUH x  < ξ < xn 

∴  7KH HUURU LQ WKH 1HZWRQ±&RWHV IRUPXOD LV

z fb g bξg
x + nh n +
E =
x
bn + g b x − x gb x − x g  b x − x g dx
  n

z f b g bξg
n +

bn + g ubu − gbu − g  bu − ng du

n
n +
=h h


ZKHUH x  < ξ < x n 

6LQFH Δn +  y
h n +
≈ fb g ξ 
n +
bg

zb g b gb g b g
n
Δn +  y
ZH FDQ ZULWH E =h u u −  u −   u − n du 
n+

NUMERICAL INTEGRATION 20

1RWH 5HSODFLQJ Hr E\ nh ncr LQ WKH 1HZWRQ±&RWHV IRUPXOD ZH JHW

z
x + nh n

 I = f x dx = nh ∑f
r=
xr nc
r
x

n
= xn − x ∑f

xr nc .
r

7KH QXPEHUV ncr   r  n DUH FDOOHG &RWHV QXPEHUV

&RUROODU\ The coefficients of the Newton–Cotes formula are symmetric from both the ends.
3URRI 3XWWLQJ n ± v  u LQ   ZH JHW u ± n  ± v
du ± dv

zb g bn − vgbn − v + g  b−vg du


n−r
DQG Hr = − h
n
−
bn − v + g

z b−g b−vgb−v + g  b−v + ng dv

n n−r

r  b n − r g − bv − n + g
=h


z bb g g b g b gbb gb g b g g
n n−r
− n + v v −   v − n
=h − dv

r n − r  − v − n + 

z b b g g b gbb gb g b g g
n n − r
− v v −   v − n
=h dv

r n − r  − v − n + 

z b bg b gg b gbb gb g b g g
n n r
− − v v −   v − n
=h dv

r n − r  − v − n + 

z bb g g b gbb gb g b g g
n r
− v v −   v − n
=h dv

r n − r  − v − n + 

b g
z b gb g b g
r n
− v v −   v − n
=
b g
r n − r  b gb h
g 
− v − n + 
dv = Hn − r

∴ = H H r n −r SURYHG

8
DERIVATION OF TRAPEZOIDAL RULE, AND SIMPSON’S RULE

FORM NEWTON–COTES FORMULA
 7UDSH]RLGDO UXOH
3XWWLQJ n   LQ   ZH JHW
21 NUMERICAL ANALYSIS

z bg
x + h

I = f x dx = H f x + H f x b g b g
x

ZKHUH n n  h

b−g
z b g LM u OP
−   
DQG H =
 
h b g
u −  du = − h
N
−u =
Q
h



z

h
H = h u du = 



z
x + h

I = bg
f x dx =
h

b g b g
f x + f x 
x

 6LPSVRQ¶V RQHWKLUG UXOH

3XWWLQJ n   LQ   ZH JHW

z bg
x +  h

I = f x dx = H f x + H f x + H f xb g b g b g
x

b−g
zb gb g
− 
u u− u−
H = h du
  
u

zd LM OP 
h u  u 

= h

u − u +  du =

 
−

+ u i N Q 

h LM h OP
=
  N
−+ = 
 Q
b−g
z LM u OP
 −  

b g

H = h u u −  du = − h − u
   N Q 

LM  − OP = h 
= −h
N Q 
VLQFH H r = Hn − r

h
ZH JHW H  = H =

NUMERICAL INTEGRATION 22

z
x +  h

I = bg
f x dx =
h

b g
f x +
h

h
f x + f x

b g b g
x

z
x +  h

⇒ bg
f x dx =
h

b g
f x +  f x + f x  b g b g
x

1RWH 6LPLODUO\ E\ SXWWLQJ n   DQG n   LQ UHVSHFWLYHO\   ZH FDQ GHULYH 6LPSVRQ¶V WKUHHHLJKWKV UXOH DQG
:HGGOH¶VUXOH

z

([DPSOH  If yx is a polynomial in x of the third degree, find an expression for y x dx in terms of y0, y1, y2 and

y3. Use this results to show that:

z


y x dx = − y +  y +  y − y 



6ROXWLRQ :H KDYH

b x − gb x − gb x − g y b gb g y
x x− x− b
x x − x − gb g b gb g
x x − x −
yx =
b−gb−gb−g  +
bgb−gb−g  +
bgbgb−g y  +
bgbgbg y 

x  −  x  + x −  x  − x  +  x x  −  x  + x x  − x  +  x
= y + y + y + y 
−  − 

z L F x I F I OP
 

dx = M − G

x   x  
∴   :H JHW

yx
MN  H 
− x +


−  x y +
   JK
− x + x  y GH JK PQ +


LM−  F x −  x + x I y +  F x − x
  
I OP 

MN  GH    JK  GH  JK PQ
 
 + x  y


F  I F  I F  I F  I F  I F  I
= G− J G− J y + G J G J y − G J G J y
 F I
+ G Jy 
H  K H  K H  K H  K H  K H  K
  
 H K


z FG  IJ b−g y + FG  IJ FG  IJ y ⋅ FG  IJ FG  IJ y FG  IJ bg y


VLPLODUO\

y x dx = −
H K H  K H K H  K H K
  − +
H K 

z


VXEWUDFWLQJ ZH JHW y x dx = − y +  y +  y − y 



([DPSOH  Show that

z
1
1
y x dx = ( 5u1 + 8u0 − u−1 )
12
0
23 NUMERICAL ANALYSIS

6ROXWLRQ :H KDYH

x ±  
ux u± u u

8VLQJ/DJUDQJH¶VIRUPXODZHJHW

b x − gb x − g u b x + gb x − g u + b x + gb x − g u

ux =
b− − gb− − g − +
b + gb − g b + gb − g
 

=
x − x

d
u− − x  −  u + x  + x u i d i

z zd zd zd
   
u x dx =


u − i
x  − x dx − u x  −  dx + i 
u x  + x dx
 
i
  

  
=− u− + u + u
  

=


b
u + u − u−  g
9
BOOLE’S RULE
5HWDLQLQJ GLIIHUHQFHV XS WR WKRVH RI WKH IRXUWK RUGHU LQ WKH JHQHUDO IRUPXOD DQG LQWHJUDWLQJ EHWZHHQ
x DQG x ZH JHW

z bg z bg
x x + uh

I = f x dx = f x dx
x x

LM   
Δ y + Δ y +
  OP
N
= h u +  Δy +
  
Δ y
Q
L
= h M y b g  b y g
N  +  y − y +  −  y + y +



b
y −  y +  y − y +


g
y −  y +  y −  y + y b gOPQ
h
=  y +  y +  y +  y +  y

NUMERICAL INTEGRATION 24

z bg
x + h
h
6LPLODUO\ I = f x dx =  y +  y +  y +  y +  y
x +  h

L
L
L

z bg
x + nh
h
I n  = f x dx =  yn −  +  yn −  +  yn −  +  yn −  +  yn

b g
x + n −  h

$GGLQJ I   I    I n    ZH JHW

z z bg
x + nh

bg
b
I  + I  + I  +  + I n   = I = f x dx = f x dx
x a

h
=  y +  y +  y +  y +  y +  y +  y +  y +  y +  +  yn −  +  yn − 

 yn −  +  yn − +  yn
7KH DERYH IRUPXOD LV NQRZQ DV Boole’s rule 7KH OHDGLQJ WHUP LQ WKH HUURU RI WKH IRUPXOD LV
−h  VI

f ξ  bg
([DPSOH  Evaluate the integral of f(x) = 1 + e–x sin 4x over the interval [0, 1] using exactly five functional
evaluations.

6ROXWLRQ 7DNLQJ h =  DQG DSSO\LQJ %RROH¶V UXOH ZH JHW


z bg LM b g FG IJ FG IJ FG IJ b gOPQ

    

f x dx = ×
 
 f  +  f
N 
+  f
 HK
+  f

+ f 
HK HK
 
=  ×  +  ×  +  × 
 +  ×  +  × 
 
= 
 

10
ROMBERG INTERGRATION

:H PRGLI\ WKH 7UDSH]RLGDO UXOH WR ILQG D EHWWHU DSSUR[LPDWLRQ WR WKH YDOXH RI DQ LQWHJUDO :H NQRZ
WKDW WKH WUXQFDWLRQ HUURU LQ WKH WUDSH]RLGDO UXOH LV QHDUO\ SURSRUWLRQDO WR h DQ LQWHUYDO RI VL]H h 7KH
HUURU LQ WKH 7UDSH]RLGDO UXOH

E=−
bb − ag y ′′bξg h 

ZKHUH b a < ξ < bg 
,I ZH SXW                     c = −
bb − ag y ′′bξg

WKHQ WKH HUURU LQ WKH 7UDSH]RLGDO UXOH  ch
25 NUMERICAL ANALYSIS

bg
,I y ′′ ξ  WKHVHFRQGGHULYDWLYHLVUHDVRQDEO\FRQVWDQWcPD\EHWDNHQWREHFRQVWDQW&RQVLGHU
WKH YDOXDWLRQ RI WKH LQWHJUDO

z
b
I = y dx
a

E\ WKH 7UDSH]RLGDO UXOH ZLWK WZR GLIIHUHQW LQWHUYDOV VD\ h h /HW I DQG I GHQRWH WKH DSSUR[LPDWH
YDOXHV ZLWK WKH FRUUHVSRQGLQJ HUURUV E DQG E UHVSHFWLYHO\
7KHQ I = I + ch

DQG I = I  + ch

∴  :H JHW I + ch = I  + ch

I − I 
RU c= 
h − h

FI I
− I 
∴ I = I + GH h

 − h
JK
h

Ih − I  h
⇒ I =  
h − h
7KLV ZLOO EH D EHWWHU DSSUR[LPDWLRQ WR I WKDQ I RU I 7KH DERYH PHWKRG LV FDOOHG 5LFKDUGVRQ¶V
PHWKRG

,I ZH WDNH h  h DQG h = h  LQ 


h 
I − Ih I − I 
 I − I
ZH JHW I =  =  = 
h  −  
− h
 

I  − I
∴ I = I +  

,I ZH DSSO\ WKH 7UDSH]RLGDO UXOH VHYHUDO WLPHV VXFFHVVLYHO\ KDOYLQJ h HYHU\ WLPH WKH HUURU LV

UHGXFHG E\ D IDFWRU   /HW A A A « GHQRWH WKH UHVXOWV /HW WKH IRUPXOD   EH DSSOLHG WR HDFK

SDLU RI Ai V¶ DQG GHQRWH WKH UHVXOWV E\ B B B « HWF
$SSO\LQJ IRUPXOD   WR HDFK SDLU RI Bi V¶ ZH JHW QH[W UHVXOWV C C « LQ WKLV SURFHVV WKH
IROORZLQJ DUUD\ RI UHVXOWV LV REWDLQHG
NUMERICAL INTEGRATION 26

A A A A «
B B B «
C C «
7KH DERYH FRPSXWDWLRQ LV FRQWLQXHG ZLWK WZR VXFFHVVLYH YDOXHV DUH YHU\ FORVH WR HDFK RWKHU
7KLV UHILQHPHQW RI 5LFKDUGVRQ¶V PHWKRG LV NQRZQ DV 5RPEHUJ LQWHJUDWLRQ
7KH YDOXHV RI WKH LQWHJUDO LQ 5RPEHUJ LQWHJUDWLRQ FDQ EH WDEXODWHG DV IROORZV
Ih
I h h
I h I h h h
I h h I h h h h
I h I h h h
I h h
I h

ZKHUH b
I h h   = g   I bh  g − I bhg
I bh    h   g =  I bh   g − I bh   g


L

b
I h h   h   = g 

b g b
 I h   h   − I h h   g
b
I h   h   h   = g 

b g b
 I h   h   − I h   h   g
b
I h h   h   h   = g 

b g b
 I h   h   h   − I h h   h   g

z
1.2
1
([DPSOH  Using Romberg’s method compute I = dx correct to 4 decimal places.
1+ x
0

6ROXWLRQ +HUH bg
f x =

+ x
:H FDQ WDNH h    

h h
i.e. h =  =  = 

 
x         
fx         
27 NUMERICAL ANALYSIS

8VLQJ 7UDSH]RLGDO UXOH ZLWK h   ZH JHW

bg b g
I h = I  = I =


b g
 +  +  ×  =  


ZLWK h = =   ZH JHW

b g b g
I h   = I  = I 

=


b + g +  × b +  + g
=  


ZLWK h = = 
  ZH JHW

b g b g
I h   = I 
 = I

=


b g b
 +  +  ×  +  +  +


g b
 ×  +  +  +  g
=  
1RZ b g b g
I h h   = I  

∴ I b g =  × I bg − I bg




=  ×  −  =  

6LPLODUO\ b g b g
I h   h   = I  


∴ I b g =  × I bg − I bg




=  ×  −  =  

∴  :H JHW b g b g
I h h   h   = I   


∴ I b  g =  × I b g − I b g




=  ×  −  = 

7KH WDEOH RI WKHVH YDOXHV LV



 



z


∴ I = dx = 

+ x
NUMERICAL INTEGRATION 28

Exercise 9

 ,I H H H « Hn DUH &RWHV FRHIILFLHQWV VKRZ WKDW
D H  h  H  «  HQ  nh
E Hr  Hn ± r

z bg g FGH  y IJ
x
 8VLQJ &RWHV IRUPXOD VKRZ WKDW f x dx = x − x b  +



K
y + y  DQG DOVR VKRZ WKDW

x

  
C =  C =  C =  ZKHUH C  C  C  DUH &RWHV QXPEHUV
  

z


 8VLQJ 5RPEHUJ¶V PHWKRG SURYH WKDW dx = 
+ x


z
π

 $SSO\ 5RPEHUJ¶V PHWKRG WR VKRZ WKDW VLQ x dx = 


z

 $SSO\ 5RPEHUJ¶V PHWKRG WR HYDOXDWH ORJ xk dx  JLYHQ WKDW


x       

ORJ e x       

z

dx
 8VH 5RPEHUJ¶V PHWKRG DQG VKRZ WKDW = 
 + x


11 DOUBLE INTEGRATION
,Q WKLV VHFWLRQ ZH REWDLQ GRXEOH LQWHJUDWLRQ IRUPXODH E\ VKLIWLQJ WKH VLQJOH LQWHJUDWLRQ IRUPXODH
7UDSH]RLGDO UXOH &RQVLGHU WKH LQWHJUDO RI WKH IRUP

F f x y dxI dy 
zz GH b g JK
d b
I = 
c a

RYHU WKH UHFWDQJOHV x  a x  b DQG y  c y  d

(YDOXDWLQJ WKH LQQHU LQWHJUDO E\ WKH 7UDSH]RLGDO UXOH ZH JHW

z b g b g
d
b−a
I = f a  y + f b y dy  
 c

DSSO\LQJ 7UDSH]RLGDO UXOH DJDLQ WR HYDOXDWH WKH LQWHJUDO RQ WKH ULJKW KDQG VLGH RI   ZH JHW
29 NUMERICAL ANALYSIS

I =
bb − agbd − cg f ba cg + f ba d g + f bb cg + f bb d g  

,I GLVFUHWH YDOXH DUH JLYHQ ZH FDQ XVH WKH FRPSRVLWH 7UDSH]RLGDO UXOH E\ GLYLGLQJ WKH LQWHUYDO
>a b@LQWRnHTXDOVXELQWHUYDOVHDFKRIOHQJWKhDQGWKHLQWHUYDO>c d @LQWRmHTXDOVXELQWHUYDOVHDFK
RI OHQJWK k
:H KDYH
xi x  ih x  a xn  b
yj y  jk y  c ym  d
DSSO\LQJ FRPSRVLWH 7UDSH]RLGDO UXOH LQ ERWK WKH GLUHFWLRQV ZH JHW

I =
hk

ob g cb g b g
f x  y +  f x  y  + f x  y +  + f x  ym −  + d ij
n −
 ∑ f b x  y g + c f b x  y g + f b x  y g +  +
i =
i  i  i 

d
f xi  ym −  ij + f b x  y g + f b x  y g +
i m n 

b
 f xn  y + f x  y +  + f x  y
n  g+ f
n m − r
xn  ym      

b−a d −c
6LPSVRQ¶VPHWKRG 7DNLQJ h = k = DQGDSSO\LQJ6LPSVRQ¶VUXOHWRHYDOXDWH  ZHJHW
 

I =
hk

mb g b g b g b g
f a  c + f a  d + f b c + f b d +

 f ba  c + k g f ba + h cg + f ba + h d g + f bb c + k g +

 f ba + h c + k gr  

zz
2 2
dx dy
([DPSOH  Evaluate the integral I = , using Trapezoidal rule with h = k = 0.5.
x+y
1 1
6ROXWLRQ 8VLQJ 7UDSH]RLGDO UXOH ZH JHW

zz
 
dx dy
I =
x+ y
 

b g b g b g b g LM L FG IJ FG IJ FG IJ FG IJ OP +  f FG   IJ OP
N MN H K
     
=

f   + f   + f   + f   +

 f

  + f 

+ f 

+ f
 H K H K H K Q H  K Q


 L L  O O
 MN
 + + +  +  M +  + + P + P
 
=
  N  Q Q

=  
NUMERICAL INTEGRATION 30

([DPSOH  Using the table of values given below evaluate the integral of f(x, y) = ey sin x over the
interval  ≤ x ≤   ≤ y < 
(a) by the Trapezoidal rule with h = k = 0.2 and
(b) by Simpson’s one-third rule with h = k = 0.1

y x 0.0 0.1 0.2

0.0 0.0 0.998 0.1987

0.1 0.0 0.1103 0.2196
0.2 0.0 0.1219 0.2427

6ROXWLRQ
a  $SSO\LQJ 7UDSH]RLGDO UXOH ZH JHW

I =
bg 
 +  + 
 =  =  

b  %\ 6LPSVRQ¶V UXOH ZH JHW

I =
b g 

b g b
 +   +  
  g
+  +  
 + b g bg bg +  + b

 g + bg

= 

zz
0.5 0.5
xy
([DPSOH  Evaluate dx dy using Simpson’s rule for double integrals with both step sizes
1 + xy
0 0
equal to 0.25.
6ROXWLRQ 7DNLQJ n k  
ZH KDYH x  x   x  
y  y   y  
f    f      f     
f  f   f   
f  f   f   
$SSO\LQJ 7UDSH]RLGDO UXOH ZH JHW

 LM  FG IJ FG   IJ OP RS FG  IJ +  f FG    IJ + f FG    IJ UV
I 

f   +  f
N 
 + f
H K H  KQ +  f 
T H K H  K H  K W
F I F  I F  I
+ f G  J +  f G  J + f G  J
H K H  K H  K

   +  +  +   +   +  +  +   + 

 
31 NUMERICAL ANALYSIS

9.12 EULER-MACLAURIN SUMMATION FORMULA

&RQVLGHU WKH IXQFWLRQ F x  VXFK WKDW
ΔF x f x  
OHW x x x  xn, EH HTXLVSDFHG YDOXHV RI x ZLWK GLIIHUHQFH
)URP   ZH JHW ΔF x f x
⇒ F x  ± F x f x
6LPLODUO\ F x  ± F x f x

F xn  ± F xn± f xn±
$GGLQJ WKHVH ZH JHW
n−

F xn  ± F x ∑ f bx g
i=
i  

IURP   ZH KDYH

Fx Δ± f x
( ±  ± f x
ehD ±  ± f x

LMF  + hD + h D + h D + I − OP f x

   
−

MNGH  
JK PQ
LM hD + hD + hD + OP f x  −

N   Q
L hD + h D + OP f x
hD M +
−
  −

N   Q
 L hD + h D − h D + OP f x
D M −
−
   

h N    Q
 L hD + h D − h D + OP f x
D M −
−
   

h N    Q

h z f x dx −


f x +
h

f′ x −
h

f ′′′ x


h z f x dx −


f x +
h

f′ x −
h

f ′′′ x + 

 
NUMERICAL INTEGRATION 32

3XWWLQJ x  xn DQG x = x LQ   DQG WKHQ VXEWUDFWLQJ ZH JHW

z
xn
 
F xn  ± F x f x dx − f xn − f x
h x


h h
+ f ′ xn − f ′ x − f ′′′ xn − f ′′′ x + 
 
 
n −

z
xn
 
⇒ ∑ i =
f xi
h
f x dx −

f xn − f x +
x

h h
f ′ xn − f ′ x − f ′′′ xn − f ′′′ x + 
 

z
xn n −
 
⇒ h
f x dx ∑f
i =
xi +

f xn − f x
x

h h
− f ′ xn − f ′ x + f ′′′ xn − f ′′′ x 
 
+HQFH ZH REWDLQ

z z
xn x+nh

f x dx y dx
x x

h
y +  y +  y +  +  yn − + yn


h h
− yn′ − y′ + yn′′′− y′′′ +   
 
  LV FDOOHG WKH (XOHU0DFODXULQ IRUPXOD

z
1
1
([DPSOH  Find the value of loge2 from dx, using Euler-Maclaurin formula.
1+ x
0


6ROXWLRQ  7DNLQJ 
y  + x  DQG n  
:HKDYH x  xn   h  
−  −
y′ 
 y ′′ = 
 y ′′′ = 
+ x + x + x
      
y = =  y = = =   xn = =
 + x +   + x  +   + 
IURP (XOHU0DFODXULQ 6XPPDWLRQ IRUPXOD
33 NUMERICAL ANALYSIS

z LM FG IJ OP

     
+
N H+ +  + +
K Q
dx
+ x       


 L − OP FG − − IJ
M −

−    −
−
 MN  

+
PQ
 H 
 K
 ±   
  

z


1RZ + x
dx ORJ e _ + x _ = ORJ e   


+HQFH IURP   ZH JHW

ORJe a 
([DPSOH  Use the Euler-Maclaurin expansion to prove
n

∑x
x=1
2
=
n ( n + 1) ( 2n + 1)
6

6ROXWLRQ  :H KDYH y f x   x

y′ f ′ x   [
y′′   y ′′′ =  
7DNLQJ h   ZH JHW x   xn  n y   yn  n
)URP (XOHU0DFODXULQ IRUPXOD ZH KDYH
n

y  y   yn ∑x

x =


z
xn
  
f x dx + yn + y + yn′ − yn′ + 
h  
x

z
n
  
x dx + n + + n − 
 


   
n −  + n +  + n − 
  


e
n −  + n +  + n −  j
 n + n  + n 
= n n +  n + 
 
+HQFH 3URYHG
NUMERICAL INTEGRATION 34

Exercise 9.3

zz
 
dx dy
 (YDOXDWH  XVLQJ WKH 7UDSH]RLGDO UXOH ZLWK h  k  
x+y
 
F I
zz
 
GG  xy
dyJ dx  XVLQJ
H e + x j e + y j JK
 (YDOXDWH WKH GRXEOH LQWHJUDO  
i  WKH 7UDSH]RLGDO UXOH ZLWK
 

h  k   ii  WKH 6LPSVRQ¶V UXOH h  k  

F I
G
zz JJ dy  XVLQJ WKH 7UDSH]RLGDO UXOH ZLWK WZR DQG IRXU VXELQWHUYDOV
 
(YDOXDWH WKH GRXEOH LQWHJUDO G
dx

GH e x + y j JK
  

 

 8VLQJ WKH WDEOH RI YDOXHV JLYHQ EHORZ HYDOXDWH WKH LQWHJUDO RI f x y   e y VLQ x RYHU WKH LQWHUYDO
  x     \  
a E\ WKH 7UDSH]RLGDO UXOH ZLWK h  k  
b E\ 6LPSVRQ¶V RQHWKLUG UXOH ZLWK h  k  

yx   

   

   
   

 ,QWHJUDWH WKH IROORZLQJ IXQFWLRQV RYHU WKH JLYHQ GRPDLQV E\ WKH 7UDSH]RLGDO IRUPXOD XVLQJ WKH
LQGLFDWHG VSDFLQJ
a b g
f x  y =  − xy   ≤ x ≤   ≤ y ≤   ZLWK h  k  

f b x  y g = VLQ x FRV y  ≤ x ≤  ZLWK h = k =

π π
b
 

zz
 

 )LQG WKH YDOXH RI WKH GRXEOH LQWHJUDO I = dy dx
x+y
 
 8VH (XOHU0DFOHXULQ IRUPXOD WR SURYH WKDW
n
n n +  
∑x
x =

=

 8VH (XOHU0DFODXULQ IRUPXOD WR VKRZ WKDW
  
+ +  + =  
   

Answers

   i  ii   n I n I 

   a  b