Chap.

17 (Numerical Integration)
CAE

Simpson

Chap.17

Chap.17

f ( x ) dx

: [a, b]
f(x)

=>

Chap.17

(Trapezoid rule)

f ( x ) dx =

3
ba
[ f ( a ) + f (b ) ] (b a ) f " ( )
2
12

Chap.17


f ( x) = 0.2 + 25 x 200 x 2 + 675 x 3 900 x 4 + 400 x 5

P. 453 17.1

Chap.17

let h =
I =

ba
, x0 = a, xn = b
n

f ( x ) dx
a

x1

x0

f ( x ) dx + ... +

Et =

xn

xn 1

(b a ) 3
12 n 3

f ( x ) dx

f " ( ) =
i

i =1

(b a ) 3
1
f " Et 2
12 n 2
n

: 1

Chap.17

 M File
function I = trap(func,a,b,n)
% I = trap(func,a,b,n):
% multiple-application trapezoidal rule.
% input:
% func = name of function to be integrated
% a, b = integration limits
% n = number of segments
% output:
% I = integral estimate

P. 456 17.2

x = a;
h = (b - a)/n;
s = feval(func,a);
for i = 1 : n-1
x = x + h;
s = s + 2*feval(func,x);
end
s = s + feval(func,b);
I = (b - a) * s/(2*n);

I =

h
2

n 1

f ( xi ) + f ( x n )
f ( x0 ) + 2
i =1

Chap.17

Simpson
:
Simson :

Simson 1/3 :

Simson 3/8 :

Chap.17

Simpson 1/3
Lagrange (2)

L( x) =

P. 460 17.3

( x x0 )( x x2 )
( x x0 )( x x1 )
( x x1 )( x x2 )
f ( x0 ) +
f ( x1 ) +
f ( x2 )
( x0 x1 )( x0 x2 )
( x1 x2 )( x1 x2 )
( x2 x0 )( x2 x1 )

where h =
Et =

ba
, x0 = a, x1 = x0 + h, x2 = b
2

h 5 (4)
(b a ) 5 ( 4 )
f ( ) =
f ( )
2880
90

: 3

Chap.17

10

Chap.17

Simpson 1/3 rule

h 5 ( 4)
f ( )
90
(b a) 5 ( 4 )
=
f ( )
180n 4

Et =

Et

1
n4

P. 462 17.4

Simpson 3/8

L( x) =

( x x1 )( x x 2 )( x x3 )
( x x0 )( x x 2 )( x x3 )
f ( x0 ) +
f ( x1 )
( x0 x1 )( x0 x2 )( x0 x3 )
( x1 x0 )( x1 x 2 )( x1 x3 )

( x x0 )( x x1 )( x x3 )
( x x0 )( x x1 )( x x 2 )
f ( x2 ) +
f ( x3 )
( x2 x0 )( x 2 x1 )( x 2 x3 )
( x3 x0 )( x3 x1 )( x3 x 2 )

where h =

ba
, x0 = a, x1 = x0 + h, x2 = x0 + 2h, x3 = b
3

11

Chap.17

12

Chap.17

Simpson 3/8

3h 5 ( 4 )
f ( )
80
(b a) 5 ( 4 )
f ( )
=
6480

Et =

Simson 1/3 : 2880
Simson 3/8 : 6480

P. 464 17.5

Newton-Cotes

Simpson 1/3 (3 points) 3/8 (4 points)

(segment) - (point)
Simpson 1/3 ( )
13

Chap.17