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8.7 Numerical Integration

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21 views8 pages

8.7 Numerical Integration

Uploaded by

Shu Nie
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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8.

7 Numerical Integration
Tags Approximation Concept Formula Practice

Deliver Date @November 4, 2024

Owner Shu Nie

Learning Objectives
Use Trapezoidal Rule to approximate integral with trapezoid

Use Simpson’s Rule to approximate integral with parabola

Error Analysis Formula

Learning Content
When we cannot find a workable antiderivative for a function ƒ that we have to
integrate, we can partition the interval of integration, replace ƒ by a closely
fitting polynomial on each subinterval, integrate the polynomials, and add the
results to approximate the definite integral of ƒ.

Bridge-in: Riemann Sum (Rectangular Region)

Riemann sum for ƒ on the interval [a, b] depending on the partition P

8.7 Numerical Integration 1


n
SP = ∑ f(ck )Δxk .
​ ​ ​ ​

k=1

The definite integral of f from a to b

b n
∫ f(x) dx = lim ∑ f(ck )Δx
​ ​ ​ ​

a n→∞
k=1

Trapezoidal Approximations

Sum it up:

8.7 Numerical Integration 2


⤴️ EXAMPLE 1 Pay attention to my steps!!
2
Use the Trapezoidal Rule with n = 4 to estimate ∫1 x2 dx.
​

Compare the estimate with the exact value.

Simpson’s Rule: Approximations Using Parabolas

8.7 Numerical Integration 3


Let’s calculate the shaded area beneath a parabola passing through three
consecutive points.

Area Ap can be expressed using integral:


​

Expressing the area Ap in terms of the ordinates y0 , y1 , and y2 


​ ​ ​ ​

8.7 Numerical Integration 4


Sum it up:

🖊️ EXAMPLE 2 Do it by yourself!
2
Use Simpson’s Rule with n = 4 to approximate ∫0 5x4 dx.
​

Error Analysis

8.7 Numerical Integration 5


The error constants 12 & 180 and formulas come from Taylor series
expansions and bounding the remainder term. No need to understand how
to get them right now.

⁉️ EXAMPLE 3
2
Find an upper bound for the error in estimating ∫0 5x4 dx using
​

Simpson’s Rule with n = 4 (Example 2).

8.7 Numerical Integration 6


🧠 EXAMPLE 4

Estimate the minimum number of subintervals needed to


approximate the integral in Example 3 using Simpson’s Rule with
an error of magnitude less than 10−4 .

Summary

8.7 Numerical Integration 7


8.7 Numerical Integration 8

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