Numerical Integration Applications

Week 1: Numerical Integration and Applications

Numerical Integration Rules

Trapezoidal Rule:
b

∫ f ( x ) dx=[ f ( a 0 )+ 2 f ( a1 ) +…+ 2 f ( an−1 ) + f ( an ) ] ∆2x where an equals

a
the endpoints of the subintervals defined by (b-a)/n.

Simpson’s Rule
b

∫ f ( x ) dx=[ y 0+ 4 y 1 +2 y 2+ 4 y 3 +2 y 4 …+2 y n−2+ 4 y n −1 + y n ] h3

a
Where an are endpoints and xn are midpoints of
subintervals defined by (b-a)/n = h

A Evaluating a definite integral using the Trapezoidal Rule

2
Example 1: Approximate the value of ∫ x √ x dx, where n = 4
0

First, find Δx.

∆x = (b-a)/n = (2-0)/4 = .5

Second, use Δx to define the n subintervals

Sub Interval 1 = [0, .5]
Sub Interval 2 = [.5, 1]
Sub Interval 3 = [1, 1.5]
Sub Interval 4 = [1.5, 2]

Third, Now that we have the subintervals, each endpoint becomes an a value.
Endpoint a0 = 0
Endpoint a1= .5
Endpoint a2 = 1
Endpoint a3 = 1.5
Endpoint a4 = 2

Fourth, plug each a value into f(x) to generate the values needed for the trapezoidal rule.
F(0) = 0
F(.5)=.3536
F(1) = 1
F(1.5)= 1.8371
F(2) = 2.8284

Finally, plug into the trapezoidal rule formula.

2

∫ x √ x dx=[0+2 ( .3536 )+ 2 ( 1 ) +2 ( 1.8371 )+ 2.8284] .52 =2.30245

0

Actual value from calculator = 2.2627416

B Evaluating a definite integral using Simpson’s Rule

3
1
Example 2: Approximate the value of ∫ dx where n = 4
1 x

First, Find h.
h= (b-a)/4 = (3-1)/4 = .5

Second, use h to define the n subintervals

Sub Interval 1 = [1, 1.5]
Sub Interval 2 = [1.5, 2]
Sub Interval 3 = [2, 2.5]
Sub Interval 4 = [2.5, 3]

Third, use each endpoint as an x value.

X0 = 1
X1 = 1.5
X2 = 2
X3 = 2.5
X4 = 3

Fourth, plug each x value into f(x) to determine the y values needed in the formula
1
y 0= =1
1
1
y 1= =.6667
1.5
1
y 2= =.5
2
 1
y 3= =.4
2.5
1
y 4 = =.3333
3

Finally, plug each y value into Simpson’s rule.

3

∫ 1x dx=[1+ 4 ( .6667 ) +2 ( .5 ) +4 ( .4 ) +.3333] .53 =1.100016667

1

Actual Value from calculator = 1.0986123

C Applications

Example 3: The voltage in a certain circuit is given by V  4 cos(2 t ) . A voltmeter does

not indicate the amplitude. Instead the voltmeter reads the root-mean-square (rms), the
square root of
the average value of the square of the voltage over one cycle. That is
b

  f ( x) 
2
rms  1
ba dx
a
. Find the root – mean – square value of the voltage in volts over
the interval [0.5, 4.5]

a = 0.5 and b = 4.5

4.5
Plugging into the formula we have rms =
√ 1
∫
4.5−5 0.5
[ 4 cos ⁡(2 πt) ]
2

Now, we have to evaluate this out

4.5 4.5 4.5

rms=
4.5
√ 1
∫
4 0.5
16 cos 2 ( 2 πt ) dt =
1
4 √ 2
√
∗16 ∫ cos 2 ( 2 πt ) dt = 4 ∫ cos ( 2 πt ) dt = 2
0.5 0.5

√∫ 0.5
cos 2 (2 πt ) dt

1+cos (4 πt)
cos 2 ( 2 πt )=
2

4.5

rms=2

-
√ ∫
.5
1+cos ⁡(4 πt)
2
4.5 1 1 1
1+ cos ⁡(4 πt) t+ sin ⁡( 4 πt) 4.5+ sin ⁡(4 π 4.5) .5+ sin ⁡(4 π .5)
∫ = 4π 4.5 = 4π - 4π =
2 ¿.5
.5 2 2 2
1 1 1 1
4.5+ sin ⁡(18 π) .5+ sin ⁡(2 π ) 4.5+ (0) .5+ (0) 4.5 .5 4
4π - 4π = 4π - 4π = - = =2
2 2 2
2 2 2 2

rms=2 √ 2=2.828 Volts

Example 4: The current i (in A) in an electric circuit as a function of time t (in s) is

given by i=4 t 2+7 . Find an expression for the electric charge q (in C) that passes a point
in the circuit as a function of t. If q = 0 C when t = 0 s, determine the total charge that
passes the point in 2.0 s.

q=∫ i dt

2
So, q=∫ 4 t +7 dt

4
q= t 3+7 t +C
3

We know that q(0) = 0

4
0= 03 +7( 0)+C
3
0=C

4
q= t 3+7 t
3

Finally, we can determine the total charge at t= 2 s by plugging 2 into the q function.

4
q ( 2 ) = ( 2 )3 +7 ( 2 ) =24.667
3

Example 5: The Voltage across a 5.0-µF capacitor is zero. What is the Voltage after
20ms if a current of 75mA charges the capacitor?

Since the current is 75mA we know that i = 0.075 A = 7.5 X 10-2 A

Also, 5.0-µF = 5.0 X 10-6 F

1
V c= idt
C∫
 1 −2 7.5 X 10−2 4 4
V c= −6 ∫ ( 7.5 X 10 ) dt = −6 ∫
dt =1.5 X 10 ∫ dt =( 1.5 X 10 ) t+ C
5.0 X 10 5.0 X 10

We know that V(0) = 0, which means that C = 0

Note that 20ms = 20 X 10-3 s

V c ( 20 )=( 1.5 X 104 )( 20 X 10−3 )=300 V