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1 Numerical Integration

The document discusses numerical integration techniques, including the Fundamental Theorem of Calculus and methods such as Riemann Sums, the Trapezoidal Rule, and Simpson’s Rule for estimating definite integrals. It emphasizes the importance of approximating areas under curves and provides examples and exercises for evaluating definite integrals and finding areas between curves. Additionally, it includes tips for handling complex areas and using trapeziums for approximation.

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0% found this document useful (0 votes)
12 views25 pages

1 Numerical Integration

The document discusses numerical integration techniques, including the Fundamental Theorem of Calculus and methods such as Riemann Sums, the Trapezoidal Rule, and Simpson’s Rule for estimating definite integrals. It emphasizes the importance of approximating areas under curves and provides examples and exercises for evaluating definite integrals and finding areas between curves. Additionally, it includes tips for handling complex areas and using trapeziums for approximation.

Uploaded by

hardtech
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Numerical Integration

Recap
Fundamental Theorem of Calculus
𝒃
f(x) is continuous on [a, b]
∫ 𝒇 ( 𝒙 ) 𝒅𝒙=𝑭 ( 𝒃 ) − 𝑭 ( 𝒂 ) F is an antiderivative of f
𝒂

an antiderivative F can’t be found


If (1)_____________________________________________________, or
a function is determined by collected data
(2)_________________________________________________________________
we can use approximation techniques to estimate definite integrals
_________________________________________________________________
Techniques
Use Riemann Sums using
(1) _________________________________________________
left endpoints
* ____________________________
right endpoints
* ____________________________
midpoints
* ____________________________
Trapezoidal Rule
(2) __________________________
Simpson’s Rule
(3) __________________________
Riemann Sums
Definite Integration
𝑦
Suppose you wanted to find
the area under the curve
between and .

𝑥
𝑎 𝛿𝑥
𝑏

We could add together the area of individual strips,


which we want to make as thin as possible…
Definite Integration
𝑦

𝑦= 𝑓 (𝑥)

𝛿𝑥

𝑥1 𝑥 2 𝑥 3 𝑥 4 𝑥5 𝑥 6 𝑥7 𝑥
𝑎 𝑏
What is the total area between and ?
𝑏

∫𝑓 ( 𝑥 ) 𝑑𝑥
𝑎
As
Definite Integration
𝑏

∫ 𝑓 ( 𝑥 ) 𝑑𝑥
𝑎

You could think of this as “Sum the values of between and .”

𝑦 Reflecting on above, do you think the


following definite integrals would be
𝑦 =sin 𝑥 positive or negative or 0?
𝜋

∫ sin ( 𝑥 ) 𝑑𝑥−
2
 
+ 
0
0

𝜋 2 𝜋 𝑥2 𝜋
∫ sin ( 𝑥 ) 𝑑𝑥 −
 
+ 
0
0

∫ sin ( 𝑥 ) 𝑑𝑥 −
2𝜋

 
+ 
0
𝜋
2
Evaluating Definite Integrals

∫3𝑥 2
¿[ 𝑥
𝑑𝑥 3 2
]1 We use square brackets to
1 say that we’ve integrated the
function, but we’re yet to
involve the limits 1 and 2.

Then we find the difference


when we sub in our limits.

𝑏
𝑏
∫𝑓 ′
( 𝑥 ) 𝑑𝑥 =[ 𝑓 ( 𝑥 ) ] 𝑎 = 𝑓 ( 𝑏 ) − 𝑓 ( 𝑎)
𝑎
Evaluating Definite Integrals

−1
2
∫ 4 𝑥 +3 𝑥 𝑑𝑥3 2

∫ 2𝑥 +2𝑥𝑑𝑥
3
−2

1 Tip: Be careful with your


negatives, and use
bracketing to avoid errors.
Exercise 1
1 Find the area between the curve with equation the -axis and the lines and .

a
c
e
The sketch shows the curve with equation . Find the area of the shaded region (hint:
first find the roots).
2

𝟒
Find the area of the finite region between the curve with equation
and the -axis. 𝟐
4 𝟏𝟎
𝟑
Find the area of the finite region between the curve with equation and the -axis.

6
𝟏
𝟏
𝟑
Harder Examples
Find the area bounded between the curve with equation and the -
axis.
𝑦
Sketch:

𝑥
−1 1

Looking at the sketch, what is and why?


0, because the positive and negative region cancel each other out.

What therefore should we do?


Find the negative and positive region separately.

So total area is
Harder Examples
Sketch the curve with equation and find the area between the curve and the -
axis.

The Sketch The number crunching

Adding:

-3 1
𝑥
Exercise 2
Find the area of the finite region or regions bounded by the
curves and the -axis.

1
1
1 3
5
20
2 6
1
40
3 2
1
4 1
3
1
5 21
12
Curves bound between two lines

𝑦= 𝑓 (𝑥)

𝛿𝑥
𝑥
𝑎 𝑏

Remember that meant the sum of all the values between and
(by using infinitely thin strips).
Curves bound between two lines
𝑦=
𝑔(
𝑥)

𝑦=𝑓
(𝑥)

𝑏 𝑥
𝑎
How could we use a similar principle if we were looking for the
area bound between two lines?
𝑏
What is the height of each of these strips?
𝐴=∫ 𝑔 ( 𝑥 ) − 𝑓 ( 𝑥 )
therefore 𝑎
area…
Curves bound between two lines
Find the area bound between
𝑦 and .
𝑥
𝑦= 3

∫ 𝑥 ( 4 − 𝑥 ) − 𝑥 𝑑𝑥= 4.5
𝑦=
0

𝑥( 4
−𝑥 𝑥
)

Bro Tip: Always do the function of the top Bro Tip: We’ll need to
line minus the function of the bottom line. find the points at
That way the difference in the values is which they intersect.
always positive, and you don’t have to
worry about negative areas.
Curves bound between two lines

𝑥=−4 ,

Area =
More complex areas
Bro Tip: Sometimes we can
subtract areas from others.
e.g. Here we could start with

-3)
the area of the triangle OBC.

x(x
y=
C

2 x
y=

A B
𝟏
𝑨𝒓𝒆𝒂=𝟏𝟔
𝟑
Exercise 3
1 A region is bounded by the line and the curve .
a) Find the coordinates of the points of intersection.
b) Hence find the area of the finite region bounded by and the curve.

3 The diagram shows a sketch of part of the curve with equation 𝐴


and the line with equation .
The line cuts the curve at the points and . 𝐵
Find the area of the shaded region between and the curve.
2
6
3
4 Find the area of the finite region bounded by the curve with equation and the line .
4.5
The diagram shows part of the curve with equation and the line with equation .
9 a) Verify that the line and the curve cross at .
b) Find the area of the finite region bounded by the curve and the line.

4 𝐴
7.2
Exercise 4
(Probably more difficult than you’d see in an exam paper, but you never know…)

Q6 The diagram shows a sketch of part of the curve with equation and the
line with equation .

a) Find the area of .


b) Find the area of .
𝑦

7
𝑅1

𝑅2
𝑥
7
Trapezium Rule
Instead of infinitely thin
rectangular strips, we
might use trapeziums to
y4 approximate the area
under the curve.
y3
What is the area here?
y2
y1
1 1 1
𝐴𝑟𝑒𝑎= h( 𝑦1+𝑦2)+ h( 𝑦2+𝑦3)+ h( 𝑦3+𝑦4)
2 2 2

h h h
Trapezium Rule
In general:
width of each trapezium
𝑏
h
∫ 𝑦 𝑑𝑥 ≈ ( 𝑦 1 +2 ( 𝑦 2+ …+ 𝑦 𝑛 −1 ) + 𝑦 𝑛 )
2
𝑎

Area under curve


is approximately

Example
We’re approximating the region bounded between , , the
x-axis the curve
x 1 1.5 2 2.5 3
y 1 2.25 4 6.25 9

h=0.5 𝐴𝑟𝑒𝑎 ≈ 8.75


Trapezoid Rule f(x1) f(x2)

For n = 4 trapezoids f(x3)

𝑨 𝟏=
𝒏( 𝟐)
𝒃 − 𝒂 𝒇 ( 𝒙𝟎 ) + 𝒇 ( 𝒙 𝟏 ) f(x0)

( )
( ) ( )
𝒃 − 𝒂 𝒇 𝒙𝟏 + 𝒇 𝒙 𝟐 f(x4)
𝑨 𝟐=
𝒏 𝟐 A1 A2 A3 A4

𝑨 𝟑= ( ( ) ( )
)
𝒃 − 𝒂 𝒇 𝒙𝟐 + 𝒇 𝒙 𝟑
𝒏 𝟐

+ 𝑨 𝟒=
𝒏( ( ) ( )
𝟐
_________________________
)
𝒃 − 𝒂 𝒇 𝒙𝟑 + 𝒇 𝒙𝟒 a 𝚫𝒙
𝒘𝒊𝒅𝒕𝒉=
𝒃−𝒂
b
=𝚫 𝒙
𝒏
𝒃 −𝒂
𝟐𝒏 (
𝑨𝑻 = 𝒇 ( 𝒙 𝟎 ) +𝟐 𝒇 ( 𝒙 𝟏) +𝟐 𝒇 ( 𝒙 𝟐 ) +𝟐 𝒇 ( 𝒙 𝟑 ) + 𝒇 ( 𝒙 𝟒 ) )
Trapezium Rule

Bro Tip: You can generate table with Casio calcs . . Use ‘Alpha’ button to key in X within the function. Press =

0.8571

𝟎.𝟏
𝑨𝒓𝒆𝒂= ( 𝟎 . 𝟕𝟎𝟕𝟏+𝟐 ( 𝟎 .𝟕𝟓𝟗𝟏+𝟎 . 𝟖𝟎𝟗𝟎+𝟎 . 𝟖𝟓𝟕𝟏+𝟎 .𝟗𝟎𝟑𝟕 ) +𝟎 . 𝟗𝟒𝟖𝟕 )=𝟎 .𝟒𝟏𝟔
𝟐

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