Group 8: Matlab project

Numerical integration
Presentation Outline

1. Trapezoidal rule
2. Simpson’s rule
 Newton-Leibniz formula

 f ( x)dx  F ( x) |  F (b)  F (a ), F '( x)  f ( x)

b
a
a

• But the function f(x) is not defined

• Replace f(x) by the interpolating polynomial
Pn(x)
1. Trapezoidal rule

• To approximating, we replace f(x) by Newton

forward divided-difference formula which
passes 2 point from (a,f(a)) and (b,f(b))

f (b)  f (a)
P( x)  f (a)  f [a, b]( x  a)  f (a)  ( x  a)
ba
 b b

a
P( x)dx   [f (a )  f [a, b]( x  a )]dx
a

f (b)  f (a) x
b
2
 f (a) x|  (  ax) |a
b
a ba 2
ba
 [ f ( a )  f (b)]
2

b ba
a
f ( x)dx 
2
[ f (a)  f (b)]
Composite Trapezoidal rule

• Divide the interval [a,b] into n subinterval

• Subinterval width is h=(b-a)/n

a  x0 , x1  x0  h,..., xk  x0  kh,...xn  x0  nh
yk  f ( xk ), k  0,1, 2,..., n
Composite Trapezoidal rule

• Using trapezoidal rule for each subinterval we have

b
x1 x2 xn
a
f ( x ) dx  
x0
f ( x ) dx  
x1
f ( x ) dx ....  
xn1
f ( x)dx

y0  y1 y1  y2 yn 1  yn
h h  ...  h
2 2 2
2. SIMPSON’RULE

Definition

Formula

Simpson’s 1/3 Rule

Multiple-segment Simpson’s 1/3 Rule

Definition

• Simpson’s 1/3 rule is an extension of Trapezoidal rule

where the integrand is approximated by a second order
polynomial.

• Multiple-segment Simpson’s 1/3 Rule Just like in multiple-

segment trapezoidal rule, one can subdivide the interval
[a,b] into n segments and apply Simpson’s 1/3 rule
repeatedly over every two segments. Note that n needs to
be even. Divide interval [a,b] into n equal segments
Formula

Simpson’s 1/3 Rule Multiple-segment Simpson’s 1/3 Rule

Simpson’s 1/3 rule’s Proverment

Hence
Where f2(x) a second order polynomial
given by:

Choose

as the three points of the function to evaluate , a0 a1 and a2 .

• Solving the above three equations for unknowns a0 a1 and a2 give:

• Simpson’s 1/3 Rule of Integration

• Then

• Substituting values of a0 a1 and a2 give

Since for Simpson 1/3 rule, the interval [a,b] is broken into 2
segments, the segment width

Hence the Simpson’s 1/3 rule is given by

EXAMPLE

The Plan
The distance covered by a rocket in meters from
t=2s to t= 28s is given by
28
150000
𝑥 = න 2500 ln − 9.8t
150000 − 2000𝑡
2
1. Use Simpson’s 1/3 rule to find the approximate
value of x .
2. Find the absolute relative true error 𝜖𝑡
Solution
1
The
𝑏 − distance
𝑎 covered
𝑎 + 𝑏 by a rocket in meters from
𝑥≈ 𝑓 𝑎 + 4𝑓 + 𝑓(𝑏)
t=2s
6 to t= 28s is given
2 by
28
• a=2 150000
𝑥 = න 2500 ln − 9.8t
• b=28 150000 − 2000𝑡
2
• 1. =Use
𝑎+𝑏
2
15 Simpson’s 1/3 rule to find the approximate
value of x .150000
𝑓 𝑡2.= Use
2500Simpson’s
ln − 9.8𝑡
150000 −1/3 rule to find the approximate
2000𝑡
value of x .
We have f(2)= 47.97, f(28)= 893.95,f(15)= 410.85
Find the absolute relative true error 𝜖𝑡
3. 28−2
𝑥 ≈ 𝑓 2 + 4𝑓 15 + 𝑓 28 = 111203 m
6
Solution

The distance covered

2. Find the true error by a rocket in meters from
t=2s to t= 28s is given by
The exact28 value of the above integral is
𝑥 150000
𝑥28= න 2500 ln − 9.8t
150000
150000 − 2000𝑡
= න 2500 ln
2 − 9.8𝑡 𝑑𝑡 = 11198.22
150000 − 2000𝑡
1. 2Use Simpson’s 1/3 rule to find the approximate
So the trueoferror
value x . is:
𝐸𝑡 = 𝑡𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒 − 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒 𝑣𝑎𝑙𝑢𝑒
2. Use Simpson’s 1/3 rule to find the approximate
=11198.22 – 11203.05 = -4.833 m
value of x .
The absolute relative error is
3. Find𝑡𝑟𝑢𝑒
the 𝑒𝑟𝑟𝑜𝑟
absolute relative true error 𝜖𝑡
−4.8333 −4
𝜖𝑡 = × 100 = = −4.316 × 10
𝑡𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒 11198.22
Multiple-segment Simpson’s 1/3 Rule

𝑏−𝑎
• The segment width is given by ℎ=
𝑛

Now

Where
Multiple-segment Simpson’s 1/3 Rule

• Aplly Simpson’s 1/3rd Rule over each interval,

Multiple-segment Simpson’s 1/3 Rule
• Sine 𝑥𝑖 − 𝑥𝑖−2 = 2ℎ 𝑎𝑛𝑑 𝑖 = 2,4, … , 𝑛
• Then

• Simpson’s 1/3 Rule of Integration

Multiple-segment Simpson’s 1/3 Rule

𝑏−𝑎
• The segment width is given by ℎ=
𝑛

Now

Where
EXAMPLE

Use 4-segment Simpson’s 1/3 rule to approximate the distance

covered by a rocket in meters from t = 2 s to t = 28s as given by:
28
150000
𝑥 = න 2500 ln − 9.8t
150000 − 2000𝑡
2
1. Use four segment Simpson’s 1/3rd Rule to estimate x.
2. Find the true error
3. Find the absolute relative true error
 Solution

1.
Using n segment Simpson’s 1/3 rule,
𝑛−1 𝑛−2
𝑏−𝑎
𝑥≈ 𝑓 𝑡 + 4 ෍ 𝑓 𝑡𝑖 + 2 ෍ 𝑓 𝑡𝑖 + 𝑓 𝑡𝑛
3𝑛
𝑖=1 𝑖=2
𝑖=𝑜𝑑𝑑 𝑖=𝑒𝑣𝑒𝑛
a=2, b=28, n=4
𝑏−𝑎
ℎ= = 6.5
𝑛
150000
𝑓 𝑡 = 2500 ln − 9.8𝑡
150000 − 2000𝑡
 𝑛−1 𝑛−2
𝑏−𝑎
𝑥≈ 𝑓 𝑡 + 4 ෍ 𝑓 𝑡𝑖 + 2 ෍ 𝑓 𝑡𝑖 + 𝑓 𝑡𝑛
3𝑛
𝑖=1 𝑖=2
𝑖=𝑜𝑑𝑑 𝑖=𝑒𝑣𝑒𝑛

f(t0)=f(2)=47.97
3 2
f(t1)=f(2+6.5)=217.41 28 − 2
𝑥≈ 𝑓 2 + 4 ෍ 𝑓 𝑡𝑖 + 2 ෍ 𝑓 𝑡𝑖 + 𝑓 28
f(t2)=f(8.5+6.5)=410.85 3(4)
𝑖=1 𝑖=2
𝑖=𝑜𝑑𝑑 𝑖=𝑒𝑣𝑒𝑛
f(t3)=f(15+6.5)=633.81
26
f(t4)=f(tn)=f(28)=893.95 = 𝑓 2 + 4 𝑓𝑡1 + 4𝑓 𝑓𝑡3 + 2𝑓 𝑓𝑡2 + 𝑓(30)
12
26
= (47.97 + 4 217.41 + 4 633.81 + 2 410.85
12
2. Find the true error
The exact value of the above integral is
28
150000
𝑥 = න 2500 ln − 9.8𝑡 𝑑𝑡 = 11198.22
150000 − 2000𝑡
2
So the true error is
𝐸𝑡 = 𝑡𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒 − 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒 𝑣𝑎𝑙𝑢𝑒
=11198.22 – 11198.41 = -0.19 m
3. The absolute relative error is
𝑡𝑟𝑢𝑒 𝑒𝑟𝑟𝑜𝑟 −0.19
𝜖𝑡 = × 100 = = −1.6966 × 10−5
𝑡𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒 11198.22
Thank You