CPE324:

NUMERICAL
SOLUTIONS TO CE
PROBLEMS
NUMERICAL
INTEGRATION

PREPARED BY: Engr. David Uriel Jayson B. Bas

NUMERICAL
INTEGRATION

9.1 Trapezoidal Method

9.2 Simpson’s Rule

OBJECTIVES/
INTENDED LEARNING OUTCOMES

• Understand the concept of Numerical integration

methods such as Trapezoidal, and Simpsons.

• Compute for the approximation of Integrals using

Trapezoidal, and Simpsons.
 NUMERICAL
INTEGRATION
– the process of measuring b

f ( x )dx
the area under a function y
a

f(x)

plotted on a graph.

b
I f ( x )dx
a
Where:
f(x) = the integrand
a b x
a = lower limit of
integration
b = upper limit of
 NUMERICAL
INTEGRATION
-Simpler functions use integration to find area under the
curve of the graph.

-More complex functions require only estimating the

value by splitting the area under the graph separately
with use of many variable known as Numerical
Methods for
Quadrature. Solving Numerical Integration
• Trapezoidal Method
• Simpsons Rule
• Gauss Quadrature.
 TRAPEZOIDAL RULE

– considered to be 𝑦2 𝑦 𝑛−2
the simplest 𝑦1 𝑦𝑛
method of
𝑦0 𝑦 𝑛−1
numerical
integration.

– In this method,
the value of is
approximated by
adding the areas
of series of
 TRAPEZOIDAL RULE

– Single Segment, for – Multiple Segment,

for

[ ] ( )[ 𝑓 ( 𝑎) +2 ∑ 𝑦 + 𝑓 (𝑏)]
𝑏 𝑏 𝑛− 1
𝑓 ( 𝑎) + 𝑓 (𝑏) h
∫ 𝑓 (𝑥 )𝑑𝑥 ≈(𝑏 − 𝑎) ∫ 𝑓 (𝑥 )𝑑𝑥 ≈ 2 𝑖
𝑎 2 𝑎 𝑖=1
where,
 TRAPEZOIDAL RULE

Basis of Trapezoidal Rule

– 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
,

n 1 n
and f n ( x ) a0  a1 x  ...  an  1 x  an x
 TRAPEZOIDAL RULE

Basis of Trapezoidal Rule

– Then the integral of that function is approximated by the
integral of that bnth orderb polynomial.
f ( x ) f n ( x )
a a
– Trapezoidal Rule assumes n=1, that is, the area under the

[ ]
linear polynomial,
𝑏
𝑓 (𝑎)+ 𝑓 (𝑏)
∫ 𝑓 (𝑥)𝑑𝑥 ≈(𝑏− 𝑎) 2
𝑎
 TRAPEZOIDAL RULE

Derivation of Trapezoidal Rule

By definition, the integral can be approximated as:

𝑏 𝑛 b1 b2
𝐼=∫ 𝑓 (𝑥)𝑑𝑥 ≈ ∑ 𝐴𝑖
𝑎 𝑖=1

From plane geometry, h

the area of a single
h = altitude
trapezoid is equal to: b1, b2 = measurement of
1
𝐴= h ( 𝑏1 +𝑏 2 ) bases
2
 TRAPEZOIDAL RULE

From plane geometry, the area of a single trapezoid is equal to:

1 𝑦 𝑛−2
𝐴= h ( 𝑏1 +𝑏 2 ) 𝑦2
2 𝑦1 𝑦𝑛

Area of each individual 𝑦0 𝑦 𝑛−1

trapezoid in the figure
1
𝐴 1= h ( 𝑦 0 + 𝑦 1 )
2
1
𝐴 2= h ( 𝑦1+ 𝑦2)
2
…

1
𝐴 𝑛= h ( 𝑦 𝑛 −1 + 𝑦 𝑛 )
2
 TRAPEZOIDAL RULE

Taking the sum of the areas:

𝑏 𝑛
1 1 1 1
∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ≈ ∑ 𝐴𝑖 = h ( 𝑦 0 + 𝑦 1 ) + h ( 𝑦 1 +𝑦 2 ) +…+ h ( 𝑦 𝑛−2 + 𝑦 𝑛−1 ) + h ( 𝑦 𝑛−1 +𝑦 𝑛 )
2 2 2 2
𝑎 𝑖=1
𝑏 𝑛
1
∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ≈ ∑ 𝐴𝑖 = h [ 𝑦 0 +2 𝑦 1 +2 𝑦 2+…+2 𝑦 𝑛−1 + 𝑦 𝑛 ]
2
𝑎 𝑖=1
𝑏 𝑛
1
∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ≈ ∑ 𝐴𝑖 = h [ 𝑦 0 +2 ( 𝑦 1 +𝑦 2+…+ 𝑦 𝑛−1 ) + 𝑦 𝑛 ]
2
𝑎 𝑖=1

( )[ ]
𝑏 𝑛− 1
Let +…+. Thus, the formula for h
∫ 𝑓 ( 𝑥 ) 𝑑𝑥 ≈ 2 𝑦 0 +2 ∑ 𝑦 𝑖 + 𝑦 𝑛
Trapezoidal rule is: 𝑎 𝑖=1

,
 TRAPEZOIDAL RULE

EXAMPLE 1:
Determine the value of

a. Using the analytical method.

b. Using the trapezoidal rule ().
c. True Error
d. Percentage Relative True Error
 TRAPEZOIDAL RULE

EXAMPLE 1:
a. Analytical Calculation
From rules of Thus:
integration:
 TRAPEZOIDAL RULE

EXAMPLE 1:
b. Trapezoidal Method
Solve for the value of h: 1 1

4 16

Solve for the values of to : 7 49

= =1
10 100
= =16
= =49
= =100
 TRAPEZOIDAL RULE

EXAMPLE 1:
b. Trapezoidal Method

Solve for the approx. value: Solve for the summation:

 TRAPEZOIDAL RULE

EXAMPLE 1:
b. Trapezoidal Method

Solve for the approx. value:

 TRAPEZOIDAL RULE

EXAMPLE 1:
c. True Error

Solve for the true error:

 TRAPEZOIDAL RULE

EXAMPLE 1:
d. Percentage Relative True Error
Solve for the percentage relative true error:
 TRAPEZOIDAL RULE

EXAMPLE 2:
Determine the value of

a. Using the analytical method.

b. Using the trapezoidal rule (n=10).
c. True Error
d. Percentage Relative True Error
 TRAPEZOIDAL RULE

EXAMPLE 2:
a. Analytical Calculation
From rules of integration:

Thus:
 TRAPEZOIDAL RULE

EXAMPLE 2: 1 8
b. Trapezoidal Method 1.5 26.375
2 65.5
Solve for the value of h:
2.5 131.825
3 232
3.5 372.7321

=
Solve for the values of to : 4 560.75

=
4.5 802.7917
5 1105.6
5.5 1475.9205
6 1920.5
 TRAPEZOIDAL RULE

EXAMPLE 2:

( )[ ]
𝑏 𝑛− 1
b. Trapezoidal Method h
∫ 𝑓 ( 𝑥
Solve for the approx. value:
) 𝑑𝑥 ≈
2
𝑦 0 +2 ∑ 𝑦 𝑖 + 𝑦 𝑛
𝑎 𝑖=1
Solve for the summation:
+…+
 TRAPEZOIDAL RULE

EXAMPLE 2:
b. Trapezoidal Method

Solve for the approx. value:

 TRAPEZOIDAL RULE

EXAMPLE 2:
c. True Error

Solve for the true error:

 TRAPEZOIDAL RULE

EXAMPLE 2:
d. Percentage Relative True Error
Solve for the percentage relative true error:
 SIMPSONS’S RULE

– Simpson’s Rule is one of the closed forms of the Newton-

Cotes formulas.

– The closed forms are those where the data points at the
beginning and end of the limits of integration are known.

Two Simpson’s Rules

1. 1/3 Rule
2. 3/8 Rule
 SIMPSONS’S RULE

Simpson’s 1/3 Rule

 Depth (h), interval (n) and
bases (f(xn)) similar to
trapezoidal rule

 Assume the areas separated

to be Parabola instead of
trapezoid

 For number of
segments/interval is even,
employ
 SIMPSONS’S RULE

Simpson’s 1/3 Rule

Simpson’s 1/3 rule approximation formula uses a single
parabola requiring 3 data points, i.e. a minimum of 2
segments should be applied with the step size computed
as:

Hence, the simplified Simpson’s 1/3 rule formula,

 SIMPSONS’S RULE

Simpson’s 1/3 Rule

Final equation derived from the figure:

fxo = your starting point

fx1 = the first interval after that point (multiplier of 4)
fx2 = the second interval (alternating multiplier of 2)
fx3 = the third interval (alternating multiplier of 4)
fxn-1= odd number of segment before finishing point (multiplier of 4)
fxn = your finishing point
 SIMPSONS’S RULE

Simpson’s 3/8 Rule

 Interval (n) and bases (f(xn)) similar to
trapezoidal rule
 Assume the areas separated to be
Parabola instead of trapezoid

 For number of segments/interval is

odd, employ for remaining three (3)
segments.

 Depth is )
 SIMPSONS’S RULE

Simpson’s 3/8 Rule

Simpson’s 3/8 rule transforms the complicated function into
a third order polynomial to further improve the
approximation by fitting four of the discrete points. The
technique requires a minimum of 3 segments, hence the
formula can be simplified as

Hence, the simplified Simpson’s 3/8 rule formula,

 SIMPSONS’S RULE

Simpson’s 3/8 Rule

Final equation derived from the figure:

fxo = your starting point (endpoint of 1/3 rule if solution is in conjunction with
both rule)
fx1 = the first interval after that point
fx2 = the second interval
fx3 = the odd end interval
 SIMPSONS’S RULE

EXAMPLE 1:
Use Simpson’s Rule with 6 intervals to estimate the definite
integral of

Solution:
6 intervals = even, then use 1/3 rule only

Then: x0 = 1 (start) ; x1 = 2 ; x2 = 3 ; x3 = 4 ; x4 = 5; x5
= 6 ; x6 = 7 (end point)
 SIMPSONS’S RULE

EXAMPLE 1:
Solution:
=

= 49.594832
THANKS!
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