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Numerical Integratio N: Prepared By: Engr. Cielito V. Maligalig

This document discusses numerical integration techniques including the trapezoidal rule, Simpson's 1/3 rule, and Simpson's 3/8 rule. It provides the formulas for each method and explains how to derive them. An example problem is shown calculating the integral of xsinx from 0.5 to 1.2 using each technique. The document concludes with an assignment to use these numerical integration methods with Excel to approximate integrals.

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Craeven Aranilla
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34 views

Numerical Integratio N: Prepared By: Engr. Cielito V. Maligalig

This document discusses numerical integration techniques including the trapezoidal rule, Simpson's 1/3 rule, and Simpson's 3/8 rule. It provides the formulas for each method and explains how to derive them. An example problem is shown calculating the integral of xsinx from 0.5 to 1.2 using each technique. The document concludes with an assignment to use these numerical integration methods with Excel to approximate integrals.

Uploaded by

Craeven Aranilla
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Numerical

Integratio
n

Prepared by: Engr.


Cielito V. Maligalig
Introduction
• Find the area bounded by y = x2, from x
= 2 to x = 4.
Numerical Integration
What is integration?
Basically, integration is an operation of
finding the area under the given function.

Where:
f(x) – integrand
a = lower boundary
b = upper boundary
Using LaGrange Interpolation
What is trapezoidal rule?

It is numerical integration to approximate the


integral of f(x) which is based from a Newton-
Cotes formula.
Trapezoidal Formula
• There are three ways to derive the
formula but the simplest way is
deriving it analytically.

• from the diagram, it is conceivably the


trapezoid, where f(a) and f(b) are the
the parallel sides of the trapezoid and
b-a as its altitude.
Area of a trapezoid
• A = (b1 + b2)h/2

= (f(a) + f(b))(b-a)/2
= 1/2h(f0 + f1)
where:
I = definite integral between a and b
h = increment
fo,f1 = value of the function
Simpson’
s 1/3 Rule
• It is another
Newton Cotes
formula, where
subdivided the
interval between
a and b into two
equal parts.
Simpson’s 1/3 Rule
• Newton Cotes 2nd order function.

• Using method of coefficients


Cont’

= (b-a)/6 [f(a) + 4f(a+b/2) + f(b)]

If b-a/6 is factored as 1/3 (b-a)/2


The h = (b-a)/2
Since the interval is subdivided into two
(b-a)/6 = 1/3 (b-a)/2[f0 + 4f1 + f2] = 1/3h [f0 + 4f1 + f2]
Simpson’s 3/8 Rule
• It is a Newton-Cotes 3rd order
polynomial function. In this method,
the interval (b-a) is subdivided into
three equal parts, then

= 3/8h(f0 + 3f1 + 3f2 + f3)

where:
h = (b-a)/3
•  

• Find the integral of xsinx


from 0.5 to 1.2.
•
• Exact solution
• Use by parts formula
• uv -
• Let v = x
Example dv = dx u = -cosx
Substitute to formula
-xcosx +
= -xcosx + sinx, from 0.5 to
1.2
= (-1.2cos1.2 +sin 1.2)-(-
0.5cos 0.5 + sin 0.5) = (do
the mathematics)
Using trapezoidal rule

f(x) = x sinx

a = 0.5

b = 1.2

f(a) = 0.5sin 0.5 = 0.239713


Solution: f(b) = 1.2sin 1.2 = 1.118447

h = b – a = 1.2 – 0.5 = 0.7

I = 1/2h(f0 + f1)

=1/2 (0.7) (0.239713 + 1.118447)

=0.475356
h = (b-a)/2 = (1.2 – 0.5)/2 = 0.35

X0 =0.5; x1 = 0.85; x2 = 1.2

f0 = 0.5 sin 0.5 =0.239713

f1 = 0.85 sin 0.85 = 0.638588

Using
f2 = 1.2 sin 1.2 = 1.118447
Simpson’s
The substitute to the formula
1/3 rule
I = 1/3h(f0 + 4f1 + f2)

= 1/3(0.35) (0.239713 + 4(0.638588)+ 1.118447 )

= 0.45646
Using Simpson’s 3/8 rule

• I = 3/8*(0.23333)*
(2.64458) = x f(x)
0.5 0.239713
0.733333 0.490857
0.966667 0.795564
1.2 1.118447
Sum 2.64458
Modified Trapezoidal
Rule x f(x)
◦  
0.5 0.239713
0.733333 0.490857
0.966667 0.795564
1.2 1.118447
◦ A=
f f f f Sum 2.64458
o 1 2 n
◦ A = ½ h {f0 + fn + 2(f1 + f2 + f3 + … + f(n-1)}
◦ Where h = (b – a)/n
Modified 1/3
Simpson’s Rule
◦  

◦ A = = + + + …+
f f f f
◦ A = 1/3 h {f0 o+ fn 1+2 (f2
2 +f4+f6
n + … + f(n-2)) + 4(f1 + f3 + f5 + … + f(n-1)}
◦ Where: h = (b – a)/2n
Modified 3/8 Simpson’s
Rule
◦  

f f f f
o 1 2 n
◦ A = = + + + …+
◦ A = 3/8 h { f0 + fn + 3(f1 + f2 + f4 + f5 + f 7 + f8 + … + f(n-2) + f(n-1)) + 2 (f3 + f6 + f9 + … + f(n-3)}
◦ Where: h = (b – a) 3n
Assignment(lec & lab)
use excel app for lab ex.3
◦  
◦ Determine the approximate integration of the
following using simple & modified
trapezoidal,1/3 Simpson’s and 3/8 Simpson’s
Rule.
a. , use n = 4
b. n =3

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