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Integration

This document discusses numerical integration techniques including the Trapezoidal rule, Simpson's rule, midpoint rule, composite rules, Romberg integration, and Gaussian quadrature. It provides 5 exercises to approximate definite integrals using these various methods and to determine parameters like the number of intervals needed or Gaussian quadrature points to achieve a given accuracy. The final exercise uses Gaussian quadrature with 2 points to evaluate 4 integrals.

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2K views3 pages

Integration

This document discusses numerical integration techniques including the Trapezoidal rule, Simpson's rule, midpoint rule, composite rules, Romberg integration, and Gaussian quadrature. It provides 5 exercises to approximate definite integrals using these various methods and to determine parameters like the number of intervals needed or Gaussian quadrature points to achieve a given accuracy. The final exercise uses Gaussian quadrature with 2 points to evaluate 4 integrals.

Uploaded by

saurab01
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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6CCM359A: Numerical Integration

Many of these exercises are intended to be done with pen and paper (and calculator), so try NOT to use Excel unless many iterations are required. Theorems and proofs 1. Show that the formula for the Trapezoidal rule is given by
b

f (x)dx =
a

h3 h [f (x0 ) + f (x1 )] f () 2 12 Introduction

2. Consider the general expression for the closed and open Newton-Cotes formulas and nd particular formulas for n = 1, 2, 3, 4 and n = 0, 1, 2, 3, respectively. 3. Approximate the integrals below using the Trapezoidal, Simpsons and Midpoint rules. Find an error bound using the error formulas and compare this to the actual error. (I)
1

x4 dx
0.5

(II)
/4

x sin(x) dx
0

(III)
/4

e3x sin(2x) dx
0

(IV)
1

x2 ex dx
0

(V)
e+1 e

1 dx xln(x)

4. The quadrature formulas below are exact for all polynomials of degree less than or equal to 2. Determine c0 , c1 , and c2 . (I)
1

f (x)dx = c0 f (1) + c1 f (0) + c2 f (1)


1

(II)
2

f (x)dx = c0 f (0) + c1 f (1) + c2 f (2)


0

Composite Numerical Integration 5. Use the composite Trapezoidal rule and the composite Simpsons rule for n = 6 to approximate the following integrals: (I)
1

x4 dx
0.5

(II)
/4

x sin(x) dx
0

(III)
/4

e3x sin(2x) dx
0

(IV)
1

x2 ex dx
0

(V)
e+1 e

1 dx xln(x)

6. Determine the values of n and h required to approximate the list of integrals below to within 104 and using Composite Trapezoidal, Simpsons and Midpoint rules: (I)
2

e2x sin(3x) dx
0

(II)
0

x2 cos(x) dx Romberg Integration 7. Use Romberg integration to compute R3,3 for the following integrals: (I)
1

x4 dx
0.5

(II)
/4

x sin(x) dx
0

(III)
/4

e3x sin(2x) dx
0

(IV)
1

x2 ex dx
0

(V)
e+1 e

1 dx xln(x)

Gaussian Quadrature 8. Use Gaussian quadrature with n = 2 to approximate the following integrals and compare the results to the exact values. (I)
1.5

x2 ln(x) dx
1

(II)
1

x2 ex dx
0

(III)
0.35 0

x2

2 dx 4

(IV)
/4

x2 sin(x) dx
0

IPC30 September 2010

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