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Numerical Integration: F (X) DX C F (X

- Numerical integration approximates the area under a curve between two points (a and b) by using familiar shapes like trapezoids whose area is easy to calculate. - The trapezoidal rule divides the area into one trapezoid and approximates the area as half the sum of the endpoints multiplied by the width. - The composite trapezoidal rule improves the approximation by dividing the area into multiple trapezoids and summing their individual areas. The more trapezoids used, the better the approximation will be.

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1K views6 pages

Numerical Integration: F (X) DX C F (X

- Numerical integration approximates the area under a curve between two points (a and b) by using familiar shapes like trapezoids whose area is easy to calculate. - The trapezoidal rule divides the area into one trapezoid and approximates the area as half the sum of the endpoints multiplied by the width. - The composite trapezoidal rule improves the approximation by dividing the area into multiple trapezoids and summing their individual areas. The more trapezoids used, the better the approximation will be.

Uploaded by

kate1129
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd

Numerical Integration

• General Approximation Made With Num. Integration:


b n

∫ f(x) dx ≈ ∑ ci f(xi)
a i=0
• Integration finds the “Area” under
• Trapezoidal rule: a curve, between two points (a and b).
y
• To approximate the area under a curve,
f(b) use a familiar shape whose area we
already know how to calculate easily.
f(a) • In this case, we’ll use a trapezoid shape.
• Area of trapezoid = ½ (b1 + b2) h
base 2 (b1)
x
a b h
base 2 (b2)
Numerical Integration
• Trapezoidal
y
Rule (con’t):
• Area under curve ≈ Area of trapezoid
f(b) under the curve
f(a) • Area of trapezoid = ½ h [ b1 + b2 ]
• Area under curve ≈ ½ (b-a) [ f(a) + f(b) ]

• Therefore, Trapezoidal Rule:


x
b
a b
∫ f(x) dx ≈ ½ (b-a) [ f(a) + f(b) ]
a

• How can we get a better approximation of


the area under the curve?
• Answer: Use More Trapezoids
Numerical Integration
• More trapezoids give a better
approximation of the area under curve
y
• Add area of both trapezoids together,
f(b) more precise approx. of area under curve
f(x1)
f(a) • Area of trapezoid = ½ h [ b1 + b2 ]
• Area under curve ≈

x Area of Trapezoid 1 Area of Trapezoid 2

a x1 b ½ (x1-a) [ f(a) + f(x1) ] + ½ (b-x1) [ f(x1) + f(b) ]

Simplify:
½ ((b-a)/2) [ f(a) + f(x1) + f(x1) + f(b) ]

Area under curve ≈ (b-a) [ f(a) + 2 * f(x1) + f(b) ]


Numerical Integration
• Using more trapezoids to approximate
area under the curve is called: Composite
Trapezoidal Rule
• The more trapezoids, the better, so
instead of two trapezoids, we’ll use n
trapezoids.
• The greater the value of n, the better our
approximation of the area will be.
Composite Trapezoidal Rule
• Divide interval [a,b] into n equally spaced
subintervals (Add area of the n trapezoids)

b x1 x2 b

∫ f(x) dx ≈ ∫ f(x) dx + ∫ f(x) dx + … + ∫ f(x) dx


a a x1 xn-1

≈ (b-a)/2n [ f(x) + f(x1) + f(x1) + f(x2) +…+ f(xn-1) + f(b) ]


≈ (b-a)/2n [ f(x) + 2 f(x1) + 2 f(x2) +…+ 2 f(xn-1) + f(b) ]
b

∫ f(x) dx ≈ Δx/2 [ y0 + 2y1 + 2y2 + … + 2yn-1 + yn ]


a
Composite Trapezoidal Rule
Example 1 on Numerical Integration
• Implementing Composite Trapezoidal Rule in Matlab
• Example Curve: f(x) = 1/x , let’s integrate it from [e,2e] :
2e 2e

∫ 1/x dx = ln (x) | = ln (2e) – ln (e) = ln (2) = 0.6931


e e
Area under curve: 1/x, from [e,2e]
• Matlab Equivalent Inline(‘1/x’)

function I=Trapez(f, a, b, n) % take f, add n trapezoids,from a to b


% Integration using composite trapezoid rule
h = (b-a)/n ; % increment
s = feval(f,a) ; % starting value
for i=1:n-1
x(i) = a + i*h ; In our case, input to the function will be:
s = s+2 * feval (f,x(i)) ; f = inline (’1/x’)
end a = e = 2.7182818
s = s + feval(f,b) ; b = 2e
I = s*h/2 ;

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