Numerical Integration: Trapezoidal Rule
Numerical Integration: Trapezoidal Rule
Integration
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Trapezoidal Rule of
Integration
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What is Integration
b
f ( x )dx
Integration: y
a
f(x)
The process of
measuring the area
under a function plotted
on a graph.
b
I f ( x )dx
a
Where:
f(x) is the integrand
a= lower limit of
integration a b x
b= upper limit of
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Basis of Trapezoidal Rule
Trapezoidal Rule is based on the Newton-Cotes
Formula that states if one can approximate the
integrand as an nth order polynomial…
b
I f ( x )dx where f ( x ) fn( x )
a
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Basis of Trapezoidal Rule
Then the integral of that function is approximated
by the integral of that nth order polynomial.
b b
f ( x ) f n ( x )
a a
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Derivation of the Trapezoidal
Rule
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Method Derived From
Geometry
b
f ( x )dx
1
f(x)
curve is a
trapezoid. The
b integral
f ( x)dx Area of
a
trapezoid
f1(x)
1
( Sum of parallel sides )( height )
2
1
f ( b ) f ( a )( b a )
2
f ( a ) f ( b )
( b a ) a b x
2
Figure 2: Geometric Representation
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Example 1
The vertical distance covered by a rocket from t=8
to t=30 seconds is given by:
30
140000
x 2000 ln 9 .8t dt
8 140000 2100t
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Solution
f ( a ) f ( b )
a) I ( b a )
2
a 8 b 30
140000
f ( t ) 2000 ln 9.8t
140000 2100t
140000
f ( 8 ) 2000 ln 9.8( 8 ) 177.27 m / s
140000 2100( 8 )
140000
f ( 30 ) 2000 ln 9.8( 30 ) 901.67 m / s
140000 2100( 30 )
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Solution (cont)
177.27 901.67
a) I ( 30 8 )
2
11868 m
30
140000
x 2000 ln 9 .8t dt 11061 m
8 140000 2100t
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Solution (cont)
b) Et True Value Approximate Value
11061 11868
807 m
11061 11868
t 100 7.2959%
11061
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Multiple Segment Trapezoidal
Rule
140000
f ( t ) 2000 ln 9.8t
140000 2100t
30 19 30
f ( 8 ) f ( 19 ) f ( 19 ) f ( 30 )
( 19 8 ) ( 30 19 )
2 2
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Multiple Segment Trapezoidal
Rule
With
f ( 8 ) 177.27 m / s
f ( 30 ) 901.67 m / s
f ( 19 ) 484.75 m / s
Hence:
30
177.27 484.75 484.75 901.67
8
f ( t ) dt (19 8) 2 ( 30 19 ) 2
11266 m
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Multiple Segment Trapezoidal
Rule
The true error is:
Et 11061 11266
205 m
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Multiple Segment Trapezoidal
Rule
y
f(x)
Divide into equal
segments as shown in
Figure 4. Then the width
of each segment
b a is:
h
n
The integral I is:
b
I f ( x )dx
a a b x
b a b a b a
a a2 a 3
4 4 4
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Multiple Segment Trapezoidal
Rule
The integral I can be broken into h integrals
b a h
as: a 2 h a ( n 1 ) h b
b
b a n 1
f ( x )dx 2n f ( a ) 2 f ( a ih ) f ( b )
a i 1
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Example 2
The vertical distance covered by a rocket from 8 to 30
seconds is given by:
30
140000
x 2000 ln 9.8t dt
8 140000 2100t
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Solution
a) The solution using 2-segment Trapezoidal rule is
b a n 1
I f ( a ) 2 f ( a ih ) f ( b )
2n i 1
n 2 a 8 b 30
b a 30 8
h 11
n 2
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Solution (cont)
Then:
30 8 2 1
I f ( 8 ) 2 f ( a ih ) f ( 30 )
2( 2 ) i 1
22
f ( 8 ) 2 f ( 19 ) f ( 30 )
4
22
177.27 2( 484.75 ) 901.67
4
11266 m
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Solution (cont)
b) The exact value of the above integral is
30
140000
x 2000 ln 9 . 8t dt 11061 m
8 140000 2100t
11061 11266
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Solution (cont)
The absolute relative true error
, t , would be
True Error
t 100
True Value
11061 11266
100
11061
1.8534%
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Solution (cont)
Table 1 gives the values
n Value Et t % a %
obtained using multiple
segment Trapezoidal rule 1 11868 -807 7.296 ---
for 2 11266 -205 1.853 5.343
30 3 11153 -91.4 0.8265 1.019
140000
x 2000 ln 9.8t dt 4 11113 -51.5 0.4655 0.3594
8 140000 2100t
5 11094 -33.0 0.2981 0.1669
6 11084 -22.9 0.2070 0.0908
Exact Value=11061 m 2
7 11078 -16.8 0.1521 0.0548
2
Table 1: Multiple Segment Trapezoidal Rule
8
Values 11074 -12.9 0.1165 0.0356
0
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Example 3
Use Multiple Segment Trapezoidal Rule to
find the area under the curve
300 x
f(x) from x 0 to x 10
1 ex
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Solution
Then:
b a n 1
I f ( a ) 2 f ( a ih ) f ( b )
2n i 1
10 0 2 1
f ( 0 ) 2 f ( 0 5 ) f ( 10 )
2( 2 ) i 1
10 10
f ( 0 ) 2 f ( 5 ) f ( 10 ) 0 2( 10.039 ) 0.136
4 4
50.535
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Solution (cont)
So what is the true value of this integral?
10
300 x
x
dx 246.59
01 e
246.59 50.535
t 100%
246.59
79.506%
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Solution (cont)
Table 2: Values obtained using Multiple Segment
Trapezoidal Rule for: 10 300 x
x
dx
01 e
n Approximate
Et t
Value
1 0.681 245.91 99.724%
2 50.535 196.05 79.505%
4 170.61 75.978 30.812%
8 227.04 19.546 7.927%
16 241.70 4.887 1.982%
32 245.37 1.222 0.495%
64 246.28 0.305 0.124%
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Additional Resources
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ezoidal_rule.html
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