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The numeral approach to integral estimation using the the trapezium rule

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MT 2106: Numerical Analysis - Intergration

John Ngubiri

1

& Nasser Kimbugwe

2

ngubiri@cis.mak.ac.ug, nkimbugwe@cis.mak.ac.ug

Makerere University

College of Computing and Information Sciences

2013/2014 Sem II

1

BSc Computer Science

2

BSc Software Engineering

John & Nasser redMT 2106

Numerical Analysis Numerical Integration

Numerical Integration

Analytically,

b

a

f (x)dx = [F(x) + A]

b

a

= F(b) F(a), where

f (x) is the integrand,

F(x) the antiderivative/ primitive of f (x) (or denite integral), and

F(b) F(a) is a nite value of the denite integral

John & Nasser (CoCIS) MT 2106 2014 2 / 11

Numerical Analysis Numerical Integration

Numerical Integration

In numerical integration, the step [F(x) + A]

b

a

is skipped and F(b) F(a)

is approximated directly

This is applicable when the continuous function representing the

antiderivative/ primitive cannot be easily obtained

John & Nasser (CoCIS) MT 2106 2014 3 / 11

Numerical Analysis Numerical Integration

Numerical Integration

Given the data:

x x

0

x

1

... x

n

y y

0

y

1

... y

n

x

n

x

0

ydx can be obtained using numerical techiques

If f (x) is fairly complicated and it is dicult/impossible to nd F(x),

numerical integration can be used

Numerical integration is the only choice if the data is in the form of

table above, and the interest is to nd

x

n

x

0

ydx

John & Nasser (CoCIS) MT 2106 2014 4 / 11

Numerical Analysis Numerical Integration

Numerical Integration

To approximate

x

n

x

0

y dx, the basic method of numerical quadrature is

used

This uses the sum

n

i =0

a

i

f (x

i

)

Most of the methods of quadrature are based on the interpolation

polynomials already discussed

A set of distinct nodes {x

0

, ..., x

n

} are selected from the interval [a, b]

John & Nasser (CoCIS) MT 2106 2014 5 / 11

Numerical Analysis Numerical Integration

Numerical Integration

The Lagrange interpolating polynomial is integrated, together with its

error term over the interval [a, b], implying

b

a

f (x) dx

n

i =0

a

i

f (x

i

)

b

a

f (x) dx =

n

i =0

a

i

f (x

i

) + E

f

John & Nasser (CoCIS) MT 2106 2014 6 / 11

Numerical Analysis Numerical Integration

Techniques

Popular numerical techniques for approximating integrals include:

Trapezoidal rule

Simpsons rule

These are produced from the rst and second Lagrange polynomials, with

nodes equally spaced

John & Nasser (CoCIS) MT 2106 2014 7 / 11

Numerical Analysis Numerical Integration

Techniques

Others (not considered here) are:

Quadrature rules

Gauss-Laguerre

Gauss-Hermite

Gauss-Tshebychev

Gauss-Quadrature

Romberg Integration

John & Nasser (CoCIS) MT 2106 2014 8 / 11

Numerical Analysis Numerical Integration

Trapezoidal Rule

To nd

x

n

x

0

f (x)dx, the area covered by y = f (x), and the x-axis, x = x

0

,

x = x

n

, is approximated, by subdividing it into a number of trapezia each

with width h

On each of the sub-intervals, we approximate y = f (x) linearly by a

straight line

Error associated:

h

3

12

f

(), where [x

0

, x

n

]

John & Nasser (CoCIS) MT 2106 2014 9 / 11

Numerical Analysis Numerical Integration

Trapezoidal Rule

b

a

f (x) dx =

h

2

[f (x

0

) + f (x

1

)]

h

3

12

f

()

Error term for Trapezoidal rule involves term in f

, the rule gives an

exact result when applied to a function whose second derivative is zero,

that is,

The Trapezoidal rule gives exact results for polynomials of degree one or

less

John & Nasser (CoCIS) MT 2106 2014 10 / 11

Numerical Analysis Numerical Integration

Exercise

1

Evaluate

7

1

f (x)dx using the trapezoidal rule and:

x 1 2 3 4 5 6 7

y 2.105 2.808 3.614 4.604 5.857 7.45 9.817

2

Find the area below the curve y = f (x) in the interval [7.47, 7.52]

given that:

x 7.47 7.48 7.49 7.5 7.51 7.52

y 1.93 1.95 1.98 2.01 2.03 2.06

John & Nasser (CoCIS) MT 2106 2014 11 / 11

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