Lecture Slides AMM Week 5 - Numerical Integration - Tagged
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tom.clarke99Lecture Slides AMM Week 5 - Numerical Integration - Tagged
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tom.clarke99Applied Mathematical
Methods
Anna Huber
Numerical Methods
Numerical Integration
Introduction
• Calculus is the mathematics of change.
• An essential tool of engineering since we must
continuously deal with systems and processes that
change.
• At the heart of calculus are the mathematical
concepts of differentiation
and integration
Integration
𝑏
𝐼 =∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎
Non-computer Methods
• The function to be integrated will typically be in
one of the following three forms:
– A simple continuous function such as polynomial, an
exponential, or a trigonometric function.
– A complicated continuous function that is difficult or
impossible to integrate directly.
– A tabulated function where values of x and f(x) are
given at a number of discrete points, as is often the
case with experimental or field data.
Numerical Integration
Newton-Cotes Integration Formulas
• The Newton-Cotes formulas are the most common
numerical integration schemes.
• They are based on the strategy of replacing a
complicated function or tabulated data with an
approximating function that is easy to integrate:
Approximation of an Integral
Approximation of an Integral
The Trapezoidal Rule
• First Newton-Cotes closed integration formula.
• Corresponds to the case where the polynomial is
first order:
• Area under this first order polynomial is an
estimate of the integral of f(x) between the limits
of a and b: Trapezoidal
rule
Trapezoidal Rule – Graphically
Example
Use a single application of the trapezoidal rule to
numerically integrate
From to
Single Application Example
Multiple Application
• Improve the accuracy by dividing the integration
interval from to into a number of segments, .
• Apply the method to each segment.
• The areas of individual segments can then be
added to yield the integral for the entire interval.
Multiple Application
• Trapezoidal rule for each integral yields
Simpson’s Rules
• More accurate estimates of an integral are
obtained if a high-order polynomial is used to
connect the points.
• Resulting formulas are known as the Simpson’s
rules.
Simpson’s Rules -
Graphically
Simpson’s 1/3 Rule
• Results when a second-order interpolating
polynomial is used.
Multiple Application 1/3 Rule
• Simpson’s rule can be improved by dividing the
integration interval into a number of segments of
equal width.
• More accurate results than trapezoidal rule for most
applications.
• But, limited to cases where values are equi-spaced.
• Further, it is limited to situations where there are an
even number of segments and odd number of points.
Multiple Application
• Simpson’s rule for each integral yields
𝑏 −𝑎
where h=
𝑛
Simpson’s 1/3 Rule - Graphically
Multiple Applications
Simpson’s 3/8 Rule
• An odd-segment, even-point formula used in
conjunction with the 1/3 rule to permit evaluation
of both even and odd numbers of segments.
Newton-Cotes Integration Formulas
Example
Use Simpson’s Rules to numerically integrate
From to
Summary
• Newton-Cotes formulas have been used to
determine numerical integrals based on data sets.
• The formulas are based on nth-order polynomials
i.e. straight-line segments or higher-order
polynomials are used.
Support
• Tuesday 12:00 - 13:00, Room IC0.08 or IC1.43a
(Academic Support Hub)
• Thursday 12:00 - 13:00, Room IC0.08 or IC1.43a
(Maths Clinic)
Good Luck for the
Exam!
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