Δ x = b−a n: Numerical Integration

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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
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-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
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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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