Numerical Integration
Numerical Integration
Numerical Integration
The area under curve is one of the common most application for
“Numerical Integration” because the “Analytical Methods” are
difficult solution or there’s no solution in this way.
It is known that a definite integral of the form
𝒃
∫ 𝒇(𝒙)𝒅𝒙
𝒂
Represents the area under the curve
𝒚 = 𝒇(𝒙)
∆𝒙 ∆𝒙 ∆𝒙 ∆𝒙 ∆𝒙
𝒙𝟏 𝒙𝟐
𝒎
𝑸[𝒇] = ∑ 𝒘𝒌 𝒇(𝒙𝒌 ) = 𝒘𝟎 𝒇(𝒙𝟎 ) + 𝒘𝟏 𝒇(𝒙𝟏 ) + ⋯ + 𝒘𝒎 𝒇(𝒙𝒎 )
𝒌=𝟎
2
𝒃
𝑰 = ∫ 𝒇(𝒙)𝒅𝒙 = 𝑭(𝒃) − 𝑭(𝒂)
𝒂
Example:
𝟏
∫ 𝒆𝒙 𝒅𝒙 = 𝒆𝒙 |𝟏𝟎 = 𝒆𝟏 − 𝒆𝟎 = 𝟐. 𝟕𝟏𝟖 − 𝟏 = 𝟐. 𝟕𝟏𝟖𝟐𝟖 − 𝟏 = 𝟏. 𝟕𝟏𝟖𝟐𝟖
𝟎
𝒙𝟏
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇 + 𝒇𝟏 ) − − − − − − − 𝐭𝐡𝐞 𝐓𝐫𝐚𝐩𝐞𝐳𝐨𝐢𝐝𝐚𝐥 𝐑𝐮𝐥𝐞
𝒙𝟎 𝟐 𝟎
𝒙𝟐
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇 + 𝟒𝒇𝟏 + 𝒇𝟐 ) − − − −𝐭𝐡𝐞 𝐒𝐢𝐦𝐩𝐬𝐨𝐧`𝐬 𝟏/𝟑 𝐑𝐮𝐥𝐞
𝒙𝟎 𝟑 𝟎
𝒙𝟑
𝟑∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇𝟎 + 𝟑𝒇𝟏 + 𝟑𝒇𝟐 + 𝒇𝟑 ) 𝐭𝐡𝐞 𝐒𝐢𝐦𝐩𝐬𝐨𝐧`𝐬 𝟑/𝟖 𝐑𝐮𝐥𝐞
𝒙𝟎 𝟖
𝒙𝟒
𝟐∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝟕𝒇𝟎 + 𝟑𝟐𝒇𝟏 + 𝟏𝟐𝒇𝟐 + 𝟑𝟐𝒇𝟑 + 𝟕𝒇𝟒 ) 𝐭𝐡𝐞 𝐁𝐨𝐨𝐥𝐞`𝐬 𝐑𝐮𝐥𝐞
𝒙𝟎 𝟒𝟓
① Trapezoidal Rule
∆𝒙
𝑰= [𝒇(𝒙𝟎 ) + 𝟐{𝒇(𝒙𝟏 ) + 𝒇(𝒙𝟐 ) + 𝒇(𝒙𝟑 ) + ⋯ + 𝒇(𝒙𝒏−𝟏 } + 𝒇(𝒙𝒏 )]
𝟐
𝒃−𝒂
∆𝒙 = .
𝒏
Here n is a number of intervals, and when 𝒏 = 𝟏 ⟹ ∆𝒙 = 𝒃 − 𝒂
∆𝒙 = 𝒃 − 𝒂
𝒙𝟎 = 𝒂 𝒙𝟏 = 𝒃
Lagrange Interpolation:
𝒙 − 𝒙𝟏 𝒙 − 𝒙𝟏
𝑳(𝒙) = 𝒇(𝒙𝟎 ) + 𝒇(𝒙𝟏 )
𝒙𝟎 − 𝒙𝟏 𝒙𝟏 − 𝒙𝟎
4
Let 𝒂 = 𝒙𝟎 , 𝒃 = 𝒙𝟏 , ∆𝒙 = 𝒃 − 𝒂
𝒙−𝒂 𝒅𝒙
𝝃= , 𝒅𝝃 =
𝒃−𝒂 ∆𝒙
𝒙−𝒂 𝒂−𝒂
𝒙=𝒂 ⟹ 𝝃= = =𝟎
𝒃−𝒂 𝒃−𝒂
𝒙−𝒂 𝒃−𝒂
𝒙=𝒃 ⟹ 𝝃= = =𝟏
{ 𝒃−𝒂 𝒃−𝒂 }
∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙
𝟎
Solution:
𝒙 𝟐𝒙 𝟏 𝟐𝒙 𝟒 𝟏 𝟐𝒙 𝟒
= [ 𝒆 − 𝒆 ] = 𝒆 (𝟐𝒙 − 𝟏)| = 𝟓𝟐𝟏𝟔. 𝟗𝟑
𝟐 𝟒 𝟎 𝟒 𝟎
5
• By trapezoidal Rule:
Let 𝒂 = 𝒙𝟎 = 𝟎 . 𝒃 = 𝒙𝟏 = 𝟒 ⟹ ∆𝒙 = 𝒙𝟏 − 𝒙𝟎 = 𝟒 − 𝟎 = 𝟒
𝟒
∆𝒙 𝟒
𝑰 = ∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙 ≈ [𝒇(𝒙𝟎 ) + 𝒇(𝒙𝟏 )] ≈ [𝒇(𝟎) + 𝒇(𝟒)]
𝟐 𝟐
𝟎
= 𝟐(𝟎 + 𝟒𝒆𝟖 ) = 𝟐𝟑𝟖𝟒𝟕. 𝟔𝟔
∆𝒙 ∆𝒙
𝒙𝟎
𝒂 𝒃
Lagrange Interpolation:
(𝒙 − 𝒙𝟏 ) (𝒙 − 𝒙𝟐 ) (𝒙 − 𝒙𝟏 ) (𝒙 − 𝒙𝟐 )
𝑳(𝒙) = 𝒇(𝒙𝟎 ) + 𝒇(𝒙𝟏 )
(𝒙𝟎 − 𝒙𝟏 ) (𝒙𝟎 − 𝒙𝟐 ) (𝒙𝟏 − 𝒙𝟎 ) (𝒙𝟏 − 𝒙𝟐 )
(𝒙 − 𝒙𝟎 ) (𝒙 − 𝒙𝟏 )
+ 𝒇(𝒙𝟐 )
(𝒙𝟐 − 𝒙𝟎 ) (𝒙𝟐 − 𝒙𝟏 )
𝒃−𝒂
Let 𝒂 = 𝒙𝟎 , 𝒃 = 𝒙𝟐 , ∆𝒙 =
𝟐
∆𝒙 = 𝒙𝟏 − 𝒙𝟎 = 𝒙𝟐 − 𝒙𝟏
𝒙𝟏 = 𝒙𝟎 + ∆𝒙 , 𝒙𝟐 = 𝒙𝟎 + 𝟐∆𝒙 = 𝒙𝟏 + ∆𝒙
6
𝒙 − 𝒙𝟏 𝒅𝒙
𝝃= , 𝒅𝝃 =
∆𝒙 ∆𝒙
𝒙 = 𝒙𝟎 ⟹ 𝝃 = −𝟏
{ 𝒙 = 𝒙𝟏 ⟹ 𝝃=𝟎
𝒙 = 𝒙𝟐 ⟹ 𝝃=𝟏
𝝃(𝟏 − 𝝃) 𝝃(𝝃 + 𝟏)
⟹ 𝑳(𝝃) = 𝒇(𝒙𝟎 ) + (𝟏 − 𝝃𝟐 )𝒇(𝒙𝟏 ) + 𝒇(𝒙𝟐 )
𝟐 𝟐
Integrating to obtain the rule:
𝒃 𝟏
𝑰 = ∫ 𝒇(𝒙) 𝒅𝒙 ≈ ∆𝒙 ∫ 𝑳(𝝃) 𝒅𝝃
𝒂 −𝟏
𝟏 𝟏
∆𝒙
= 𝒇(𝒙𝟎 ) ∫ 𝝃(𝝃 − 𝟏) 𝒅𝝃 + 𝒇(𝒙𝟏 ) ∆𝒙 ∫(𝟏 − 𝝃𝟐 ) 𝒅𝝃
𝟐
−𝟏 −𝟏
𝟏
∆𝒙
+𝒇(𝒙𝟐 ) ∫ 𝝃(𝝃 + 𝟏) 𝒅𝝃
𝟐
−𝟏
𝟏 𝟏
∆𝒙 𝝃𝟑 𝝃𝟐 𝝃𝟑
= 𝒇(𝒙𝟎 ) ( − )| + 𝒇(𝒙𝟏 ) ∆𝒙 (𝝃 − )|
𝟐 𝟑 𝟐 −𝟏 𝟑 −𝟏
𝟏
∆𝒙 𝝃𝟑 𝝃𝟐
(
+ 𝒇 𝒙𝟐 ) ( + )|
𝟐 𝟑 𝟐 −𝟏
𝒃
∆𝒙
⟹ 𝑰 = ∫ 𝒇(𝒙) 𝒅𝒙 ≈ [𝒇(𝒙𝟎 ) + 𝟒𝒇(𝒙𝟏 ) + 𝒇(𝒙𝟐 )]
𝟑
𝒂
𝒃−𝒂
∆𝒙 =
𝟐
𝟑
𝑰≈ ∆𝒙[𝒇(𝒙𝟎 ) + 𝟑𝒇(𝒙𝟏 ) + 𝟑𝒇(𝒙𝟐 ) + 𝒇(𝒙𝟑 )]
𝟖
𝒃−𝒂
∆𝒙 =
𝟑
7
Lagrange Interpolation:
(𝒙 − 𝒙𝟏 ) (𝒙 − 𝒙𝟐 ) (𝒙 − 𝒙𝟑 )
𝑳(𝒙) = 𝒇(𝒙𝟎 )
(𝒙𝟎 − 𝒙𝟏 ) (𝒙𝟎 − 𝒙𝟐 ) (𝒙𝟎 − 𝒙𝟑 )
(𝒙 − 𝒙𝟎 ) (𝒙 − 𝒙𝟐 ) (𝒙 − 𝒙𝟑 )
+ 𝒇(𝒙𝟏 )
(𝒙𝟏 − 𝒙𝟎 ) (𝒙𝟏 − 𝒙𝟐 ) (𝒙𝟏 − 𝒙𝟑 )
(𝒙 − 𝒙𝟎 ) (𝒙 − 𝒙𝟏 ) (𝒙 − 𝒙𝟑 )
+ 𝒇(𝒙𝟐 )
(𝒙𝟐 − 𝒙𝟎 ) (𝒙𝟐 − 𝒙𝟏 ) (𝒙𝟐 − 𝒙𝟑 )
(𝒙 − 𝒙𝟎 ) (𝒙 − 𝒙𝟏 ) (𝒙 − 𝒙𝟐 )
+ 𝒇(𝒙𝟑 )
(𝒙𝟑 − 𝒙𝟎 ) (𝒙𝟑 − 𝒙𝟏 ) (𝒙𝟑 − 𝒙𝟐 )
𝒃 𝒃
𝑰 = ∫ 𝒇(𝒙) 𝒅𝒙 ≈ ∫ 𝑳(𝒙) 𝒅𝒙 ,
𝒂 𝒂
𝒃
𝟑∆𝒙
⟹ 𝑰 = ∫ 𝒇(𝒙) 𝒅𝒙 ≈ [𝒇(𝒙𝟎 ) + 𝟑𝒇(𝒙𝟏 ) + 𝟑𝒇(𝒙𝟐 ) + 𝒇(𝒙𝟑 )]
𝟖
𝒂
𝒃−𝒂
∆𝒙 =
𝟑
Note the 𝟑⁄𝟖 in the formula, and hence the name of method as the
Simpson’s 𝟑⁄𝟖 rule.
8
∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙
𝟎
Solution:
The exact solution is:
𝟒
𝟐𝒙
𝒙 𝟐𝒙 𝟏 𝟐𝒙 𝟒 𝟏 𝟐𝒙 𝟒
∫𝒙 𝒆 𝒅𝒙 = [ 𝒆 − 𝒆 ] = 𝒆 (𝟐𝒙 − 𝟏)| = 𝟓𝟐𝟏𝟔. 𝟗𝟑
𝟐 𝟒 𝟎 𝟒 𝟎
𝟎
𝟓𝟐𝟏𝟔. 𝟗𝟑 − 𝟖𝟐𝟒𝟎. 𝟒𝟏
𝜺=| | × 𝟏𝟎𝟎% = −𝟓𝟕. 𝟗𝟔%
𝟓𝟐𝟏𝟔. 𝟗𝟑
𝑾 = ∫ 𝑷𝒅𝑽 and 𝒏 = 𝟓
𝑽𝟏
Solution:
By numerical integration:
𝒃 − 𝒂 𝟎. 𝟎𝟗 − 𝟎. 𝟎𝟖
∆𝒙 = = = 𝟎. 𝟎𝟎𝟐
𝒏 𝟓
𝟎. 𝟐𝟓 𝟎. 𝟐𝟓
𝑽𝟎 = 𝟎. 𝟎𝟖 𝑷𝟎 = 𝒇(𝑽𝟎 ) = = = 𝟑. 𝟏𝟐𝟓
𝑽𝟎 𝟎. 𝟎𝟖
𝑽𝟏 = 𝑽𝟎 + 𝟎. 𝟎𝟎𝟐 𝟎. 𝟐𝟓 𝟎. 𝟐𝟓
𝑷𝟏 = 𝒇(𝑽𝟏 ) = = = 𝟑. 𝟎𝟒𝟖𝟕
= 𝟎. 𝟎𝟖𝟐 𝑽𝟏 𝟎. 𝟎𝟖𝟐
𝑽𝟐 = 𝑽𝟏 + 𝟎. 𝟎𝟎𝟐 𝟎. 𝟐𝟓 𝟎. 𝟐𝟓
𝑷𝟐 = 𝒇(𝑽𝟐 ) = = = 𝟐. 𝟗𝟕𝟔𝟐
= 𝟎. 𝟎𝟖𝟒 𝑽𝟐 𝟎. 𝟎𝟖𝟒
𝑽𝟑 = 𝑽𝟐 + 𝟎. 𝟎𝟎𝟐 𝟎. 𝟐𝟓 𝟎. 𝟐𝟓
𝑷𝟑 = 𝒇(𝑽𝟑 ) = = = 𝟐. 𝟗𝟎𝟕
= 𝟎. 𝟎𝟖𝟔 𝑽𝟑 𝟎. 𝟎𝟖𝟔
𝑽𝟒 = 𝑽𝟑 + 𝟎. 𝟎𝟎𝟐 𝟎. 𝟐𝟓 𝟎. 𝟐𝟓
𝑷𝟒 = 𝒇(𝑽𝟒 ) = = = 𝟐. 𝟖𝟒𝟏
= 𝟎. 𝟎𝟖𝟖 𝑽𝟒 𝟎. 𝟎𝟖𝟖
𝑽𝟓 = 𝑽𝟒 + 𝟎. 𝟎𝟎𝟐 𝟎. 𝟐𝟓 𝟎. 𝟐𝟓
𝑷𝟓 = 𝒇(𝑽𝟓 ) = = = 𝟐. 𝟕𝟕𝟕𝟕
= 𝟎. 𝟎𝟗 𝑽𝟓 𝟎. 𝟎𝟗
𝑽𝟐
∆𝒙
𝑰 = 𝑾 = ∫ 𝑷𝒅𝑽 ≈ [𝑷 + 𝟐(𝑷𝟏 + 𝑷𝟐 + 𝑷𝟑 + 𝑷𝟒 ) + 𝑷𝟓 ]
𝟐 𝟎
𝑽𝟏
𝟎. 𝟎𝟎𝟐
≈ [𝟑. 𝟏𝟐𝟓 + 𝟐(𝟑. 𝟎𝟒𝟖𝟕 + 𝟐. 𝟗𝟕𝟔𝟐 + 𝟐. 𝟗𝟎𝟕 + 𝟐. 𝟖𝟒𝟏)
𝟐
+ 𝟐. 𝟕𝟕𝟕𝟕]
⟹ 𝑾 = 𝟎. 𝟎𝟐𝟗𝟒𝟒 𝒌𝑱
10
𝑽𝟐 𝟎.𝟎𝟗
𝟎. 𝟐𝟓
𝑾 = ∫ 𝑷𝒅𝑽 = ∫ 𝒅𝑽 = 𝟎. 𝟐𝟓[𝒍𝒏𝑽]𝟎.𝟎𝟗
𝟎.𝟎𝟖 = 𝟎. 𝟎𝟐𝟗𝟒𝟒 𝒌𝑱
𝑽
𝑽𝟏 𝟎.𝟎𝟖
𝟎. 𝟎𝟐𝟗𝟒𝟒 − 𝟎. 𝟎𝟐𝟗𝟒𝟒
𝜺= = 𝟎%
𝟎. 𝟎𝟐𝟗𝟒𝟒
𝟏𝟒𝟎𝟎𝟎𝟎
𝒇(𝒙𝟏 ) = 𝟐𝟎𝟎𝟎 𝒍𝒏 ( ) − 𝟗. 𝟖 × 𝟏𝟓. 𝟑𝟑𝟑𝟑
𝟏𝟒𝟎𝟎𝟎𝟎 − 𝟐𝟏𝟎𝟎 × 𝟏𝟓. 𝟑𝟑𝟑𝟑
= 𝟑𝟕𝟐. 𝟒𝟔𝟐𝟗
𝟏𝟒𝟎𝟎𝟎𝟎
𝒇(𝒙𝟐 ) = 𝟐𝟎𝟎𝟎 𝒍𝒏 ( ) − 𝟗. 𝟖 × 𝟐𝟐. 𝟔𝟔𝟔𝟔
𝟏𝟒𝟎𝟎𝟎𝟎 − 𝟐𝟏𝟎𝟎 × 𝟐𝟐. 𝟔𝟔𝟔𝟔
= 𝟔𝟎𝟖. 𝟖𝟗𝟕𝟔
11
𝟏𝟏𝟎𝟔𝟏. 𝟑𝟒 − 𝟏𝟏𝟎𝟔𝟑. 𝟑𝟏
𝜺=| | × 𝟏𝟎𝟎% = 𝟏𝟕𝟖. 𝟎𝟗𝟖%
𝟏𝟏𝟎𝟔𝟏. 𝟑𝟒
𝒙𝟒
𝟐∆𝒙
∫ 𝒇(𝒙) 𝒅𝒙 ≈ [𝟕 𝒇(𝒙𝟎 ) + 𝟑𝟐𝒇(𝒙𝟏 ) + 𝟏𝟐𝒇(𝒙𝟐 ) + 𝟑𝟐𝒇(𝒙𝟑 ) + 𝟕𝒇(𝒙𝟒 )]
𝒙𝟎 𝟒𝟓
➢ If the endpoints of the interval [a, b] are held fixed, the step size
must be adjusted for each rule as follows:
𝒂 = 𝒙𝟎 = 𝟎 , 𝒃 = 𝒙𝟏 = 𝟏
The step size is:
∆𝒙 = 𝒃 − 𝒂 = 𝟏 − 𝟎 = 𝟏
14
𝒙𝟏 𝟏
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇 + 𝒇𝟏 )
𝒙𝟎 𝟎 𝟐 𝟎
𝒙𝟐 𝟏
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇 + 𝟒𝒇𝟏 + 𝒇𝟐 )
𝒙𝟎 𝟎 𝟑 𝟎
Thus,
𝒙𝟐 𝟏
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇 + 𝟒𝒇𝟏 + 𝒇𝟐 )
𝒙𝟎 𝟎 𝟑 𝟎
𝟎. 𝟓
= [𝟏 + 𝟒(𝟏. 𝟓𝟓𝟏𝟓𝟐) + 𝟎. 𝟕𝟐𝟏𝟓𝟗] = 𝟏. 𝟑𝟐𝟏𝟐𝟖
𝟑
𝒂 = 𝒙𝟎 = 𝟎 , 𝒃 = 𝒙𝟑 = 𝟏
The step size is:
𝒃−𝒂 𝟏−𝟎 𝟏
∆𝒙 = = =
𝟑 𝟑 𝟑
𝒙𝟑 𝟏
𝟑∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇𝟎 + 𝟑𝒇𝟏 + 𝟑𝒇𝟐 + 𝒇𝟑 )
𝒙𝟎 𝟎 𝟖
Thus,
𝒙𝟑 𝟏
𝟑∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝒇𝟎 + 𝟑𝒇𝟏 + 𝟑𝒇𝟐 + 𝒇𝟑 )
𝒙𝟎 𝟎 𝟖
𝟑(𝟏/𝟑)
= (𝟏 + 𝟑(𝟏. 𝟔𝟗𝟔𝟒𝟐) + 𝟑(𝟏. 𝟐𝟑𝟒𝟒𝟕) + 𝟎. 𝟕𝟐𝟏𝟓𝟗)
𝟖
= 𝟏. 𝟑𝟏𝟒𝟒
𝒙𝟒 𝟏
𝟐∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 ≈ (𝟕𝒇𝟎 + 𝟑𝟐𝒇𝟏 + 𝟏𝟐𝒇𝟐 + 𝟑𝟐𝒇𝟑 + 𝟕𝒇𝟒 )
𝒙𝟎 𝟎 𝟒𝟓
𝟏
𝟐 (𝟏 ⁄ 𝟒 )
⟹ ∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝟕(𝟏) + 𝟑𝟐(𝟏. 𝟔𝟓𝟓𝟑𝟒) + 𝟏𝟐(𝟏. 𝟓𝟓𝟏𝟓𝟐)
𝟎 𝟒𝟓
+𝟑𝟐(𝟏. 𝟎𝟔𝟔𝟔𝟔) + 𝟕(𝟎. 𝟕𝟐𝟏𝟓𝟗)] = 𝟏. 𝟑𝟎𝟖𝟓𝟗
𝟏
𝟐𝟏 𝒆 − 𝟒 𝒄𝒐𝒔(𝟒) − 𝒔𝒊𝒏(𝟒)
∫ 𝒇(𝒙)𝒅𝒙 = = 𝟏. 𝟑𝟎𝟖𝟐𝟓𝟏
𝟎 𝟏𝟕 𝒆
➔ Composite Integration
To make a fair comparison of quadrature methods, the same
number of function evaluations in each method must be used. The
final example is concerned with comparing integration over a fixed
interval [𝒂, 𝒃] using exactly five function evaluation 𝒇𝒌 = 𝒇(𝒙𝒌 ), for
𝒌 = 𝟎, 𝟏, 𝟐, 𝟑, 𝟒 for each method.
𝒃
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝒇(𝒙𝟎 ) + 𝟐{𝒇(𝒙𝟏 ) + 𝒇(𝒙𝒊 ) + ⋯ + 𝒇(𝒙𝒎−𝟏 )} + 𝒇(𝒙𝒎 )]
𝒂 𝟐
Proof:
Suppose that the interval [𝒂, 𝒃] is subdivided into
subinterval [𝒙𝒌 , 𝒙𝒌+𝟏 ] of width
𝒃−𝒂
∆𝒙 = 𝒉 = where 𝒏 = 𝐧𝐮𝐦𝐛𝐞𝐫 𝐨𝐟 𝐬𝐮𝐛𝐢𝐧𝐭𝐞𝐫𝐯𝐚𝐥𝐬
𝒏
by using equally spaced nodes
𝒙𝒌 = 𝒂 + 𝒌∆𝒙 for 𝒌 = 𝟎, 𝟏, 𝟐, 𝟑, ⋯ , 𝒎
18
Applying the trapezoidal rule over each subinterval and use the
additive property of the integral for subintervals:
𝒃 𝒙𝟏 𝒙𝟐 𝒙𝒎
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙) 𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙 + ⋯ + ∫ 𝒇(𝒙)𝒅𝒙
𝒂 𝒙𝟎 𝒙𝟏 𝒙𝒎−𝟏
∆𝒙 ∆𝒙
≈ [𝒇(𝒙𝟎 ) + 𝒇(𝒙𝟏 )] + [𝒇(𝒙𝟏 ) + 𝒇(𝒙𝟐 )] + ⋯
𝟐 𝟐
∆𝒙
+ [𝒇(𝒙𝒎−𝟏 ) + 𝒇(𝒙𝒎 )]
𝟐
∆𝒙
≈ [𝒇(𝒙𝟎 ) + 𝟐𝒇(𝒙𝟏 ) + 𝟐𝒇(𝒙𝒊 ) + ⋯ + 𝟐𝒇(𝒙𝒎−𝟏 ) + 𝒇(𝒙𝒎 )]
𝟐
∆𝒙
≈ [𝒇(𝒙𝟎 ) + 𝟐{𝒇(𝒙𝟏 ) + 𝒇(𝒙𝒊 ) + ⋯ + 𝒇(𝒙𝒎−𝟏 )} + 𝒇(𝒙𝒎 )]
𝟐
∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙
𝟎
Solution:
➢ 𝒏=𝟏
𝒃−𝒂 𝟒−𝟎
∆𝒙 = = =𝟒
𝒏 𝟏
∆𝒙
⟹ 𝑰≈ [𝒇(𝟎) + 𝒇(𝟒)] = 𝟐𝟑𝟖𝟒𝟕. 𝟔𝟔
𝟐
𝜺 = −𝟑𝟓𝟕. 𝟏𝟐%
➢ 𝒏=𝟐
𝒃−𝒂 𝟒−𝟎
∆𝒙 = = =𝟐
𝒏 𝟐
∆𝒙
⟹𝑰≈ [𝒇(𝟎) + 𝟐𝒇(𝟐) + 𝒇(𝟒)] = 𝟏𝟐𝟏𝟒𝟐. 𝟐𝟑
𝟐
𝜺 = −𝟏𝟑𝟐. 𝟕𝟓%
➢ 𝒏=𝟒
𝒃−𝒂 𝟒−𝟎
∆𝒙 = = =𝟏
𝒏 𝟒
∆𝒙
⟹𝑰≈ [𝒇(𝟎) + 𝟐𝒇(𝟏) + 𝟐𝒇(𝟐) + 𝟐𝒇(𝟑) + 𝒇(𝟒)] = 𝟕𝟐𝟖𝟖. 𝟕𝟗
𝟐
𝜺 = −𝟑𝟗. 𝟏𝟕%
19
➢ 𝒏=𝟖
𝒃−𝒂 𝟒−𝟎
∆𝒙 = = = 𝟎. 𝟓
𝒏 𝟖
∆𝒙
⟹𝑰≈ [𝒇(𝟎) + 𝟐𝒇(𝟎. 𝟓) + 𝟐𝒇(𝟏) + 𝟐𝒇(𝟏. 𝟓) + 𝟐𝒇(𝟐) + 𝟐𝒇(𝟐. 𝟓)
𝟐
+ 𝟐𝒇(𝟑) + 𝟐𝒇(𝟑. 𝟓) + 𝒇(𝟒)] = 𝟓𝟕𝟔𝟒. 𝟕𝟔
𝜺 = −𝟏𝟎. 𝟓𝟎%
➢ 𝒏 = 𝟏𝟔
𝒃−𝒂 𝟒−𝟎
∆𝒙 = = = 𝟎. 𝟐𝟓
𝒏 𝟏𝟔
∆𝒙
⟹𝑰≈ [𝒇(𝟎) + 𝟐𝒇(𝟎. 𝟐𝟓) + 𝟐𝒇(𝟎. 𝟓) + ⋯ + 𝟐𝒇(𝟑. 𝟓) + 𝒇(𝟒)]
𝟐
= 𝟓𝟑𝟓𝟓. 𝟗𝟓
𝜺 = −𝟐. 𝟔𝟔%
Example 8: Use the composite trapezoidal rule with 11 sample points
to compute an approximation to the integral of the function
𝒇(𝒙) = 𝟐 + 𝒔𝒊𝒏(𝟐√𝒙)
taken over [1,6].
Solution:
To generate 11 sample points, we use 𝒏 = 𝟏𝟎 and
𝒃−𝒂 𝟔−𝟏
∆𝒙 = 𝒉 = = = 𝟎. 𝟓
𝒏 𝟏𝟎
𝒙 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6
𝒇(𝒙) 2.91 2.64 2.31 1.98 1.68 1.44 1.24 1,11 1.03 1.00 1.02
𝟔
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝒇(𝒙𝟎 ) + 𝟐{𝒇(𝒙𝟏 ) + 𝒇(𝒙𝟐 ) + ⋯ + 𝒇(𝒙𝟓 )} + 𝒇(𝒙𝟔 )]
𝟏 𝟐
∆𝒙
≈ [𝒇(𝟏) + 𝟐{𝒇(𝟏. 𝟓) + 𝒇(𝟐) + 𝒇(𝟐. 𝟓) + 𝒇(𝟑)
𝟐
+ 𝒇(𝟑. 𝟓) + 𝒇(𝟒) + 𝒇(𝟒. 𝟓) + 𝒇(𝟓) + 𝒇(𝟓. 𝟓}
+ 𝒇(𝒙𝟔 )] = 𝟖. 𝟏𝟗𝟑𝟖𝟔
20
∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙
𝟎
with (∆𝒙)𝟏 = 𝟐 , (∆𝒙)𝟐 = 𝟏 , (∆𝒙)𝟑 = 𝟎. 𝟓 , (∆𝒙)𝟒 = 𝟎. 𝟓
Solution:
𝟐 𝟑 𝟑.𝟓 𝟒
𝑰 = ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙) 𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙
𝟎 𝟐 𝟑 𝟑.𝟓
(∆𝒙)𝟏 (∆𝒙)𝟐
≈ [𝒇(𝟎) + 𝒇(𝟐)] + [𝒇(𝟐) + 𝒇(𝟑)]
𝟐 𝟐
(∆𝒙)𝟑 (∆𝒙)𝟒
+ [𝒇(𝟑) + 𝒇(𝟑. 𝟓)] + [𝒇(𝟑. 𝟓) + 𝒇(𝟒)]
𝟐 𝟐
𝟐 𝟏 𝟎. 𝟓
≈ [𝟎 + 𝟐 𝒆𝟒 ] + [𝟐 𝒆𝟒 + 𝟑 𝒆𝟔 ] + [𝟑 𝒆𝟔 + 𝟑. 𝟓 𝒆𝟕 ]
𝟐 𝟐 𝟐
𝟎. 𝟓
+ [𝟑. 𝟓 𝒆𝟕 + 𝟒 𝒆𝟖 ] = 𝟓𝟗𝟕𝟏. 𝟓𝟖
𝟐
𝟓𝟐𝟏𝟔. 𝟗𝟑 − 𝟓𝟗𝟕𝟏. 𝟓𝟖
𝜺= = −𝟏𝟒. 𝟒𝟕%
𝟓𝟐𝟏𝟔. 𝟗𝟑
𝒏−𝟏 𝒏−𝟐
𝒃
∆𝒙
or ∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝒇(𝒂) + 𝟒 ∑ 𝒇( 𝒙𝒊 ) + 𝟐 ∑ 𝒇( 𝒙𝒊 ) + 𝒇(𝒃)]
𝒂 𝟑
𝒊=𝟏 𝒊=𝟐
Thus,
𝟔
𝟎. 𝟓
∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝒇(𝟏)
𝟏 𝟑
+ 𝟒{𝒇(𝟏. 𝟓) + 𝒇(𝟐. 𝟓) + 𝒇(𝟑. 𝟓) + 𝒇(𝟒. 𝟓) + 𝒇(𝟓. 𝟓)}
+ 𝟐{𝒇(𝟐) + 𝒇(𝟑) + 𝒇(𝟒) + 𝒇(𝟓)} + 𝒇(𝟔)] = 𝟖. 𝟏𝟖𝟑𝟎𝟐
➢ Piecewise Quadratic approximations
𝒃−𝒂
∆𝒙 = , 𝒏 = 𝐧𝐮𝐦𝐛𝐞𝐫 𝐨𝐟 𝐬𝐮𝐛𝐢𝐧𝐭𝐞𝐫𝐯𝐚𝐥𝐬
𝒏
∆𝒙
≈ [𝒇(𝒙𝟎 ) + 𝟒𝒇(𝒙𝟏 ) + 𝒇(𝒙𝟐 )]
𝟑
∆𝒙
+ [𝒇(𝒙𝟐 ) + 𝟒𝒇(𝒙𝟑 ) + 𝒇(𝒙𝟒 )] + ⋯
𝟑
∆𝒙
+ [𝒇(𝒙𝒏−𝟐 ) + 𝟒𝒇(𝒙𝒏−𝟏 ) + 𝒇(𝒙𝒏 )]
𝟑
∆𝒙
≈ [𝒇(𝒙𝟎 ) + 𝟒𝒇(𝒙𝟏 ) + 𝟐𝒇(𝒙𝟐 ) + 𝟒𝒇(𝒙𝟑 ) + 𝟐𝒇(𝒙𝟒 )
𝟑
+ ⋯ + 𝟒𝒇(𝒙𝟐𝒊−𝟏 ) + 𝟐𝒇(𝒙𝟐𝒊 ) + 𝟒𝒇(𝒙𝟐𝒊+𝟏 )
+ ⋯ +𝟐𝒇(𝒙𝒏−𝟐 ) + 𝟒𝒇(𝒙𝒏−𝟏 ) + 𝒇(𝒙𝒏 )]
23
∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙
𝟎
with 𝒏 = 𝟐 , ∆𝒙 = 𝟐 and 𝒏 = 𝟒 , ∆𝒙 = 𝟏
Solution:
• 𝒏 = 𝟐 , ∆𝒙 = 𝟐
∆𝒙 𝟐
𝑰≈ [𝒇(𝟎) + 𝟒𝒇(𝟐) + 𝒇(𝟒)] = [𝟎 + 𝟒(𝟐 𝒆𝟒 ) + 𝟒𝒆𝟖 )]
𝟑 𝟑
= 𝟖𝟐𝟒𝟎. 𝟒𝟏
𝟓𝟐𝟏𝟔. 𝟗𝟑 − 𝟖𝟐𝟒𝟎. 𝟒𝟏
𝜺= = −𝟓𝟕. 𝟗𝟔%
𝟓𝟐𝟏𝟔. 𝟗𝟑
• 𝒏 = 𝟒 , ∆𝒙 = 𝟏
∆𝒙
𝑰≈ [𝒇(𝟎) + 𝟒𝒇(𝟏) + 𝟐𝒇(𝟐) + 𝟒𝒇(𝟑) + 𝒇(𝟒)]
𝟑
𝟐
= [𝟎 + 𝟒( 𝒆𝟐 ) + 𝟐 (𝟐 𝒆𝟒 ) + 𝟒 (𝟑 𝒆𝟔 ) + 𝟒 𝒆𝟖 )]
𝟑
= 𝟓𝟔𝟕𝟎. 𝟗𝟖
𝟓𝟐𝟏𝟔. 𝟗𝟑 − 𝟓𝟔𝟕𝟎. 𝟗𝟖
𝜺= = −𝟖. 𝟕𝟎%
𝟓𝟐𝟏𝟔. 𝟗𝟑
∫ 𝒙 𝒆𝟐𝒙 𝒅𝒙
𝟎
with (∆𝒙)𝟏 = 𝟏. 𝟓 , (∆𝒙)𝟐 = 𝟎. 𝟓
Solution:
𝟑 𝟒
𝑰 = ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙) 𝒅𝒙
𝒂 𝟑
(∆𝒙)𝟏 (∆𝒙)𝟐
≈ [𝒇(𝟎) + 𝟒 𝒇(𝟏. 𝟓) + 𝟐 𝒇(𝟑)] + [𝒇(𝟑) + 𝟒𝒇(𝟑. 𝟓) + 𝟐 𝒇(𝟒)]
𝟑 𝟑
𝟏. 𝟓 𝟎. 𝟓
= [𝟎 + 𝟒 𝒇(𝟏. 𝟓 𝒆𝟑 ) + 𝟑 𝒆𝟔 ] + [𝟑 𝒆𝟔 + 𝟒 (𝟑. 𝟓 𝒆𝟕 ) + 𝟒 𝒆𝟖 ]
𝟑 𝟑
24
= 𝟓𝟒𝟏𝟑. 𝟐𝟑
𝟓𝟐𝟏𝟔. 𝟗𝟑 − 𝟓𝟒𝟏𝟑. 𝟐𝟑
𝜺= = −𝟑. 𝟕𝟔%
𝟓𝟐𝟏𝟔. 𝟗𝟑
𝟏/𝟒 𝟏 𝟏 𝟑
= [𝒇𝟎 + 𝟐𝒇 ( ) + 𝟐𝒇 ( ) + 𝟐𝒇 ( ) + 𝒇(𝟏)]
𝟐 𝟒 𝟐 𝟒
The corresponding function values are:
𝒇𝟎 = 𝒇(𝟎) = 𝟏 + 𝒆−𝟎 𝒔𝒊𝒏(𝟒 × 𝟎) = 𝟏
𝒇𝟏 = 𝒇(𝟏/𝟒) = 𝟏 + 𝒆−𝟏/𝟒 𝒔𝒊𝒏(𝟒 × 𝟏/𝟒) = 𝟏. 𝟔𝟓𝟓𝟑𝟒
𝒇𝟐 = 𝒇(𝟏/𝟐) = 𝟏 + 𝒆−𝟏/𝟐 𝒔𝒊𝒏(𝟒 × 𝟏/𝟐) = 𝟏. 𝟓𝟓𝟏𝟓𝟐
𝒇𝟑 = 𝒇(𝟑/𝟒) = 𝟏 + 𝒆−𝟑/𝟒 𝒔𝒊𝒏(𝟒 × 𝟑/𝟒) = 𝟏. 𝟎𝟔𝟔𝟔𝟔
𝒇𝟒 = 𝒇(𝟏) = 𝟏 + 𝒆−𝟏 𝒔𝒊𝒏(𝟒 × 𝟏) = 𝟎. 𝟕𝟐𝟏𝟓𝟗
𝟏
𝟏
∫ 𝒇(𝒙)𝒅𝒙 = [𝟏 + 𝟐(𝟏. 𝟔𝟓𝟓𝟑𝟒) + 𝟐(𝟏. 𝟓𝟓𝟏𝟓𝟐) + 𝟐(𝟏. 𝟎𝟔𝟔𝟔𝟔)
𝟎 𝟖
+ 𝟎. 𝟕𝟐𝟏𝟓𝟗] = 𝟏. 𝟐𝟖𝟑𝟓𝟖
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Example 14: Integrate the data listed in the table by using Simpson`s
1/3 rule and Simpson`s 3/8 rules.
𝒊 0 1 2 3 4 5 6 7
𝒙 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7
𝒇(𝒙) 1.543 1.669 1.811 1.971 2.151 2.352 2.577 2.828
Solution:
8 abscissas (values of x) ⇒ n = 7 subintervals. So
o Simpson’s–1/3 rule cannot be used alone (n is not divisible by 2) or
o Simpson’s–3/8 rule cannot be used alone (n is not divisible by 3).
However, in this problem can combine the methods by appropriately
dividing the interval:
1. Using Simpson’s–1/3 rule on interval [1.0, 1.4] (4 subintervals is
divisible by 2), and
2. Using Simpson’s–3/8 rule on interval [1.4, 1.7] (3 subintervals is
divisible by 3).
This way consistent accuracy can be obtained on the entire interval
[1.0, 1.7].
➢ Using Simpson’s–1/3 rule on interval [𝟏. 𝟎, 𝟏. 𝟒],
(𝟏. 𝟎 → 𝟏. 𝟐 and 𝟏. 𝟐 → 𝟏. 𝟒) we have 4 subintervals i. e. 𝒏 = 𝟒
𝒃 − 𝒂 𝟏. 𝟒 − 𝟏. 𝟎 𝟎. 𝟒
⟹ ∆𝒙 = = = = 𝟎. 𝟏
𝒏 𝟒 𝟒
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𝟏.𝟒
∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝒇(𝟎) + 𝟒𝒇(𝟏) + 𝟐𝒇(𝟐) + 𝟒𝒇(𝟑) + 𝒇(𝟒)]
𝟏.𝟎 𝟑
𝟎. 𝟏
= [(𝟏. 𝟓𝟒𝟑) + 𝟒(𝟏. 𝟔𝟔𝟗) + 𝟐(𝟏. 𝟖𝟏𝟏) + 𝟒(𝟏. 𝟗𝟕𝟏) + 𝟐. 𝟏𝟓𝟏]
𝟑
= 𝟎. 𝟕𝟐𝟗𝟐
➢ Using Simpson’s–3/8 rule on interval [𝟏. 𝟒, 𝟏. 𝟕], ∆𝒙 = 𝟎. 𝟏
𝒃 − 𝒂 𝟏. 𝟕 − 𝟏. 𝟒 𝟎. 𝟑
⟹ ∆𝒙 = = = = 𝟎. 𝟏
𝒏 𝟑 𝟑
𝟏.𝟕
𝟑∆𝒙
∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝒇(𝟒) + 𝟑𝒇(𝟓) + 𝟑𝒇(𝟔) + 𝒇(𝟕)]
𝟏.𝟒 𝟖
𝟑(𝟎. 𝟏)
= [(𝟐. 𝟏𝟓𝟏) + 𝟑(𝟐. 𝟑𝟓𝟐) + 𝟑(𝟐. 𝟓𝟕𝟕) + 𝟐. 𝟖𝟐𝟖]
𝟖
= 𝟎. 𝟕𝟒𝟏𝟐𝟑
Now add the results
𝟏.𝟕 𝟏.𝟒 𝟏.𝟕
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒇(𝒙)𝒅𝒙 + ∫ 𝒇(𝒙)𝒅𝒙
𝟏.𝟎 𝟏.𝟎 𝟏.𝟒