Numerical Methods

Numerical Integrations

by
Norhayati Rosli & Rozieana Khairuddin
Faculty of Industrial Sciences and Technology
[email protected] & [email protected]

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 Description

AIMS
This chapter is aimed to solve the integration of the given functions by using
numerical integration methods.

EXPECTED OUTCOMES

1. Students should be able to numerically integrate the integration by using

Trapezoidal rule and Simpson’s rule

REFERENCES

1. Norhayati Rosli, Nadirah Mohd Nasir, Mohd Zuki Salleh, Rozieana Khairuddin,
Nurfatihah Mohamad Hanafi, Noraziah Adzhar. Numerical Methods, Second
Edition, UMP, 2017 (Internal use)
2. Chapra, C. S. & Canale, R. P. Numerical Methods for Engineers, Sixth Edition,
McGraw–Hill, 2010.

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 Content

1 Introduction
2 Numerical Integration Methods
2.1 Trapezoidal Rule
2.2 Simpson’s Rule
2.2.1 Simpson’s 1/3rd Rule
2.2.2 Simpson’s 3/8 Rule
2.3 Simpson’s 1/3rd Rule and 3/8 Rule in Tandem

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 INTRODUCTION

Integration is a process of
measuring the area under a
function 𝑓(𝑥) which is plotted on a
graph
Graphical illustration of measuring
the area under the curve is
depicted in Figure 1.

Figure 1: Graphical illustration of

measuring the area under the curve

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 INTRODUCTION (Cont.)
b
Mathematically, the integration
I   f ( x)dx (1)
of 𝑓(𝑥) can be formulated as
a

Equation (1) represents the integral of the function 𝑓(𝑥) with respect to the
independent variable 𝑥, that is evaluated between the limits of 𝑥 = 𝑎 to
𝑥 = 𝑏.
Integration (1) in most of the cases cannot be solved analytically due to the
complexity form of the function, 𝑓 𝑥 .
Thus requires numerical integration methods to solve the integration (1).

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 INTRODUCTION (Cont.)
Numerical Integration Methods

Simpson’s Rule
2 Two Types 1 Trapezoidal Rule
of Methods

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS
Trapezoidal Rule

Trapezoidal rule is based on

approximating the integrand, 𝑓(𝑥) by
a first order polynomial.

Geometrically, it is equivalent to
approximate the area of the trapezoid
under the straight line connecting 𝑓(𝑎)
and 𝑓(𝑏) as indicated in Figure 2.
Figure 2: Graphical illustration of the
approximation of the integral via
Trapezoidal rule

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Single Trapezoidal rule: Formula

From Figure 2, the I  width  average height

estimated integral of
 f (a )  f (b) 
equation (1) can be =(b  a)    (2)
represented as  2 

Equation (2) can be written as:

h Single application of
I   f (a )  f (b)  Trapezoidal rule
2
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Example 1

 
Evaluate 1
sin 3 ( x)  1 dx
0
by using Trapezoidal rule.

Solution

b  1, a  0 and h  b  a  1  0  1.
1
0  sin 3
 
x  1 
dx 
1 0
2
 f  0   f 1 

 0.5 1  1.2633
 1.1317
Therefore, the numerical integration of Example 1 is 1.1317
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Composite Trapezoidal Rule

The accuracy of single application of Trapezoidal rule can be improved by

dividing the interval 𝑎, 𝑏 into a number of finer segments.
The integral for the entire intervals is computed by adding the areas of the
individual segment.
The method is known as Composite Trapezoidal rule.
The method is developed based on first order polynomial by dividing the
number of segments, 𝑛 into equally step size, ℎ.

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Graphical Representation of Composite Trapezoidal Rule

Figure 3: Graphical representation of the approximation of the integral by Composite

Trapezoidal rule
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Composite Trapezoidal rule: Formula

Suppose we have 𝑛 + 1 equally

b  a xn  x0
spaced points, 𝑥0 , 𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 with h 
𝑛 number of strips of equal width. n n
The step size, ℎ is computed as

The integration of equation (1) is written as

x1 x2 xn

I 
x0
f ( x)dx   f ( x)dx 
x1
 
xn1
f ( x)dx (3)

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Composite Trapezoidal rule: Formula

Substituting the single application trapezoidal rule into (3) yields

 f ( x0 )  f ( x1 )   f ( x1 )  f ( x2 )   f ( xn 1 )  f ( xn ) 
I  h   h    h  (4)
 2   2   2 

Grouping the terms of equation (4) gives

h  n 1

f  xn )  2 f ( xi )  
Composite
I   f ( x0 )  Trapezoidal
2  i 1  Rule Formula
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Example 2
Evaluate

 
1
sin 3 ( x)  1 dx
0
by using trapezoidal rule with 𝑛 = 10.

Solution
Composite trapezoidal rule is used, since the number of strips , 𝑛 > 1.

b  1, a  0, n  10
Step size, ℎ
Step 1 b  a 1 0
h   0.1
n 10

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

For each value of 𝑥, find 𝑓(𝑥)

𝑥 𝑓(𝑥)
0 1
0.1 1.0005
0.2 1.0039

Step 2 0.3 1.0128

0.4 1.0291
0.5 1.0537
0.6 1.0863
0.7 1.1258
0.8 1.1701
0.9 1.2168
1.0 1.2633 Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

Apply a composite trapezoidal rule formula

 
1
sin 3 ( x)  1 dx
0

Step 3

0.1
2
1  1.2633  2 1.0005  1.0039   1.2168  


0.1
2
 2.2633  2  9.7012  

 1.0833

Therefore, the numerical integration of Example 2 is 1.0833

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

Apply a composite trapezoidal rule formula

 
1
sin 3 ( x)  1 dx
0

Step 4

0.1
2
1  1.2633  2 1.0005  1.0039   1.2168  


0.1
2
 2.2633  2  9.7012  

 1.0833

Therefore, the numerical integration of Example 2 is 1.0833

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Simpson’s Rule

Higher order polynomial can be used to obtain more accurate estimate of

the integral. If there is a mid point in between 𝑓(𝑎) and 𝑓(𝑏), then
The three points can be connected with a second order polynomial
The four points can be connected with a third order polynomial
The numerical integration method that based on second and third order
polynomials are called Simpson’s rule.

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Simpson’s Rule

2 Two Types 1
Simpson’s 3/8 Rule Simpson’s 1/3rd Rule
of Methods

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Simpson’s 1/3rd Rule

Integrand is approximated by a second order polynomial

Three points are connected with a parabola
The integrand in equation (1) is substituted with a second order
interpolation polynomial of
b
I   f 2 ( x)dx
a

where 𝑓2 (𝑥) is second order Lagrange interpolation polynomial.

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Single Application Simpson’s 1/3rd Rule

Suppose 𝑎 = 𝑥0 and 𝑏 = 𝑥𝑛 , the integral of (1) can be written as

 ( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 ) 
I   f ( x0 )  f ( x1 )  f ( x2 )  dx (5)
 ( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 ) 

By integrating (5) and with some algebraic manipulation yields

h
I  f ( x0 )  4 f ( x1 )  f ( x2 ) Single application
3 Simpson’s 1/3rd rule

𝑏−𝑎
where ℎ = .
2

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
NUMERICAL INTEGRATION
METHODS (Cont.)
Composite Simpson’s 1/3rd Rule
The accuracy of single application of Simpson’s 1/3rd rule can be
improved by dividing the interval into 𝑛 number of strips of equal
width
The method is known as Composite Simpson’s 1/3rd rule.
The total integral can be expressed as
x2 x4 xn

I  f ( x) dx   f ( x) dx 
x0 x2
 
xn2
f ( x) dx (6)

The individual integral of (6) is substituted by single application of

Simpson’s 1/3rd rule such that
h
I  f ( x0 )  4 f ( x1 )  f ( x2 )    f ( x2 )  4 f ( x3 )  f ( x4 ) 
3
   f ( xn  2 )  4 f ( xn 1 )  f ( xn )   (7)
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Composite Simpson’s 1/3rd Rule (Cont.)

By combining and rearranging terms of equation (7) gives

h  n 1 n2
 Composite
I   f ( x0 )  f ( xn )  4  f ( xi )  2  f ( xi )   Simpson’s
3  i 1,3,5,.. i  2,4,6,..  1/3rd Rule

Note: The number of segments, 𝒏 should be an even number

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Example 3
Evaluate

 
1
sin 3 ( x)  1 dx
0
by using Simpson’s rule.

Solution
Single application of Simpson’s 1/3rd rule is used, since no information of step size or
number of strips is provided.

b  1, a  0, n  2
Step 1 1 0 Step size, ℎ
h  0.5
2

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

For each value of 𝑥, find 𝑓(𝑥)

Step 2 𝑥 𝑓(𝑥)
0 1.0
0.5 1.0537
1.0 1.2633

0.5
Step 3 I 1  4 1.0537   1.2633  1.0793
3 

Therefore, the numerical integration is 1.0793

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Example 3
Evaluate

 
1
sin 3 ( x)  1 dx
0
by using Simpson’s rule with 𝑛 = 10.

Solution
Single application of Simpson’s 1/3rd rule is used, since no information of step size or
number of strips is provided.

b  1, a  0, n  10
Step 1 1 0 Step size, ℎ
h  0.1
10

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)
For each value of 𝑥, find 𝑓(𝑥)
𝑛 𝑥 𝒇(𝒙𝟎 ), 𝒇(𝒙𝒏 ) 𝒇 𝒙𝒊𝒆𝒗𝒆𝒏 𝒇 𝒙𝒊𝒐𝒅𝒅

0 0 1
1 0.1 1.0005
2 0.2 1.0039
Step 2 3 0.3 1.0128
4 0.4 1.0291
5 0.5 1.0537
6 0.6 1.0863
7 0.7 1.1258
8 0.8 1.1701
9 0.9 1.2168
10 1.0 1.2633
Numerical Methods
Total 2.2633 4.2894 by Norhayati Rosli
5.4096
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

0.1
Step 3 I  2.2633  2  4.2894  4  5.4096    1.0827
3

Therefore, the numerical integration is 1.0827

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Simpson’s 3/8 Rule

Integrand is approximated by a third order Lagrange polynomial

Require four points of data with number of intervals 𝑛 = 3.
The integrand in equation (1) is substituted with a third order Lagrange
polynomial of
b
I   f3 ( x)dx
a

where 𝑓3 (𝑥) is third order Lagrange interpolation polynomial.

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
NUMERICAL INTEGRATION
METHODS (Cont.)
Composite Simpson’s 3/8 Rule Formula

3h
I  f  x0   3 f  x1   3 f  x2  f  x3  
8
Formula
ba
h
3

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Example 3
Evaluate

 
1
sin 3 ( x)  1 dx
0
by using Simpson’s 3/8 rule.

Solution
Three segments with four equally spaced points are required.

b  1, a  0, n  3
Step 1 1 0 1 Step size, ℎ
h 
3 3

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

For each value of 𝑥, find 𝑓(𝑥)

Step 2 𝑥 𝑓(𝑥)
0 1.0
1 1.0174
3
2 1.1120
3
1.0 1.2633

3  13 
Step 3 I 1  3 1.0174   3 1.1120   1.2633  1.0814
8
Therefore, the numerical integration is 1.0814
Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Simpson’s 1/3rd Rule and 3/8 Rule in Tandem

Simpson’s 3/8 rule is implemented

to approximate the integrand (1)
with 𝑛 = 3 and four number of
points.
Simpson’s 1/3rd rule is limited for
even number of segments.
To permit the computation of
integrand for odd number of
segments, Simpson’s 1/3rd and 3/8 Figure 4: Graphical representation of the
rule can be applied in tandem. approximation of the integral with odd
numbers of intervals by Simpson’s 1/3rd
and 3/8 rule.

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Example 3
Evaluate

 
1
sin 3 ( x)  1 dx
0
by using Simpson’s rule with 𝑛 = 5.

Solution
Three segments with four equally spaced points are required.

b  1, a  0, n  5
Step 1 1 0 Step size, ℎ
h  0.2
5

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

 
1 0.4 1

Step 2
0
sin 3 ( x)  1 dx  
0
sin 3 ( x)  1dx  
0.4
sin 3 ( x)  1dx

Simpson ' s1/3rd rule Simpson ' s 3/8 rule

For each value of 𝑥, find 𝑓(𝑥)

𝑥 𝑓(𝑥)
0 1.0
Step 3
0.2 1.0039
0.4 1.0291
0.6 1.0863
0.8 1.1701
Numerical Methods
1.0 1.2633 by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 NUMERICAL INTEGRATION
METHODS (Cont.)
Solution (Cont.)

0.4

Step 4  sin 3 ( x)  1 dx 
0.2
3
1  4 1.0039   1.0291
0

 0.4030
1
3  0.2 
 sin 3 ( x)  1 dx 
8
1.0291  3 1.0863   3 1.1701  1.2633 
0.4

 0.6796

 
1
sin 3 ( x)  1 dx  0.4030  0.6796  1.0826
0

Therefore, the numerical integration is 1.0826

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 Conclusion

Integration Single Composite

Method
h h n 1

I   f (a)  f (b) I   f ( x0 )  f ( xn )  2 f ( xi ) 
2 2 i 1 
Trapezoidal Rule
where h  b  a ba
where h 
n
h h 
Simpson’s 1/3rd I  f ( x0 )  4 f ( x1 )  f ( x2 ) I   f ( x0 )  f ( xn )  4  f ( x1 )  ... f ( xn1 )  2  f ( x2 )  ... f ( xn2 ) 
3 3 odd term even term 
Rule ba where h 
ba
where h  n
2
3h
Simpson’s 3/8 I  f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 ) 
8
Rule ba
where h 
3

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449
 Author Information
Norhayati Binti Rosli,
Senior Lecturer, Rozieana Binti Khairuddin,
Applied & Industrial Mathematics Lecturer,
Research Group, Faculty of Industrial Sciences &
Faculty of Industrial Sciences & Technology (FIST),
Technology (FIST), Universiti Malaysia Pahang,
Universiti Malaysia Pahang, 26300 Gambang, Pahang.
26300 Gambang, Pahang. UMPIR ID: 3481
SCOPUS ID: 36603244300
Google
UMPIR ID: 3449
Google Scholars: https://scholar.google.co
Scholars: https://scholar.google.com/cit m/citations?user=o_8-
ations?user=SLoPW9oAAAAJ&hl=en p0UAAAAJ&hl=en
e-mail: [email protected] e-mail: [email protected]

Numerical Methods
by Norhayati Rosli
http://ocw.ump.edu.my/course/view.php?id=449