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Numerical Integration

The document discusses numerical integration, specifically focusing on methods such as the Trapezoidal rule, Simpson’s 1/3 rule, and Simpson’s 3/8 rule for approximating definite integrals using discrete data points. It provides formulas and examples for evaluating integrals using these methods, emphasizing the conditions under which each rule is applicable. Additionally, it includes specific calculations for integrals using the Trapezoidal and Simpson's rules with given values.

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14 views9 pages

Numerical Integration

The document discusses numerical integration, specifically focusing on methods such as the Trapezoidal rule, Simpson’s 1/3 rule, and Simpson’s 3/8 rule for approximating definite integrals using discrete data points. It provides formulas and examples for evaluating integrals using these methods, emphasizing the conditions under which each rule is applicable. Additionally, it includes specific calculations for integrals using the Trapezoidal and Simpson's rules with given values.

Uploaded by

siddharthsiddhu0707
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Numerical integration

Numerical integration is a process of finding the numerical value of definite integral.


b

 f ( x)dx When a function y = f(x) is not known explicitly. But, we give only a set of values
a
of the function y = f(x) corresponding to the same values of x. This process when applied to a
function of a single variable is known as quadrature.

To evaluate the integral, the function f(x) is represented by an interpolation formula and then
integrating is between the given limits. Here, we derive quadrature formula for approximate
integration of a function defined by a set of numerical values only.
Trapezoidal rule

The Trapezoidal rule is given by


xn
h
x f ( x)dx  2 (( y0  yn )  2( y1  y2  y3  .............  yn1 )
0
xn
h
x f ( x)dx  2 (sum of the first and last terms) +2(sum of remaining terms)
0

This is known as Trapezoidal Rule.


Simson’s 1/3 rule
Simpson’s 1/3 rule and is given by

xn
h
x f ( x)dx  3 [( y0  yn )  4( y1  y3  y5  ...  yn1 )  2( y2  y4  y6  ...  yn2 )]
0

h
= [(sum of the first and last terms) + 4(sum of the odd terms) + 2(sum of the remaining
3
even terms)]

Note: It should be noted that this rule requires the given interval must be divided into an
even number of equal subintervals of width h.
Simpson’s 3/8 rule

The Simpson’s 3/8 rule and is given by


xn
3h

x0
f ( x)dx 
8
(( y 0  y n )  3( y1  y 2  y 4  .............  y n 1 )  2( y 3  y 6  y 9  .......  y n ))

Note: This rule is applicable only when n is a multiple of 3. This rule is not so accurate as
Simpson’s 1/3 rule.
4
1
Evaluate 0 1  xdx using Trepezoidal rule for n  4
4
1
Given integral is 0 1  xdx, n4

ba 40
h  1
n 4
x 0 1 2 3 4
y 1 0.5 0.333 0.25 0.2
Trepezoidal rule is
4
1 h
0 1  xdx  2  y0  y4  2  y1  y2  y3 
1
 1  0.2  2  0.5  0.333  0.25    1.683
2
2
1
Evaluate  4 dx using Simpson's rule for n  5
0
x 5
2
1
Given integral is  4 dx
0
x 5
20
h  0.4
5
x 0 0.4 0.8 1.2 1.6 2
f  x 0.2 0.1989 0.1848 0.1414 0.0865 0.0476
By Simpson's Rule
2
h
 f  x dx   y0  y5  4  y1  y3   2  y2  y4  
0
3
0.4
 0.2  0.0476  4  0.1989  0.1414   2  0.1848  0.0865  
3
0.4
 0.2476  0.7645  0.2713
3
2
1
0 x 4  5 dx  0.17112
5
5
Evaluate 
01  x3
dx using Trepezoidal rule and

simpson's rule for n  4


Given integral is
5
5

0 1  x3
dx, n4

ba 50
h   1.25
n 4
x 0 1.25 2.5 3.75 5
y 5 2.9096 1.2263 0.6821 0.4454
By Trepezoidal rule
5
5 h
 dx   y0  y4  2  y1  y2  y3  
0 1 x 3 2
1.25
 5  0.4454  2  2.9096  1.2263  0.6821 
2
 9.4259
By Simpson's Rule
5
5 h
 dx   y0  y4  4  y1  y3   2 y2 
0 1 x 3 3
1.25
 5  0.4454  4  2.9096  0.6821  2 1.2263 
3
 9.227

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