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Approximate Integration

This document discusses techniques for approximating integrals numerically when exact evaluation is not possible. It introduces left, right, and midpoint approximations of Riemann sums and describes the trapezoidal, Simpson's, and other numerical integration rules for approximating definite integrals.

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71 views13 pages

Approximate Integration

This document discusses techniques for approximating integrals numerically when exact evaluation is not possible. It introduces left, right, and midpoint approximations of Riemann sums and describes the trapezoidal, Simpson's, and other numerical integration rules for approximating definite integrals.

Uploaded by

زهديابوانس
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Approximate

Integration

By iTutor.com
T- 1-855-694-8886
Email- [email protected]
Integration Techniques
 There are two situations in which it is impossible to find
the exact value of a definite integral.
 The first bsituation arises from the fact that, in order to
evaluate a f ( x) dx using the Fundamental Theorem of
Calculus (FTC), we need to know an anti-derivative of f.
 However, sometimes, it is difficult, or even impossible, to
find an anti-derivative.
 For example, it is impossible to evaluate the following
integrals exactly:
1 1
  1  x3 dx
x2
e dx
0 1

 The second situation arises when the function is


determined from a scientific experiment through
instrument readings or collected data.
 There may be no formula for the function :

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Approximate Integration
 We already know one method for approximate integration.
 Recall that the definite integral is defined as a limit of Riemann
sums.
 So, any Riemann sum could be used as an approximation to the
integral.
 If we divide [a, b] into n subintervals of equal length
∆x = (b – a)/n, we have:
n
f ( x) dx   f ( xi *) x ------- Equation 1
b
a
i 1
where xi* is any point in the i th subinterval [xi -1, xi].

Ln Approximation
 If xi* is chosen to be the left endpoint of the interval,
then xi* = xi -1 and we have:
n
f ( x) dx  Ln   f ( xi 1 ) x
b
a
i 1
 The approximation Ln is called the left endpoint approximation.
© iTutor. 2000-2013. All Rights Reserved
 If f(x) ≥ 0, the integral represents
an area and Equation 1 represents
an approximation of this area by
the rectangles shown here.

Rn Approximation
 If we choose xi* to be the right endpoint, xi* = xi and we
have: n
f ( x) dx  Rn   f ( xi ) x
b
 a
i 1
 The approximation Rn is called right endpoint approximation.

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Mn Approximation
 The figure shows the midpoint approximation Mn.

 Mn appears to be better than either Ln or Rn.

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Midpoint Rule
y
 Let f be continuous on [a, b].
 The Midpoint Rule for approximating y  f (x)
b
 f ( x)dx is given by
a
b
a
f ( x) dx  M n
a x1
x
 x [ f ( x1 )  f ( x 2 )  ...  f ( x n )] x2 … xn b

ba
Where x 
n
and xi  12 ( xi 1  xi )  midpoint of [ xi 1 , xi ]
EXAMPLE
Approximate the following integral by the midpoint rule.

 2x  3 dx;
4
n3
3
1

SOLUTION

We have Δx = (b – a)/n = (4 – 1)/3 = 1. The


endpoints of the four subintervals begin at a = 1 and
are spaced 1 unit apart. The first midpoint is at a +
Δx/2 = 1.5. The midpoints are also spaced 1 unit
apart. According to the midpoint rule, the integral is
approximately equal to

2 1.5  3  2  2.5  3  2  3.5  3 1  72.


3 3 3

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Trapezoidal Rule
 Let f be continuous on [a, b]. The Trapezoidal Rule for
b
approximating
b
 f ( x)dx is given by
a

a
f ( x) dx  Tn
x
  f ( x0 )  2 f ( x1 )  2 f ( x2 )
2
...  2 f ( xn 1 )  f ( xn ) 
where ∆x = (b – a)/n and xi = a + i ∆x

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 The reason for the name can be seen from the figure, which
illustrates the case f(x) ≥ 0.
 The area of the trapezoid that lies above the i th subinterval
is:

 f ( xi 1 )  f ( xi )  x
x   [ f ( xi 1 )  f ( xi )]
 2  2

 If we add the areas of


all these trapezoids,
we get the right side of
the Trapezoidal Rule.

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EXAMPLE
Approximate the following integral by the trapezoidal rule.

 
4
1  n3
3
2 x 3 dx;

SOLUTION
As in the last example, Δx = 1 and the endpoints of the
subintervals are a0 = 1, a1 = 2, a2 = 3, and a3 = 4. The
trapezoidal rule gives

 3 3 3 3

2 1  3  2  2  2  3  2  2  3  3  2  4  3   90.
1
2

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Simpson’s Rule
 Rather than using straight lines to approximate the
curve, Simpson’s Rule uses parabolas.
b
 a
f ( x) dx  S n
x
 [ f ( x0 )  4 f ( x1 )  2 f ( x2 )  4 f ( x3 )
3
 ...  2 f ( xn  2 )  4 f ( xn 1 )  f ( xn )]

Where n is even
and ∆x = (b – a)/n.

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EXAMPLE
Use Simpson’s Rule with n = 10 to approximate
2

1
(1/ x) dx
SOLUTION
Putting f(x) = 1/x, n = 10, and ∆x = 0.1 in Simpson’s Rule,
we obtain:
2 1 x
 1 x
dx  S10 
3
[ f (1)  4 f (1.1)  2 f (1.2)  4 f (1.3)

 ...  2 f (1.8)  4 f (1.9)  f (2)]


1 4 2 4 2 4 2 4 
      
0.1 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 

  
3  2 4 1 
    
 1.8 1.9 2 
 0.693150
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