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Δ x = b−a n: Numerical Integration

The document discusses numerical integration techniques including: 1) The trapezoidal rule approximates the area under a curve using trapezoids instead of rectangles, with the integral approximated as the sum of the areas of trapezoids formed by the partition points and function values. 2) Improper integrals can be used to find the area under curves over infinite regions by taking the limit of the area as the bounded region extends to infinity, such as the area under y=e-x/2 from 0 to infinity being equal to 2. 3) Formulas are provided for computing improper integrals over regions from negative to positive infinity or over the entire real number line.

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Titin Evania Manalu
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60 views2 pages

Δ x = b−a n: Numerical Integration

The document discusses numerical integration techniques including: 1) The trapezoidal rule approximates the area under a curve using trapezoids instead of rectangles, with the integral approximated as the sum of the areas of trapezoids formed by the partition points and function values. 2) Improper integrals can be used to find the area under curves over infinite regions by taking the limit of the area as the bounded region extends to infinity, such as the area under y=e-x/2 from 0 to infinity being equal to 2. 3) Formulas are provided for computing improper integrals over regions from negative to positive infinity or over the entire real number line.

Uploaded by

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

The trapezoidal rule for the value of deninite integral is based on approximating the region
between a curve and the x-axis with trapezoids instead of rectangels.
b−a
Δx =
The length n is callled the step size or mesh size. The area of the trapezoid that i-

y i−1 + y i Δx
th subinterval is
Δx ( 2 )
= ( y +y )
2 i−1 1
xxxxxxxxxxxPICTURExxxxxxxxxxxxxxxxxxxxxx
-To trapezoidal Rule :
b
∆x
∫ f ( x)dx, 2
To approximate a use T = (y0, 2y1, ... , 2yn-1, yn)
The y’s are values of f at the partition points
b−a
Δx =
X0 = a, x1 = a + ∆x, x2 = a + 2∆x, ... , xn-1 = a + (n-1) ∆x, xn = b, where n

Improper Integrals
xxxxxxxxxxxxxCURVEXXXXXXXXXXXXXXXXXXX
Consider the infinite region that lies under the curve y = e -x/2 in the first quadrant. Yaou might
think this region has infinite area, but we will seee that the natural value to assign is finite.
Here is how to assign a value to the area. First find the area A(b) of the portion of the region

b b
− x/2
∫e dx=∫−2 e x /2 =−2 e−b/2 +2
that is bounded on the right by x=b , A(b) = 0 0

Then find the limit of A(b) as b → ∞


−b
(
lim A ( b )= lim −2 e 2 +2 =2 )
n→∞ n→ ∞

The value we assign to the area under the curve from 0 to ∞ is


∞ −x

∫ e−x/ 2 dx=¿ lim e ( 2 )


dx+ 2 =2 ¿
0 b →∞

∞ b

If f(x) is continuous on [a, ∞), then ∫ f ( x ) =lim ∫ f ( x ) dx


a b →∞ a
b b

If f(x) is continuous on (-∞, b], then ∫ f ( x ) =alim


→−∞
∫ f ( x ) dx
−∞ a

∞ c ∞
If f(x) is continuous on (-∞, ∞], then ∫ f ( x ) =∫ f ( x ) dx +¿∫ f ( x ) dx ¿a
−∞ −∞ c

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