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    Numerical Integration

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    Glory Usoro
    The document discusses numerical integration techniques, specifically the trapezoidal rule and Simpson's rule. The trapezoidal rule approximates the area under a curve as the area of a trapezoid defined by the function values at the endpoints. Simpson's rule uses higher order polynomials (parabolas or cubics) to connect points and better approximate the curved area. The document provides formulas for calculating integrals using these rules, including examples calculating specific integrals numerically. It also discusses using the fourth order Runge-Kutta method to numerically solve ordinary differential equations.

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    © All Rights Reserved
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    Numerical Integration

    Uploaded by

    Glory Usoro
    57 views10 pages
    The document discusses numerical integration techniques, specifically the trapezoidal rule and Simpson's rule. The trapezoidal rule approximates the area under a curve as the area of a trapezoid defined by the function values at the endpoints. Simpson's rule uses higher order polynomials (parabolas or cubics) to connect points and better approximate the curved area. The document provides formulas for calculating integrals using these rules, including examples calculating specific integrals numerically. It also discusses using the fourth order Runge-Kutta method to numerically solve ordinary differential equations.

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    NUMERICAL INTEGRATION

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    The document discusses numerical integration techniques, specifically the trapezoidal rule and Simpson's rule. The trapezoidal rule approximates the area under a curve as the area of a trapezoid defined by the function values at the endpoints. Simpson's rule uses higher order polynomials (parabolas or cubics) to connect points and better approximate the curved area. The document provides formulas for calculating integrals using these rules, including examples calculating specific integrals numerically. It also discusses using the fourth order Runge-Kutta method to numerically solve ordinary differential equations.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    57 views10 pages

    Numerical Integration

    Uploaded by

    Glory Usoro
    The document discusses numerical integration techniques, specifically the trapezoidal rule and Simpson's rule. The trapezoidal rule approximates the area under a curve as the area of a trapezoid defined by the function values at the endpoints. Simpson's rule uses higher order polynomials (parabolas or cubics) to connect points and better approximate the curved area. The document provides formulas for calculating integrals using these rules, including examples calculating specific integrals numerically. It also discusses using the fourth order Runge-Kutta method to numerically solve ordinary differential equations.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 10

    NUMERICAL INTEGRATION: Trapezoidal rule

    Numerical integration simply means the numerical evaluation of


    𝒃
    integrals 𝑰 = ∫𝒂 𝒇(𝒙)𝒅𝒙
    Where a and b are given and f(x) is a function given analytically
    by a formula or empirically by a table of values. We can represent
    geometrically, I as the area under the curve of f(x) between a and
    b as shown

    Fig 1. Graphical depiction of the trapezoidal rule.

    Geometrically, the trapezoidal rule is equivalent to approximating


    the area of the trapezoid under the straight line connecting f (a)
    and f (b) in fig 1. Recall from geometry that the formula for
    computing the area of a trapezoid is the height times the average
    of the bases (Fig2a). In our case, the concept is the same but the
    trapezoid is on its side (Fig.2b). Therefore, the integral estimate can
    be represented as
    I ∼= width × average height
    (a) The formula for computing the area of a trapezoid: height times
    the average of the bases.
    (b) For the trapezoidal rule, the concept is the same but the
    trapezoid is on its side

    or
    I ∼= (b − a) × average height
    where, for the trapezoidal rule, the average height is the average
    of the function values at
    the end points, or [ f (a) + f (b)]/2.
    Generally;
    Trapezoidal rule is given as
    𝒙𝟎 +𝒏𝒉
    𝒉
    𝑰=∫ 𝒇(𝒙)𝒅𝒙 = [(𝒚𝟎 + 𝒚𝒏 ) + 𝟐(𝒚𝟏 + 𝒚𝟐 + ⋯ + 𝒚𝒏−𝟏 )]
    𝒙𝟎 𝟐

    𝒃
    RULES FOR EVALUATING ∫𝒂 𝒇(𝒙)𝒅𝒙 USING
    TRAPEZOIDAL RULE OR SIMPSON’S RULE
    𝒃
    1. Compare the given definite integral, say I, with ∫𝒂 𝒇(𝒙)𝒅𝒙 to
    get the values of f(x) and limits a, b,
    𝒃−𝒂
    2. Compute h= , where n denotes the number of sub-intervals
    𝒏
    for the problem.
    3. Find the values of y=f(x), corresponding to 𝒙𝟎 = 𝒂, 𝒙𝟏 = 𝒂 +
    𝒉, 𝒙𝟐 = 𝒙𝟎 + 𝟐𝒉, … . , 𝒙𝒏 = 𝒙𝟎 + 𝒏𝒉 =
    𝒃 𝒂𝒏𝒅 𝒅𝒆𝒏𝒐𝒕𝒆 𝒕𝒉𝒆𝒔𝒆 𝒗𝒂𝒍𝒖𝒆𝒔 𝒂𝒔 𝒚𝟎 , 𝒚𝟏 , 𝒚𝟐 , … . . , 𝒚𝒏. .
    4. Apply the specified rule to calculate I (either Trapezoidal rule
    or Simpson’s rule).
    By trapezoidal rule, we have

    𝒙𝟎 +𝒏𝒉
    𝒉
    𝑰=∫ 𝒇(𝒙)𝒅𝒙 = [(𝒚𝟎 + 𝒚𝒏 ) + 𝟐(𝒚𝟏 + 𝒚𝟐 + ⋯ + 𝒚𝒏−𝟏 )]
    𝒙𝟎 𝟐

    𝟏
    Example: Use Trapezoidal Rule to evaluate ∫𝟎 𝒙𝟑 𝒅𝒙 considering 5
    subintervals.

    𝟏
    Sol. Let 𝑰 = ∫𝟎 𝒙𝟑 𝒅𝒙.

    h=0.2, f(x) = 𝒙𝟑

    Trapezoidal rule is given by


    𝒉
    𝑰 = [(𝒚𝟎 + 𝒚𝒏 ) + 𝟐(𝒚𝟏 + 𝒚𝟐 + ⋯ + 𝒚𝒏−𝟏 )]
    𝟐

    Putting the values in the above equation, we have

    𝟏
    𝑰 = ∫ 𝒙𝟑 𝒅𝒙
    𝟎
    𝟎. 𝟐
    = [(𝟎 + 𝟏) + 𝟐(𝟎. 𝟎𝟎𝟖 + 𝟎. 𝟎𝟔𝟒 + 𝟎. 𝟐𝟏𝟔
    𝟐
    + 𝟎. 𝟓𝟏𝟐)]

    x 0 0.2 0.4 0.6 0.8 1.0


    y=f(x) 𝒚𝟎 𝒚𝟏 =0.008 𝒚𝟐 =0.064 𝒚𝟑 =0.216 𝒚𝟒 =0.512 𝒚𝟓 =1
    =𝟎
    =0.26

    NUMERICAL INTEGRATION: Simpson’s rule


    Another way to obtain a more accurate estimate of an integral is to
    use higher-order polynomials to connect the points. For example,
    if there is an extra point midway between f (a) and f (b), the three
    points can be connected with a parabola (Fig. 3a). If there are two
    points equally spaced between f (a) and f (b), the four points can be
    connected with a third-order polynomial (Fig.3b). The formulas
    that result from taking the integrals under these polynomials are
    called Simpson’s rules.
    (a) Graphical depiction of Simpson’s 1/3 rule: It consists of taking
    the area under a parabola connecting three points. (b) Graphical
    depiction of Simpson’s 3/8 rule: It consists of taking the area under
    a cubic equation connecting four points.
    𝟏
    For Simpson’s rule, the following formula applies;
    𝟑
    𝒙𝟎 +𝒏𝒉
    ∫ 𝒇(𝒙)𝒅𝒙
    𝒙𝟎
    𝒉
    = [(𝒚𝟎 + 𝒚𝒏 ) + 𝟒(𝒚𝟏 + 𝒚𝟑 + ⋯ + 𝒚𝒏−𝟏 ) + 𝟐(𝒚𝟐 + 𝒚𝟒
    𝟑
    + ⋯ + 𝒚𝒏−𝟐 )]

    𝟏 𝒅𝒙 𝟏
    Example: Evaluate ∫𝟎
    𝟏+𝒙 𝟐 dx using Simpson’s
    𝟑
    rule taking h=0.25
    𝟏
    𝒅𝒙 𝒉
    𝑰=∫ = [(𝒚𝟎 + 𝒚𝟒 ) + 𝟒(𝒚𝟏 + 𝒚𝟐 ) + 𝟐𝒚𝟐 ]
    𝟎 𝟏 + 𝒙𝟐 𝟑
    𝟏
    f(x) = , h=0.25
    𝟏+𝒙𝟐

    x 0 0.25 0.50 0.75 1.00


    y =f(x) 𝒚𝒐 =1 𝒚𝟏 =0.9412 𝒚𝟐 =0.8 𝒚𝟑 =0.64 𝒚𝟒 =0.5

    𝟏 𝒅𝒙 𝟎.𝟐𝟓
    𝑰 = ∫𝟎 = [(𝟏 + 𝟎. 𝟓) + 𝟒(𝟎. 𝟗𝟒𝟏𝟐 + 𝟎. 𝟔𝟒) + 𝟐 × 𝟎. 𝟖]
    𝟏+𝒙𝟐 𝟑

    = 0.7854

    CLASSWORK
    1. Given that
    x 4.0 4.2 4.4 4.6 4.8 5.0 5.2
    lo 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
    gx

    𝟓.𝟐
    Evaluate ∫𝟒 𝒍𝒐𝒈 𝒙 𝒅𝒙 by (i) Trapezoidal Rule (ii) Simpson’s
    𝟏
    Rule ANSWERS: (i) 1.82766 (ii)1.82785
    𝟑

    𝟒
    2. Evaluate ∫𝟎 𝒆𝒙 𝒃𝒚 𝑺𝒊𝒎𝒑𝒔𝒐𝒏′ 𝒔𝑹𝒖𝒍𝒆 𝒈𝒊𝒗𝒆𝒏 𝒕𝒉𝒂𝒕 𝒆 =
    𝟐. 𝟕𝟐, 𝒆𝟐 = 𝟕. 𝟑𝟗, 𝒆𝟑 = 𝟐𝟎. 𝟎𝟗, 𝒆𝟒 = 𝟓𝟒. 𝟔
    ANSWER:53.87
    3. A curve is drawn to pass through the points given by the
    following table:
    x 1 1.5 2 2.5 3.0 3.5 4.0
    y 2 2.4 2.7 2.8 3 2.6 2.1
    Estimate the area bounded by the curve, x-axis and the line x=1
    and x=4.

    ANSWER : Area= 7.78 square units

    4. The following table gives the velocity v of a particle at time t:


    t(seconds) 0 2 4 6 8 10 12
    v(m/sec) 4 6 16 34 60 94 136
    Find the distance moved by the particle in 12 secs.
    ANSWER: S= 552 m.
    𝝅⁄
    5. calculate ∫𝟎 𝟐 𝒆𝒔𝒊𝒏𝒙 𝒅𝒙 correct to four decimal places by
    Trapezoidal rule

    Numerical solution of ordinary differential equations:


    Fourth Order Runge-Kutta Method

    Runge-Kutta metthods are one-step methods and are widely used.


    Fourth order R-K method is most commonly used and is known
    as Runge-Kutta method only. We can increase the accuracy of
    Runge-Kutta method by taking higher order terms.
    The fourth order R-K method is given by the formula:

    Given the initial condition x=x0, y=y0, an ordinary differential


    𝒅𝒚
    equation = 𝒇(𝒙, 𝒚) can be evaluated. To obtain y1 i.e y0+1, we
    𝒅𝒙
    have

    𝒌𝟏 = 𝒉𝒇(𝒙𝟎 , 𝒚𝟎 )
    𝒉 𝒌𝟏
    𝒌𝟐 = 𝒉𝒇(𝒙𝟎 + , 𝒚𝟎 + )
    𝟐 𝟐
    𝒉 𝒌𝟐
    𝒌𝟑 = 𝒉𝒇(𝒙𝟎 + , 𝒚𝟎 + )
    𝟐 𝟐
    𝒌𝟒 = 𝒉𝒇(𝒙𝟎 + 𝒉, 𝒚𝟎 + 𝒌𝟑 )
    𝟏
    𝒌 = (𝒌𝟏 + 𝟐𝒌𝟐 + 𝟐𝒌𝟑 + 𝒌𝟒 )
    𝟔
    𝒅𝒚
    Example1. Solve the differential equation = 𝒙𝒚 𝒘𝒊𝒕𝒉 𝒚(𝟏) =
    𝒅𝒙
    𝟓 𝒇𝒐𝒓 𝒙 = 𝟏. 𝟏 𝒈𝒊𝒗𝒆𝒏 𝒕𝒉𝒂𝒕 𝒉 = 𝟎. 𝟏
    Sol.
    F(x,y)= xy
    𝒙𝟎 = 𝟏, 𝒚𝟎 = 𝟓, 𝒉 = 𝟎. 𝟏
    𝒌𝟏 = 𝒉 × 𝒇(𝒙𝟎 , 𝒚𝟎 ) = 𝟎. 𝟏 × 𝟓 = 𝟎. 𝟓
    𝒉 𝒌𝟏
    𝒌𝟐 = 𝒉 × 𝒇 (𝒙𝟎 + , 𝒚𝟎 + ) = 𝟎. 𝟏 × 𝒇(𝟏. 𝟎𝟓, 𝟐. 𝟕𝟓)
    𝟐 𝟐
    =0.1× 𝟏. 𝟎𝟓 × 𝟐. 𝟕𝟓 = 𝟎. 𝟐𝟖𝟖𝟕
    𝒉 𝒌
    𝒌𝟑 = 𝒉 × 𝒇(𝒙𝟎 + , 𝒚𝟎 + 𝟐) = 𝟎. 𝟏 × 𝒇(𝟏. 𝟎𝟓, 𝟐. 𝟔𝟒𝟒𝟑)
    𝟐 𝟐
    =0.1× 𝟏. 𝟎𝟓 × 𝟐. 𝟔𝟒𝟒𝟑=0.27765
    𝒌𝟒 = 𝒉 × 𝒇(𝒙𝟎 + 𝒉, 𝒚𝟎 + 𝒌𝟑 ) = 𝟎. 𝟏 × 𝒇(𝟏. 𝟏, 𝟓. 𝟐𝟕𝟕𝟔𝟓)
    = 𝟎. 𝟏 × 𝟏. 𝟎𝟓 × 𝟐. 𝟔𝟒𝟒𝟑 = 𝟎. 𝟐𝟕𝟕𝟔𝟓 = 𝟎. 𝟓𝟖𝟎𝟓𝟒
    𝟏
    𝒌 = (𝒌𝟏 + 𝟐𝒌𝟐 + 𝟐𝒌𝟑 + 𝒌𝟒 )
    𝟔
    𝟏
    = (𝟎. 𝟓 + 𝟐 × 𝟎. 𝟐𝟖𝟖𝟕 + 𝟐 × 𝟎. 𝟐𝟕𝟕𝟔𝟓 + 𝟎. 𝟓𝟖𝟎𝟓𝟒)
    𝟔
    =0.3688
    𝒚𝟏 = 𝒚𝟎 + 𝒌 = 𝟓 + 𝟎. 𝟑𝟔𝟖𝟖 = 𝟓. 𝟑𝟔𝟖𝟖

    𝒚𝟏 (𝟏. 𝟏) = 𝟓. 𝟑𝟔𝟖𝟖

    Example2. Using Runge-Kutta Method, solve = 𝒙𝒚 𝒇𝒐𝒓 𝒙 =


    𝟏. 𝟒. 𝒊𝒏𝒊𝒕𝒊𝒂𝒍𝒍𝒚 𝒙 = 𝟏, 𝒚 = 𝟐. 𝑻𝒂𝒌𝒆 𝒉 = 𝟎. 𝟐

    Example 3. Using R-k Method of order 4, find y(0.2) for the


    𝒅𝒚 𝒚−𝒛
    equation = , 𝒚(𝟎) = 𝟏, 𝒉 = 𝟎. 𝟐
    𝒅𝒙 𝒚+𝒙

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