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Ch8 (2) Numerical Integraton

The document discusses numerical integration methods including composite trapezoidal rules, Simpson's rules, and Romberg integration. These methods divide intervals into subintervals and evaluate integrals over each subinterval to approximate definite integrals that cannot be solved analytically. Examples demonstrate applying these methods to evaluate sample integrals and improve approximations using Richardson extrapolation. The document also includes sample problems and exercises for readers to practice these numerical integration techniques.

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102 views18 pages

Ch8 (2) Numerical Integraton

The document discusses numerical integration methods including composite trapezoidal rules, Simpson's rules, and Romberg integration. These methods divide intervals into subintervals and evaluate integrals over each subinterval to approximate definite integrals that cannot be solved analytically. Examples demonstrate applying these methods to evaluate sample integrals and improve approximations using Richardson extrapolation. The document also includes sample problems and exercises for readers to practice these numerical integration techniques.

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Numerical Integration

Lecture-2

1
Specific aims
 Discuss about Composite trapezoidal, Simpson’s rules and
Romberg integration methods.
 Use this numerical integration methods to obtain
approximate values for definite integrals that cannot be
solved analytically.
Applications
 Mathematics
 Engineering
Advantages
• To avoid the use of higher order methods and still obtain accurate
results, we use the composite integration methods.
• The interval [a, b] is divided into a number of subintervals and
evaluate the integral in each required number of subintervals by a
particular method. 2
Composite Trapezoidal Rules
 We divide the interval [a, b] into N subintervals each of length
h=(b-a)/N, and , r=1,2,3,….,N. We can write,

Evaluating each integral on the right hand side by the trapezoidal


rule

The error in the formula is

3
Composite Simpson’s Rules
 Wedivide the interval [a, b] into N, an even number of subintervals ,
each of length h=(b-a)/N, and , r=1,2,3,….,N. We can write,

Evaluating each integral on the right hand side by the Simpson’s rule

The error in the formula is

4
Romberg Integration
 
Romberg integration is an extrapolation formula of the
Trapezoidal Rule for integration. It provides a better
approximation of the integration by repeated applications of the
Richardson’s Extrapolation formula. It is known that the
Trapezoidal rule approximation to an integral I has error behavior

 Suppose that is a Trapezoidal estimation of the integral, with n


subintervals and step size h. By doubling the step size the
corresponding estimate is .

  The first Richardson extrapolated value

  has error of order .


5
 The
Simpson’s rule has an error of order . In fact, is exactly the
Simpson’s rule estimate. The second improved estimate is

  has error of order and so on.

6
Example
Problem 1:  The table below shows the values of at different
Values of x.
x 0 0.2 0.4 0.6 0.8 1.0 1.2
f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

Evaluate by using extrapolation and (i) trapezoidal rule

(ii) Simpson’s rule


Solution: (i) Given table is
x 0 0.2 0.4 0.6 0.8 1.0 1.2
f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

7
We know, the composite trapezoidal rule is

So

And consider another subintervals be,


h=0.4-0=0.4,
h=0.8-0.4=0.4,
h=1.2-0.8=0.4
8
Again, Given table is
x 0 0.2 0.4 0.6 0.8 1.0 1.2
f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

Now, the integral with composite trapezoidal rule is

Using Richardson extrapolation

9
(ii) Given table is
x 0 0.2 0.4 0.6 0.8 1.0 1.2
f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

We know, the composite Simpson’s rule is

So the integral with composite Simpson’s rule is

10
With step size , h=0.4 , the number of subintervals, 1.2/0.4=3 (odd
number intervals)and Simpson’s rule cannot be used
Taking h = 0.6, now the number of subintervals is 2 that is even. From
given table we get
x 0 0.2 0.4 0.6 0.8 1.0 1.2
f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

So the integral with composite Simpson’s rule is

Using Richardson extrapolation

11
Example
1 2
  𝑥
( )
Problem 2: Evaluate ∫ 𝑥 exp 2 𝑑𝑥
0

using Trapezoidal rule with 1, 2 and 4 subintervals. Improve the


results using Romberg integration.

Solution:
Here,

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First order extrapolated values are

And

Second extrapolated value is

13
Results are summarized below in a Table:
N H
1 1 0.8244    
2 0.5 0.6955 0.6528  
4 0.25 0.6606 0.6490 0.6488

Outcomes
 Numerically solved problems by using Composite Trapezoidal
Rule, Composite Simpson’s Rule and Romberg integration
method.

14
Multiple questions
S.No. Questions
1 Which one can be used for numerical integration?
(a) Composite Simpson’s rule, (b) Composite Trapezoidal rule, (c) Romberg
Integration, (d) all of them
2 What type of solution could be by applying above rules?
(a) Analytical solution, (b) Numerical solution
5 Which formula can be used for Composite Trapezoidal rule?
(a) , (b)
6 Which formula can be used for Composite Simpson’s rule?
6 (a) ,
(b)
(c) Both of them

15
Try to do yourself
Exercise 1: A river is 50 meters wide. The depth ‘d’ in meters at
distance x meters from one back is given by the following table.
Calculate the arc of cross-section of the river using Simpson’s
rule.
x 0 10 20 30 40 50
d 0 4 7 9 12 15

Exercise 2: The table below shows the values of at different values


of x.
x 1.0 1.2 1.4 1.6 1.8
f(x) 1.831 2.592 3.515 4.643 5.926
1.8
 
Evaluate ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 using Trapezoidal rule with 1, 2 and 4 subintervals.
1.0

Improve your results using Romberg integration. 16


17
Reference
[1] Applied Numerical Methods With Matlab for Engineers and Scientists ( Steven
C.Chapra).

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