0% found this document useful (0 votes)
12 views35 pages

Simpson's Rule in Numerical Analysis

The document provides an overview of Simpson's Rule, a numerical integration method that approximates integrals using second and third order polynomials. It explains the basis of Simpson's 1/3 rule, its application in multi-segment integration, and includes examples to illustrate both single and multiple applications of the rule. Additionally, it briefly introduces Simpson's 3/8 rule as an extension of the trapezoidal rule for higher accuracy.

Uploaded by

sadiaaminridi
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
12 views35 pages

Simpson's Rule in Numerical Analysis

The document provides an overview of Simpson's Rule, a numerical integration method that approximates integrals using second and third order polynomials. It explains the basis of Simpson's 1/3 rule, its application in multi-segment integration, and includes examples to illustrate both single and multiple applications of the rule. Additionally, it briefly introduces Simpson's 3/8 rule as an extension of the trapezoidal rule for higher accuracy.

Uploaded by

sadiaaminridi
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd

Math 2207: Numerical Analysis and

Statistics

Md. Araf Hossan


Lecturer
Department of Mechanical and Production Engineering
Ahsanullah University of Science and Technology

Lectures on Numerical Analysis and Statistics


[Lecture on Integration (Simpson’s Rule)]

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 1
Simpson’s rule
If there are two points equally spaced between and , the four points can be connected
with a third-order polynomial
For example If there is an extra pint midway between
and , the three points can be connected
with a parabola.

If there are two points equally spaced


between and , the four points can be
connected with a third-order polynomial

The numerical integration method that is based on second and third order
polynomials are called Simpson’s rule.

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 2
Basis of Simpson’s 1/3 rule
Simpson’s 1/3rd rule is an extension of Trapezoidal rule where the integrand is
approximated by a second order polynomial
𝑏 𝑏

∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ≈ ∫ 𝑓 2 ( 𝑥 ) 𝑑𝑥
𝑎 𝑎

𝑥𝑖 +1 , 𝑦 𝑖 +1 2
𝑓 2 ( 𝑥 ) =𝑎 0 +𝑎 1 𝑥+ 𝑎 2 𝑥

𝑥𝑖 , 𝑦 𝑖 𝑥𝑖 +2 , 𝑦 𝑖 +2
2
𝑓 2 ( 𝑥 ) = 𝑦 =𝑎 0 +𝑎 1 𝑥 +𝑎 2 𝑥

∆𝑥 ∆𝑥

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 3
Basis of Simpson’s 1/3 rule
Area=

3 3
𝑎2 ∆ 𝑥 𝑎2 ∆ 𝑥 𝑎1
¿ + + ( ∆ 𝑥 2 −∆ 𝑥 2 ) +𝑎 0 ( ∆ 𝑥+ ∆ 𝑥 )
3 3 2

2 3
¿ 𝑎2 ∆ 𝑥 +2 𝑎 0 ∆ 𝑥 (𝑖 )
3
At 𝑦 =
𝑖 𝑓 ¿

At 𝑦 𝑖+ 1 = 𝑓 ¿

At 𝑦 𝑖+ 2 = 𝑓 ¿

( 𝑖𝑖 ) +(𝑖𝑣 )
2 2
𝑦 𝑖+ 2+ 𝑦 𝑖 =𝑎 0 +𝑎 1 ∆ 𝑥 +𝑎 2 ∆ 𝑥 + 𝑎0 − 𝑎1 ∆ 𝑥+ 𝑎 2 ∆ 𝑥

2
𝑦 𝑖+ 2+ 𝑦 𝑖 =2 𝑎 0 +2 𝑎 2 ∆ 𝑥

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 4
Basis of Simpson’s 1/3 rule
𝑦 𝑖+ 2+ 𝑦 𝑖 =2 𝑎 0 +2 𝑎 2 ∆ 𝑥
2 ∴ 𝑦 𝑖 +1= 𝑎 0 𝑦 𝑖+ 2+ 𝑦 𝑖 =2 𝑦 𝑖 +1 +2 𝑎 2 ∆ 𝑥
2

2
𝑦 𝑖+ 2+ 𝑦 𝑖 − 2 𝑦 𝑖 +1 =2 𝑎 2 ∆ 𝑥

𝑦 𝑖+ 2+ 𝑦 𝑖 − 2 𝑦 𝑖+1
𝑎 2= 2
2 ∆𝑥

Substituting the values of , and in Eq.(i)


Area
1
¿ × 𝑦 𝑖 +2 + 𝑦 𝑖 −2 𝑦 𝑖 +1 × ∆ 𝑥+ 2× 𝑦 𝑖 +1 ×∆ 𝑥
3

∆𝑥
¿ ( 𝑦 𝑖 +2 + 𝑦 𝑖 − 2 𝑦 𝑖 +1+ 6 𝑦 𝑖 +1 )
3

∆𝑥
¿ ( 𝑦 𝑖 +2 +4 𝑦 𝑖 +1 + 𝑦 𝑖)
3
2h
¿ ( 𝑦 𝑖 +2 + 4 𝑦 𝑖+ 1+ 𝑦 𝑖 )
6
L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 5
Multi segment Simpson’s 1/3 rule
• The accuracy of single application of Simpson’s 1/3rd rule can be improved by
dividing the interval into number of strips of equal width.
• Since three points are needed for defining a quadratic polynomial, the Simpson’s
1/3 method is applied to two adjacent subinterval at a time.
• The whole interval has to be divided into an even number of subintervals.

• Suppose we have equally spaced


points, with number of strips of
equal width. The step size, is
computed as:

𝑏 −𝑎 𝑥 𝑛 − 𝑥 0
h= =
𝑛 𝑛

• Here and are designated as and ,


respectively
𝑏 𝑥𝑛

∫ 𝑓 ( 𝑥 ) 𝑑𝑥=∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎 𝑥𝑖

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 6
Multi segment Simpson’s 1/3 rule
𝑏 𝑥2 𝑥4 𝑥𝑛 −2 𝑥𝑛

∫ 𝑓 ( 𝑥 ) 𝑑𝑥=∫ 𝑓 ( 𝑥 ) 𝑑𝑥+∫ 𝑓 ( 𝑥 ) 𝑑𝑥 +… … … … … … ..+ ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 + ∫ 𝑓 ( 𝑥 ) 𝑑𝑥


𝑎 𝑥0 𝑥2 𝑥 𝑛− 4 𝑥 𝑛− 2

Applying Simpson’s 1/3rd rule for each interval

Since

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 7
Multi segment Simpson’s 1/3 rule

𝑏 − 𝑎 𝑥𝑛− 𝑥0
[ ∴ h= = ]
𝑛 𝑛

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 8
Multi segment Simpson’s 1/3 rule

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 9
Simpson’s1/3rd rule-example
Evaluate the following integral, using (i) analytically, (b) single application of Simpson’s 1/3
rule; (iii) multiple application Simpson’s 1/3 rule with =4
𝜋/ 2

∫ ¿ ¿
0

(i) Analytical solution

𝜋 / 2

∫ ¿ ¿
0

¿ ([ 6 × 3.1416
2 ) + 3 × ( sin (
3.1416
2 ) − sin ( 0 ) )]=9.4248+ 3 − 0=12.4248

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 10
Simpson’s1/3rd rule-example
(ii) Simpson’s 1/3 solution
𝜋
2
h
𝐼 =∫ 𝑓 ( 𝑥 ) 𝑑𝑥 =¿ ¿¿
0 3
𝜋
2
But, 𝑏 −𝑎
∴ 𝐼 =∫ 𝑓 ( 𝑥 ) 𝑑𝑥 =¿ ¿¿
0 3 ×2

𝑎=0 ; 𝑓 ( 𝑎) = 𝑓 ( 0 ) =(6+3 × cos ( 0 ))=9

𝑎+ 𝑏
2
=
𝜋
4
; 𝑓 ( 𝑎+ 𝑏
2
=𝑓 ) ( )𝜋
4
=¿

𝑏= 𝜋 / 2 ; 𝑓 ( 𝑏 ) = 𝑓 ( )=¿
𝜋
2
𝜋
2
𝑏 −𝑎
∴ 𝐼 =∫ 𝑓 ( 𝑥 ) 𝑑𝑥 =¿ ¿ ¿
0 2× 3
¿ 1 2.4316
L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 11
Simpson’s1/3rd rule-example
(iii) Multiple application Simpson’s 1/3 solution with n=4
𝜋
−0
Given that 𝑏− 𝑎 2 𝜋
∴ h= = =
𝑛 4 8
0 1 2 3 4
0
9 8.7716 8.1213 7.1481 6

( 𝜋 / 2 − 0)
𝐼= [ 9+ 4 × ( 8.7716+7.1481)+2 ×8.1213 +6 ] =12.4252
3×4

Analytical solution:

Error:

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 12
Simpson’s1/3rd rule-example
Evaluate the following integral, using (i) single application of Simpson’s 1/3 rule; (ii) multiple
application Simpson’s 1/3 rule with =4
3

∫ (1 −𝑒−2 𝑥 ) 𝑑𝑥
0

Single application of Simpson’s 1/3 rule


3
𝑏 −𝑎
But ∴ 𝐼 =∫ 𝑓 ( 𝑥 ) 𝑑𝑥 =¿ ¿¿
0 3 ×2

− 2× 0
𝑎=0 ; 𝑓 ( 𝑎 ) = 𝑓 ( 0 ) =(1 −𝑒 )=0
𝑎+ 𝑏 3+ 0 −2 ×1.5
= =1.5 ; 𝑓 ( 𝑏 ) = 𝑓 (1.5 )=(1 −𝑒 )=0.9502
2 2
−2 × 3
𝑏=3 ; 𝑓 ( 𝑏 ) = 𝑓 ( 3 )=(1 −𝑒 )=0.9975
3
𝑏 −𝑎
∴ 𝐼 =∫ 𝑓 ( 𝑥 ) 𝑑𝑥 =¿ ¿ ¿
0 3 ×2
¿ 2 .399

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 13
Simpson’s1/3rd rule-example
Single application of Simpson’s 1/3 rule
𝑏− 𝑎 3 −0
Given that ∴ h= = =0.75
𝑛 4

0 1 2 3 4
0
0 0.77687 0.95021 0.9889 0.9975

( 3 − 0)
𝐼= [ 0+ 4 ×(0.77687 +0.9889)+2 × 0.9502+0.9975 ] =2.4902
3×4

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 14
Basis of Simpson’s 3/8 rule
Simpson’s 1/3rd rule is an extension of Trapezoidal rule where the integrand is
approximated by a third order polynomial
𝑏 𝑏
1 ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ≈ ∫ 𝑓 3 ( 𝑥 ) 𝑑𝑥
− ∆ 𝑥 , 𝑦 𝑖 +1
2 𝑎 𝑎

1
∆ 𝑥 , 𝑦 𝑖 +2 𝑓 3 ( 𝑥 ) =𝑎 0 +𝑎 1 𝑥 +𝑎 2 𝑥 +𝑎 3 𝑥
2 3
2

3 𝑓 3 ( 𝑥 ) = 𝑦 =𝑎 0 +𝑎 1 𝑥 +𝑎 2 𝑥 +𝑎 3 𝑥
2 3

− ∆ 𝑥 , 𝑦𝑖
2
3
∆ 𝑥 , 𝑦 𝑖 +3
2

∆𝑥 ∆𝑥 ∆𝑥

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 15
Basis of Simpson’s 3/8 rule
Area=

𝑎3
[( ) ( ) ] [( ) ( ) ] 𝑎2
4 4 3 3
3 3 3 3
¿ ∆𝑥 − − ∆𝑥 + ∆𝑥 − − ∆𝑥
4 2 2 3 2 2

[( ) ( ) ] [
+𝑎1
]
2 2
3 3 3 3
∆𝑥 − ∆ 𝑥 +𝑎 0 ∆𝑥− ∆𝑥
2 2 2 2 2
9 3
¿ 𝑎2 ∆ 𝑥 + 3 𝑎 0 ∆ 𝑥 (𝑖 )
4
27 9 3
At 𝑦 𝑖=− 𝑎 3 ∆ 𝑥 3 + 𝑎 2 ∆ 𝑥 2 − ∆ 𝑥 𝑎1 + 𝑎0 (ii)
8 4 2
1 3 1 2 1
At 𝑦 𝑖+1 =− 𝑎 3 ∆ 𝑥 + 𝑎2 ∆ 𝑥 − ∆ 𝑥 𝑎 1+ 𝑎 0 (iii)
8 4 2
1 1 1
At 𝑦 𝑖+ 2= 𝑎3 ∆ 𝑥 3 + 𝑎 2 ∆ 𝑥2 + ∆ 𝑥 𝑎 1+ 𝑎 0 (iv )
8 4 2

27 9 3
At 𝑦 𝑖+ 3= 𝑎 3 ∆ 𝑥 3 + 𝑎2 ∆ 𝑥 2+ ∆ 𝑥 𝑎1 +𝑎 0 ( v )
8 4 2

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 16
Basis of Simpson’s 3/8 rule
( 𝑖𝑖 ) +(𝑣 )
27 9 3 27 9 3
𝑦 𝑖 + 𝑦 𝑖 +3 =− 𝑎 3 ∆ 𝑥3 + 𝑎 2 ∆ 𝑥 2 − ∆ 𝑥 𝑎1 +𝑎 0 + 𝑎 3 ∆ 𝑥 3 + 𝑎2 ∆ 𝑥 2+ ∆ 𝑥 𝑎1 +𝑎 0
8 4 2 8 4 2

9 2 9 2 9 2 9 2
¿ 𝑎2 ∆ 𝑥 + 𝑎 0+ 𝑎 2 ∆ 𝑥 +𝑎 0 = 2 𝑎 2 ∆ 𝑥 +2 𝑎 0= 𝑎2 ∆ 𝑥 +2 𝑎 0
4 4 4 2

∴ 9 𝑎 2 ∆ 𝑥2 + 4 𝑎 0 =2 𝑦 𝑖 + 2 𝑦 𝑖+ 3 (𝑣𝑖)

( 𝑖𝑖𝑖 ) +(𝑖𝑣 )
1 1 1 1 1 1
𝑦 𝑖+1 + 𝑦 𝑖 +2=− 𝑎 3 ∆ 𝑥 3+ 𝑎 2 ∆ 𝑥 2 − ∆ 𝑥 𝑎 1 +𝑎 0 + 𝑎 3 ∆ 𝑥 3 + 𝑎2 ∆ 𝑥 2+ ∆ 𝑥 𝑎 1+ 𝑎 0
8 4 2 8 4 2
1 2 1 2 1 2 1 2
𝑦 𝑖+1 + 𝑦 𝑖 +2= 𝑎2 ∆ 𝑥 + 𝑎 0 + 𝑎 2 ∆ 𝑥 +𝑎 0 = 2 𝑎 2 ∆ 𝑥 +2 𝑎 0= 𝑎 2 ∆ 𝑥 + 𝑎 0
4 4 4 2

2
∴ 𝑎2 ∆ 𝑥 + 4 𝑎 0 =2 𝑦 𝑖 +1 + 2 𝑦 𝑖 + 2 (𝑣𝑖𝑖 )

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 17
Basis of Simpson’s 3/8 rule
( 𝑣𝑖 ) −(𝑣𝑖𝑖)

9 𝑎2 ∆ 𝑥2 + 4 𝑎0 − 𝑎2 ∆ 𝑥 2 − 4 𝑎0 =2 𝑦 𝑖 + 2 𝑦 𝑖 +3 − 2 𝑦 𝑖 +1 − 2 𝑦 𝑖 +2
2
8 𝑎2 ∆ 𝑥 =2 𝑦 𝑖 + 2 𝑦 𝑖 +3 −2 𝑦 𝑖 +1 − 2 𝑦 𝑖 +2

𝑦 𝑖 + 𝑦 𝑖 +3 − 𝑦 𝑖 +1 − 𝑦 𝑖 +2
𝑎 2= 2
( 𝑣𝑖𝑖𝑖)
4∆ 𝑥

Substituting Eq. in Eq. (

𝑦 𝑖 + 𝑦 𝑖 +3 − 𝑦 𝑖 +1 − 𝑦 𝑖+ 2 2
2
∆ 𝑥 + 4 𝑎0 =2 𝑦 𝑖 +1 +2 𝑦 𝑖 +2
4∆𝑥

𝑦 𝑖 + 𝑦 𝑖+ 3 − 𝑦 𝑖 +1 − 𝑦 𝑖 +2 8 𝑦 𝑖+1 + 8 𝑦 𝑖 +2 − 𝑦 𝑖 − 𝑦 𝑖 +3 + 𝑦 𝑖+1 + 𝑦 𝑖 +2
4 𝑎 0= 2 𝑦 𝑖 +1+ 2 𝑦 𝑖 +2 − =
4 4

9 𝑦 𝑖+ 1+ 9 𝑦 𝑖 +2 − 𝑦 𝑖 − 𝑦 𝑖 +3
4 𝑎 0=
4
9 𝑦 𝑖+ 1+ 9 𝑦 𝑖 +2 − 𝑦 𝑖 − 𝑦 𝑖 +3
∴ 𝑎 0= (𝑖𝑥)
16

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 18
Basis of Simpson’s 3/8 rule
Substituting the values and in Eq.
Area

9 9 𝑦 𝑖+1 + 9 𝑦 𝑖 +2 − 𝑦 𝑖 − 𝑦 𝑖 +3
¿ ( 𝑦 ¿ ¿ 𝑖+ 𝑦 𝑖+ 3 − 𝑦 𝑖 +1 − 𝑦 𝑖 +2 ) ∆ 𝑥 +3 ∆𝑥¿
16 16

3
¿ ∆ 𝑥( 3 𝑦 𝑖 + 3 𝑦 𝑖 +3 −3 𝑦 𝑖+1 −3 𝑦 𝑖 +2+ 9 𝑦 𝑖 +1 +9 𝑦 𝑖+ 2 − 𝑦 𝑖 − 𝑦 𝑖+ 3)
16

3
¿ ∆ 𝑥( 2 𝑦 𝑖 +6 𝑦 𝑖 +1+ 6 𝑦 𝑖 +2 + 2 𝑦 𝑖+ 3)
16

3 Here
¿ ∆ 𝑥( 𝑦 𝑖 + 3 𝑦 𝑖 +1 +3 𝑦 𝑖+2 + 𝑦 𝑖 +3 )
8
3 3 𝑏− 𝑎
∴ 𝐼= ∆ 𝑥 ( 𝑦 𝑖 +3 𝑦 𝑖+ 1+ 3 𝑦 𝑖 +2 + 𝑦 𝑖+ 3 )= ( 𝑦 𝑖 +3 𝑦 𝑖+ 1+ 3 𝑦 𝑖 +2 + 𝑦 𝑖+ 3 )
8 8 3
1
∴ 𝐼= (𝑏 − 𝑎) ( 𝑦 𝑖 +3 𝑦 𝑖 +1 +3 𝑦 𝑖 +2+ 𝑦 𝑖 +3 )
8

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 19
Multi segment Simpson’s 3/8 rule
• The accuracy of single application of Simpson’s 3/8th rule can be improved by
dividing the interval into number of strips of equal width.
• Since four points are needed for defining a quadratic polynomial, the Simpson’s 1/3
method is applied to three adjacent subinterval at a time.
• The whole interval has to be divided into a number of subintervals that is divisible
by 3.

• Suppose we have equally spaced


points, with number of strips of
equal width. The step size, is
computed as:

𝑏 −𝑎 𝑥 𝑛 − 𝑥 0
h= =
𝑛 𝑛

• Here and are designated as and ,


𝑥𝑛
𝑏
respectively
∫ 𝑓 ( 𝑥 ) 𝑑𝑥=∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎 𝑥𝑖

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 20
Multi segment Simpson’s 3/8 rule
𝑏 𝑥3 𝑥6 𝑥 𝑛− 3 𝑥𝑛

∫ 𝑓 ( 𝑥 ) 𝑑𝑥=∫ 𝑓 ( 𝑥 ) 𝑑𝑥+∫ 𝑓 ( 𝑥 ) 𝑑𝑥 +… … … … … … ..+ ∫ 𝑓 ( 𝑥 ) 𝑑𝑥+ ∫ 𝑓 ( 𝑥 ) 𝑑𝑥


𝑎 𝑥0 𝑥3 𝑥 𝑛− 6 𝑥 𝑛− 3

Applying Simpson’s 3/8th rule for each interval

…+ ( 𝑥𝑛 −6 − 𝑥 𝑛 −3 ) [ 𝑓 ( 𝑥 𝑛 −6 ) +3 𝑓 ( 𝑥𝑛 −5 ) + 3 𝑓 ( 𝑥 𝑛 − 4 ) + 𝑓 ( 𝑥𝑛 − 3 )
8 ]
Since

…+ 3 h [
𝑓 ( 𝑥𝑛− 6 ) + 3 𝑓 ( 𝑥 𝑛− 5 ) +3 𝑓 ( 𝑥 𝑛−4 ) + 𝑓 ( 𝑥 𝑛 −3 )
8 ] [
+3 h
𝑓 ( 𝑥𝑛 −3 ) + 3 𝑓 ( 𝑥 𝑛− 2 ) +3 𝑓 ( 𝑥𝑛 −1 ) + 𝑓 ( 𝑥 𝑛 )
8

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 21
Multi segment Simpson’s 3/8 rule

…+ 3 h [
𝑓 ( 𝑥𝑛− 6 ) + 3 𝑓 ( 𝑥 𝑛− 5 ) +3 𝑓 ( 𝑥 𝑛−4 ) + 𝑓 ( 𝑥 𝑛 −3 )
8 ] [
+3 h
𝑓 ( 𝑥𝑛 −3 ) + 3 𝑓 ( 𝑥 𝑛− 2 ) +3 𝑓 ( 𝑥𝑛 −1 ) + 𝑓 ( 𝑥 𝑛 )
8

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 22
Multi segment Simpson’s 3/8 rule

𝑏 − 𝑎 𝑥𝑛− 𝑥0
[ ∴ h= = ]
𝑛 𝑛

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 23
Simpson’s 3/8 Rule - Example
Evaluate the following integral, using (i) single application of Simpson’s 3/8 rule
𝜋/ 2

∫ ¿ ¿
0
True value=

(ii) Single application of Simpson’s 3/8 rule


𝜋
−0
𝜋
𝑎= 0 ; 𝑏= ; 𝑛=3 ; h=
2
𝑏 −𝑎
3
=
2
3
𝜋
= 𝑏=
6
; 𝜋 / 2 ; 𝑓 ( 𝑏 )= 𝑓 ( )=¿
𝜋
2
0
9 8.5981 7.5 6 𝑓 ( 𝑎 )= 𝑓 ( 0 )=(6+ 3 ×cos ( 0 ) )=9

∴ 𝐼=
1
8
( 𝑏− 𝑎 ) ( 𝑦 𝑖 + 3 𝑦 𝑖 +1 +3 𝑦 𝑖+ 2+ 𝑦 𝑖 +3 ) =
1
8 ( 𝜋
2 )
− 0 × (9+ 3 × 8.5981+3 × 7.5+6)

¿ 12.4278

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 24
Simpson’s 3/8 Rule - Example
Evaluate the following integral, using single application of Simpson’s 3/8 rule
3

∫ (1 −𝑒−2 𝑥 ) 𝑑𝑥 True value=


0

(ii) Single application of Simpson’s 3/8 rule


− 2× 0
𝑏− 𝑎 3− 0
𝑎=0 ; 𝑓 ( 𝑎 ) = 𝑓 ( 0 ) =(1 −𝑒 )=0
𝑎=0 ; 𝑏=3 ; 𝑛=3 ; h= = =1
3 3 𝑏=3 ; 𝑓 ( 𝑏 ) = 𝑓 ( 3 )=(1 −𝑒
−2 × 3
)=0.997
0
0 0.8647 0.9817 0.9975

1
∴ 𝐼= ( 𝑏− 𝑎 ) ( 𝑦 𝑖 + 3 𝑦 𝑖 +1 +3 𝑦 𝑖+ 2+ 𝑦 𝑖 +3 )
8

1
¿ ( 3 −0 ) ×(0 +3 × 0.8647+3 × 0.9817+ 0.9975)
8

¿ 2.4513

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 25
Simpson’s 3/8 Rule - Example
Evaluate the following integral, using Simpson’s 3/8 rule
1 2 ×1
∫ 14 2𝑥
𝑑𝑥 True value= 𝑏=3 ; 𝑓 ( 𝑏 ) = 𝑓 ( 3 )=14 =1
0
2 ×0
𝑎=0 ; 𝑓 ( 𝑎 ) = 𝑓 ( 0 ) =(14 )=1
𝑏 − 𝑎 1− 0 1
𝑎=0 ; 𝑏=1; 𝑛=3 ; h= = =
3 3 3
0
1 5.8088 33.742 196

1
∴ 𝐼= ( 𝑏− 𝑎 ) ( 𝑦 𝑖 + 3 𝑦 𝑖 +1 +3 𝑦 𝑖+ 2+ 𝑦 𝑖 +3 )
8

1
¿ ( 1− 0 ) ×(1+3 ×5.8088+ 3 ×33.742+196 )
8

¿ 39.4565

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 26
Simpson’s 3/8 Rule - Example
The function is given in the following tabulated form. Compute using composite Simpson’s 3/8
rule; n=6

0 1 2 3 4 5 6

I=

=3.1162

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 27
Simpson’s 3/8 Rule - Example
The equation of a circle with a radius of 1 (unit circle) is given by and its area is . Consequently:

Evaluate the integral using composite Simpson’s 3/8 method with n=9

𝑏 −𝑎 1−(−1) 2
𝑎=− 1 ; 𝑏=1 ; 𝑛=9 ; h= = =
𝑛 9 9

0 1 2 3
-1 -0.7778 -0.5556 -0.3333
0 0.6285 0.8315 0.9428

4 5 6 7 8 9
-0.1111 0.1111 0.3333 0.5556 0.7778 1

0.9938 0.9938 0.9428 0.8315 0.6285 0

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 28
Simpson’s 3/8 Rule - Example
0 1 2 3
-1 -0.7778 -0.5556 -0.3333
0 0.6285 0.8315 0.9428
4 5 6 7 8 9
-0.1111 0.1111 0.3333 0.5556 0.7778 1

0.9938 0.9938 0.9428 0.8315 0.6285 0

I=

=1.5411

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 29
Integration with unequal segments
• All formulas for numerical integration have been based on
equally spaced data points.
• Simpson’s 1/3 method is only valid for an even number of
subintervals, where as Simpson’s 3/8 method is only valid for a
number of subinterval that is divisible by 3.

In practice, there are many situations where this assumption


does not hold and we may deal with unequal-sized segments.
For example, experimentally derived data are often of this type.

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 30
Integration with unequal segments
The function can be used to generate the following table of unequally spaced data:

Evaluate the integral from using: (i) the trapezoidal rule, (ii) a combination of the
trapezoidal and Simpson’s rule

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 31
Integration with unequal segments
The work produced by a constant temperature, pressure-volume thermodynamic
process can be computed as:

where is work, is pressure, and is volume. Using a combination of the trapezoidal


rule, Simpson’s 1/3 rule and Simpson’s 3/8 rule, use the following data to compute the
work in kJ (kJ=kN.m)

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 32
Integration with unequal segments
Determine the distance traveled for the following data:

Use: (a) Trapezoidal rule, (b) the best combination of the trapezoidal, and Simpson’s
rule.

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 33
Conclusion

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 34
Courtesy

Dr. Md. Shahnewaz Bhuiyan


Associate Professor
Department of Mechanical and Production Engineering
Ahsanullah University of Science and Technology

L-2, T-2, Dept. MPE Math 2207: Numerical Analysis and Statistics 35

You might also like