25 views

Uploaded by MXR-3

- Calc05_5
- Differenciation Under Integral Sign
- As Pure Integration
- COMP-IT ASSIGNMENT.docx
- Whittaker 1902
- I Year Syllabus-EEE
- Chapter 4
- MTS 201 (C)
- CalcI_Complete.pdf
- BT11803 Syllabus-MQA Format-revised (SPE Standard)
- I Year Syllabus-EEE
- z n 29290293
- AP Calculus AB-BC Course Description, Effective Fall 2012 (Sample Exams)
- Calculus
- Electronics (BTECH) DCRUST Murthal
- TIPS FOR ADDITIONAL MATHEMATICS
- BichtelerDellacherie Theorem Arbitrge
- Integration DI Mathematical Studies - 2014
- TFC
- Math - Integration

You are on page 1of 39

Newton-Cotes integration formulas:

Trapezoidal rule

Simpsons Rule

Integration with unequal segments

Numerical differentiation:

High accuracy differentiation formula

Richardson extrapolation 2

At the end of this topic, the students will be able:

To identify and apply the methods outlines

to integrate formulae and data set

To identify and apply the methods outlines to

differentiate formulae and data set

LESSON OUTCOMES

4

Derivative represents the rate of change of a dependent

variable with respect to an independent variable given by

mathematical definition begin with a difference approximation:

If x is allowed to approach zero, the differences becomes a

derivative

x

x f x x f

x

y

i i

A

A +

=

A

A ) ( ) (

x

x f x x f

dx

dy

i i

x

A

A +

=

A

) ( ) (

lim

0

y and f(x) dependent variable

x is dependent variable

dy/dx : first derivative of y with

respect to x evaluated at x

i

.

derivative slope of the

tangent to the curve at x

i

DIFFERENTIATION

5

INTEGRATION

Integrate to bring together, as parts, into a whole; to unite; to

indicate the total amount.

Mathematical definition represented by

which stands for the integral of the function f(x) with respect to the

independent variable x, evaluated between the limits x=a to x=b.

}

=

b

a

dx x f I ) (

The integral is

equivalent to the

area under the curve

6

The function to be differentiated or integrated

will typically be in one of the following three

forms:

A simple continuous function such as polynomial,

an exponential, or a trigonometric function.

A complicated continuous function that is difficult

or impossible to differentiate or integrate directly.

A tabulated function where values of x and f(x) are

given at a number of discrete points, as is often

the case with experimental or field data.

NONCOMPUTER METHODS FOR

DIFFERENTIATION AND INTEGRATION

7

A noncomputer method for determining derivatives from data :

equal-area graphical differentiation

Centered finite divided

differences are used to

estimates the derivative

for each interval between

the data points

Then, these values are

plotted as a stepped

curve versus x. That is, it

is drawn so that visually,

the positive and negative

area are balance.

Then, values of dy/dx

can be read off the

smooth curve at given

valus of x.

8

A noncomputer method for determining integration from data :

The use of grid to

approximate an integral

The use of rectangles or strips to

approximate an integral

Application of a numerical

integration or quadrature

method

(a) A complicated,

continous function

(b) Table of discrete

values of f(x) generated

from the function

(c) Use of numerical

method to estimate the

integral on the basis of

the discrete points.

9

Newton-Cotes Integration Formulas

The Newton-Cotes formulas are the most common numerical

integration schemes.

They are based on the strategy of replacing a complicated

function or tabulated data with an approximating function

that is easy to integrate:

n

n

n

n n

n

b

a

n

b

a

x a x a x a a x f

x f

dx x f dx x f I

+ + + + =

~ =

} }

1

1 1 0

) (

polynomial of form ) ( where

) ( ) (

10

(a) First-order

polynomial (straight

line) is used as an

approximation

(b) A parabola is

employed as an

approximation

The integral can also be approximated using a series of polynomials applied

piecewise to the function or data over segments of constant length.

The approximation of

an integral by the area

under three straight-

line segments

11

Closed and open forms of the Newton-Cotes formulas

are available.

Closed forms where the data

points at the beginning and end of

the limits of integration are known.

Open forms where have

integration limits that extend

beyond the range of the data.

This formulas not generally used

for difinite integration.

However, they are utilized for

evaluating improper integrals and for

solution of ODE.

12

THE TRAPEZOIDAL RULE

The Trapezoidal rule is the first of the Newton-Cotes closed

integration formulas, corresponding to the case where the

polynomial is first order:

The area under this first order polynomial is an estimate of

the integral of f(x) between the limits of a and b:

} }

~ =

b

a

b

a

dx x f dx x f I ) ( ) (

1

2

) ( ) (

) (

b f a f

a b I

+

= Trapezoidal Rule

13

) (

) ( ) (

) ( ) (

) (

) ( ) (

) ( ) (

) ( ) ( ) ( ) (

1

0

0 1

0 1

0 1

0 1

0 1

0

0 1

a x

a b

a f b f

a f x f

x x

x x

x f x f

x f x f

x x

x f x f

x x

x f x f

+ =

+ =

} }

~ =

b

a

b

a

dx x f dx x f I ) ( ) (

1

} (

+ =

b

a

dx a x

a b

a f b f

a f I ) (

) ( ) (

) (

2

) ( ) (

) (

b f a f

a b I

+

=

Derivation:

Refer Box 21.1

(page 603) text book

14

Geometrically, the trapezoidal rule is equivalent to

approximating the area of the trapezoid under the straight

line connecting f(a) and f(b).

(a) Area of trapezoid height x average bases

(b) I width x average height

I (b a) x average height

Average height = f(a) + f(b)

2

2

) ( ) (

) (

b f a f

a b I

+

=

15

Error of the Trapezoidal Rule

When we employ the integral under a straight line segment

to approximate the integral under a curve, error may be

substantial:

where lies somewhere in the interval from a to b.

If the function being integrated is linear, the trapezoidal rule

will be exact.

Otherwise, for functions with second and higher order

derivatives (curvature), some error can occur.

3 3

) ( ' '

12

1

) )( ( ' '

12

1

a b f a b f E

t

= =

Derivation and Error Estimate:

Refer Box 21.2

(page 606) text book

16

The Multiple-Application Trapezoidal Rule

One way to improve the accuracy of the trapezoidal rule is to

divide the integration interval from a to b into a number of

segments and apply the method to each segment.

The areas of individual segments can then be added to yield

the integral for the entire interval.

The resulting equations are called multiple-application or

composite integration formulas.

17

} } }

+ + + =

= =

=

n

n

x

x

x

x

x

x

n

dx x f dx x f dx x f I

n

x b x a

n

a b

h

1

2

1

1

0

) ( ) ( ) (

equally segments

0

2

) ( ) (

2

) ( ) (

2

) ( ) (

1 2 1 1 0 n n

x f x f

h

x f x f

h

x f x f

h I

+

+ +

+

+

+

=

+ + =

=

1

1

0

) ( ) ( 2 ) (

2

n

i

n i

x f x f x f

h

I

n

x f x f x f

a b I

n

i

n i

2

) ( ) ( 2 ) (

) (

1

1

0

=

+ +

=

General format for multiple

application integrals

18

Error of the multiple-application Trapezoidal Rule

An error for multiple-application trapezoidal rule can be

obtained by summing the individual errors for each segment:

f

n

a b

E

f n f

f

n

a b

E

a

i

n

i

i t

' '

=

' '

~

' '

' '

=

2

3

1

3

3

12

) (

) (

) (

12

) (

19

Example

Given f(x)=0.2+25x200x

2

+675x

3

900x

4

+400x

5

Use following method to estimate the integral of given

equation from a = 0 to b = 0.8.

a) Single application of the Trapezoidal Rule

b) Multiple application of the Trapezoidal Rule (2 segments)

Given that the exact value of the integral that determined

analytically is 1.640533.

Find true percent relative error and estimated error of

the Trapezoidal Rule.

20

THE SIMPSONS RULES

More accurate estimate of an integral is obtained if a

high-order polynomial is used to connect the points. The

formulas that result from taking the integrals under such

polynomials are called Simpsons rules.

(a) Graphical depiction

of Simpsons 1/3 rule:

It consists of taking the

area under a parabola

connecting three points.

(b) Graphical depiction

of Simpsons 3/8 rule:

It consists of taking the

area under a cubic

equation connecting

four points.

21

Simpsons 1/3 Rule

Results when a second-order interpolating polynomial is used.

| |

2

a) (b

x b; and a between midway point the x and x b , x a where

6

) ( ) ( 4 ) (

) (

or

2

) ( ) ( 4 ) (

3

) (

) )( (

) )( (

) (

) )( (

) )( (

) (

) )( (

) )( (

, polynomial Lagrange order - second using d represente is ) (

) ( ) (

1 1 2 0

2 1 0

2 1 0

2

1 2 0 2

1 0

1

2 1 0 1

2 0

0

2 0 1 0

2 1

2

2 0 2

2

0

+

= = = =

+ +

~

= + + ~

(

+

+

=

= = ~ =

}

} }

x f x f x f

a b I

a b

n

a b

h x f x f x f

h

I

dx x f

x x x x

x x x x

x f

x x x x

x x x x

x f

x x x x

x x x x

I

x f

x b x a dx x f dx x f I

x

x

b

a

b

a

Single segment application of Simpsons 1/3 rule has a truncation error of:

Simpsons 1/3 rule is more accurate than trapezoidal rule.

b a f

a b

E

t

< <

= ) (

2880

) (

) 4 (

5

22

Just as the trapezoidal rule, Simpsons rule can be improved

by dividing the integration interval into a number of segments

of equal width.

Yields accurate results and considered superior to trapezoidal

rule for most applications.

However, it is limited to cases where values are equispaced.

Further, it is limited to situations where there are an even

number of segments and odd number of points.

The Multiple-Application Simpsons 1/3 Rule

) 4 (

4

5

1

5 , 3 , 1

2

6 , 4 , 2

0

180

) (

3

) ( ) ( 2 ) ( 4 ) (

) (

f

n

a b

E

n

x f x f x f x f

a b I

a

n

i

n

n

j

j i

=

+ + +

=

=

23

Example

Given f(x)=0.2+25x200x

2

+675x

3

900x

4

+400x

5

Use following method to estimate the integral of given

equation from a = 0 to b = 0.8.

a) Single application of the Simpsons 1/3 Rule

b) Multiple application of the Simpsons 1/3 Rule with n=4.

Given that the exact value of the integral that determined

analytically is 1.640533.

Find true percent relative error and estimated error of

the Simpsons Rule.

24

Simpsons 3/8 Rule

An odd-segment-even-point formula used in conjunction with

the 1/3 rule to permit evaluation of both even and odd

numbers of segments.

The equation called Simpsons 3/8 rule because h is multiplied

by 3/8.

| |

( )

) (

6480

) (

8

) ( ) ( 3 ) ( 3 ) (

) (

) ( ) ( 3 ) ( 3 ) (

8

3

) ( ) (

) 4 (

5

3 2 1 0

3 2 1 0

3

f

a b

E

x f x f x f x f

a b I

n

a b

h x f x f x f x f

h

I

dx x f dx x f I

t

b

a

b

a

=

+ + +

~

= + + + ~

~ =

} }

More accurate

25

Illustration of how Simpsons 1/3 and 3/8 rules

can be applied in tandem to handle multiple

applications with odd numbers of intervals.

26

Example

Given f(x)=0.2+25x200x

2

+675x

3

900x

4

+400x

5

Use following method to estimate the integral of given

equation from a = 0 to b = 0.8.

a) Simpsons 3/8 Rule

b) Use Simpsons 3/8 Rule in conjuction with Simpsons 1/3 Rule

to integrate the same function for five segments.

Given that the exact value of the integral that determined

analytically is 1.640533. Find true percent relative error.

27

INTEGRATION WITH UNEQUAL SEGMENTS

In practice, many situations deal with unequal-sized segments.

In that case, one method is apply the trapezoidal rule to each

segment and sum the results.

In other method, inclusion of trapezoidal rule and Simpson's

Rule for unequal segments.

2

) ( ) (

2

) ( ) (

2

) ( ) (

1 2 1 1 0 n n

x f x f

h

x f x f

h

x f x f

h I

+

+ +

+

+

+

=

28

Example

Given data for f(x)=0.2+25x200x

2

+675x

3

900x

4

+400x

5

.

Given that the exact value of the integral that determined

analytically is 1.640533. Find true percent relative error.

Use following method to determine the integral for this data.

a) Trapezoidal rule with unequal segments

b) Inclusion of Trapezoidal and Simpsons rules

x f(x) x f(x)

0.0 0.200000 0.44 2.842985

0.12 1.309729 0.54 3.507297

0.22 1.305241 0.64 3.181929

0.32 1.743393 0.70 2.363000

0.36 2.074903 0.80 0.232000

0.40 2.456000

Forward finite divided difference

Backward finite divided difference

Centered finite divided difference

29

Numerical Differentiation

30

High-accuracy divided difference formulas can be

generated by including additional terms from the Taylor

series expansion.

For example, the forward Taylor series expansion can be

written as

) (

) ( ) (

) ( '

: terms) derivative higher and second (excluding

difference forward first So,

) (

2

) ( " ) ( ) (

) ( '

for solved be can which

...

2

) ( "

) ( ' ) ( ) (

1

2

1

2

1

h O

h

x f x f

x f

h O h

x f

h

x f x f

x f

h

x f

h x f x f x f

i i

i

i i i

i

i

i i i

+

=

+

=

+ + + =

+

+

+

HIGH-ACCURACY DIFFERENTIATION FORMULAS

31

) (

2

) ( 3 ) ( 4 ) (

) ( '

terms, collecting by or,

) (

2

) ( ) ( 2 ) ( ) ( ) (

) ( '

yield to difference forward first into

) (

) ( ) ( 2 ) (

) ( "

, derivative second the of

ion approximat the ng substituti by term derivative second For

2

1 2

2

2

1 2 1

2

1 2

h O

h

x f x f x f

x f

h O h

h

x f x f x f

h

x f x f

x f

h O

h

x f x f x f

x f

i i i

i

i i i i i

i

i i i

i

+

+

=

+

+

=

+

+

=

+ +

+ + +

+ +

* This equation incorporates more terms of Taylor

series expansion and more accurate.

Refer Text book

Page 92 & 93

32

Forward finite-divided difference formulas: two versions are presented for each

derivative. The latter version incorporates more terms of Taylor Series expansion

and consequently more accurate.

h

4

33

Backward finite-divided difference formulas: two versions are presented for

each derivative. The latter version incorporates more terms of Taylor Series

expansion and consequently more accurate.

34

Centered finite-divided difference formulas: two versions are presented for each

derivative. The latter version incorporates more terms of Taylor Series expansion

and consequently more accurate.

35

Example

Estimated the first derivative of

f(x) = 0.1x

4

0.15x

3

0.5x

2

0.25x + 1.2

at x = 0.5 using finite divided differences and a step size of h = 0.25.

a) Use forward and backward differences approximations

of O(h) and centered difference approximation of O(h

2

).

b) Use high-accuracy formulas of finite divided differences.

36

( )

( )

( )

( )

( ) 2 . 0 1

6363 . 0 75 . 0

925 . 0 5 . 0

1035 . 1 25 . 0

2 . 1 0

n, calculatio From

2 2

1 1

1 1

2 2

= =

= =

= =

= =

= =

+ +

+ +

i i

i i

i i

i i

i i

x f x

x f x

x f x

x f x

x f x

Forward

O(h)

Backward

O(h)

Centered

O(h

2

)

Estimate -1.155 -0.714 -0.934

t

(%) -26.5 21.7 -2.4

Forward

O(h

2

)

Backward

O(h

2

)

Centered

O(h

4

)

Estimate -0.8594 -0.8781 -0.9125

t

(%) 5.82 3.77 0

Solution

37

RICHARDSON EXTRAPOLATION

Richardson extrapolation is a method uses two

estimates of an integral to compute a third, more

accurate approximation.

Two ways to improve derivative estimates when

employing finite divided difference:

1) decrease the step size

2) use a higher-order formula that employs

more point.

)] (

3

1

) (

3

4

s, derivative for itten fashion wr Similar

)] (

3

1

) (

3

4

)] ( ) ( [

1 ) 2 (

1

) (

)] ( ) ( [

1 )) / 2 ( (

1

) (

, 2 / where case for the written formula This

. h and h sizes step two using estimates integral are ) ( and ) ( where

)] ( ) ( [

1 ) / (

1

) (

estimate, integral of t improvemen Formula

1 2

1 2

1 2

2

2

1 2

2

1 1

2

1 2

2 1 2 1

1 2

2

2 1

2

h D h D D

h I h I I

h I h I h I I

h I h I

h h

h I I

h h

h I h I

h I h I

h h

h I I

I

~

~

+ ~

+ ~

=

+ ~

For centered difference

approximations with O(h

2

),

the application of this

formula will yield a new

derivative estimate of O(h

4

).

39

Example

Estimated the first derivative of

f(x) = 0.1x

4

0.15x

3

0.5x

2

0.25x + 1.2

at x = 0.5 employing step sizes of h

1

= 0.5 and h

2

= 0.25.

Compute an improved estimate with Richardson extrapolation.

The true value is -0.9125.

Solution

The first derivative estimates can be computed with centered

differences

% 0 9125 . 0 ) 0 . 1 (

3

1

) 9344 . 0 (

3

4

) (

3

1

) (

3

4

% 4 . 2 9344 . 0

) 25 . 0 ( 2

1035 . 1 6363 . 0

2

) ( ) (

) ( ' ) 25 . 0 (

% 6 . 9 0 . 1

) 5 . 0 ( 2

2 . 1 2 . 0

2

) ( ) (

) ( ' ) 5 . 0 (

t 1 2

t

1 1

2

t

1 1

1

= = = =

= =

= = =

= =

= = =

+

+

c

c

c

h D h D D

h

x f x f

x f h D

h

x f x f

x f h D

i i

i

i i

i

- Calc05_5Uploaded byAnonymous K0meIjtc
- Differenciation Under Integral SignUploaded byCassiano
- As Pure IntegrationUploaded byИРадојичић
- COMP-IT ASSIGNMENT.docxUploaded bygobinath
- Whittaker 1902Uploaded byMonkey D. Luffy
- I Year Syllabus-EEEUploaded byVejella Prasad
- Chapter 4Uploaded byjantskie
- MTS 201 (C)Uploaded byUsman Samuel Babalola
- CalcI_Complete.pdfUploaded byKshitij Srivastava
- BT11803 Syllabus-MQA Format-revised (SPE Standard)Uploaded byLala Thebunker's
- I Year Syllabus-EEEUploaded byVejella Prasad
- z n 29290293Uploaded byAJER JOURNAL
- AP Calculus AB-BC Course Description, Effective Fall 2012 (Sample Exams)Uploaded byvingts
- CalculusUploaded byJo-LieAng
- Electronics (BTECH) DCRUST MurthalUploaded byDevansh Jain
- TIPS FOR ADDITIONAL MATHEMATICSUploaded bysahmozac
- BichtelerDellacherie Theorem ArbitrgeUploaded byCarlos Cañizares
- Integration DI Mathematical Studies - 2014Uploaded byA A
- TFCUploaded byxamanian
- Math - IntegrationUploaded byOladokun Sulaiman Olanrewaju
- 1ZB3 McMaster Scholars - Booklet ContentUploaded bykingalyson
- Recalculation of Proton Compton ScatteringUploaded bybehsharifi
- Cal78 Comparison Tests for Improper IntegralsUploaded bymarchelo_chelo
- Aerospace Eng 07 08 EtUploaded byAkshay Sharma
- 82-A1090Uploaded byjojo2k
- Presented QuestionUploaded byAnonymous E7JynRcI5N
- Chapter-wise Weightage of Marks in IIT JEE for ChemistryUploaded byFaltukaaccount
- UW CFRM 460 SyllabusUploaded bypoweee
- CalculusUploaded byGopalan Kathiravan

- 9783540748540-c1Uploaded byДражан Горанчић
- 58288Uploaded byMXR-3
- 00 Full TemplateUploaded byMXR-3
- Pyrotechnics Ball Mill Theory SponenburghUploaded byMXR-3
- 715522013041483218185Uploaded byMXR-3
- Hubunganetnik2011 Islamdanhubunganetnik 110322040940 Phpapp01Uploaded byMXR-3
- 01_13714_aliUploaded byMXR-3
- Maqasid Al-syariah (Affwan)Uploaded byAffwan Lokman
- 1-s2.0-S0272884210003949-mainUploaded byMXR-3
- Monov,Sokolov,Stoenchev-pp51-68.pdfUploaded byMustafa Koc
- Effect if Ball Milling Time on the Mechanical Properties of ABSUploaded byMXR-3
- Is Ball Milling an Innovative TechniqueUploaded byMXR-3
- Ballmilling JackieUploaded byMXR-3
- Hubungan Etnik - Islam & Hubungan EtnikUploaded byMahyuddin Khalid
- CPE 461 Assignment UitmUploaded byMXR-3
- Full Report DP 1Uploaded byMXR-3
- P&ID newUploaded byMXR-3
- What is Polyvinyl ChlorideUploaded byAnonymous vcadX45TD7
- Vinyl Chloride Production-summaryUploaded bysatyendraparmar091425che
- PVC - Polyvinyl ChlorideUploaded byjbertral
- Organochloride is a Type of Organic Coumpound Containing at Least One Covalenty Bonded Atom of Chlorine Such as Choroalkane and Chlorinated SolventUploaded byMXR-3
- Table of ContentsUploaded byMXR-3
- Production of 100,00 Metrics Tonnes Per Year of N-propanolUploaded byMuhammad Daniyal Lim bin Reeza Lim Si-Hien
- URGENT Vinyl Chloride Production PowerpointUploaded byMXR-3
- 260259280 Poly Vinyl ChlorideUploaded byMXR-3
- 5-393Uploaded byMXR-3
- Vinyl Chloride Production-OriginalUploaded byigor0104
- POLYVINYL CHLORIDEUploaded bySerkan Gecim
- Practical Guide to Polyvinyl ChlorideUploaded byboog777
- 180186713 05 534 Using Accident Theories to Prevent Accidents PDFUploaded byOPie UPie

- Some One Minute Science ExperimentsUploaded bythengodeet
- Alloy Can Be Define as a Homogeneous Mixture or Solid Solution of Two or More MetalsUploaded bykanishini
- Introduction to Rocket PropulsionUploaded byUgur Guven
- 2013 Math 647 Homework 1Uploaded bylara
- An Overview of Pharmaceutical Cocrystals as IntellectualUploaded byArif Budi S
- NeuvilleUploaded byJustaUser2
- CCA 1200 LeafletUploaded byphucgenji
- 17a Service Tools and Frac and Pack Packers Sergio AguilarUploaded byMaría Marquina
- CLASS VIII Math Exponents&Powers PracticeExercise7Uploaded byShorya Kumar
- Liebherr Lhm 600 High Rise Mobile Harbour Crane Datasheet EnglishUploaded byMaikol Mell Ferrer Guzman
- Rr312105 Aircraft Structures iUploaded bySrinivasa Rao G
- Effect of Heating and Cooling on Rheological Parameters of Edible Vegetable OilsUploaded byeuploide
- 5054_s03_qp_1Uploaded bykaran79
- Octonionic Gravity, Grand-Unification and Modified Dispersion RelationsUploaded byKathryn Wilson
- Inverse Estimation of Boundary Heat Flux for Heat Conduction ModelUploaded byJinsoo Kim
- 1-s2.0-S037673610970024X-main.pdfUploaded byricoo90e
- Progress, Challenges, And Opportunities in Two-Dimensional Materials Beyond GrapheneUploaded byniharika pandey
- abw8205.0001.001.umich.edu.pdfUploaded byJuanPabloCadenaBahos
- lectures-on-computational-fluid-dynamics.pdfUploaded byfitriawan44
- Fischer EsterificationUploaded byDenisse Watt Cuarteros
- Ansys Hyperelastic Curve FittingUploaded byjvo917
- Analysis of Residual Solvents in Annatto Extracts Using a Static Headspace Gas Chromatography MethodUploaded byLuis David Carbonell Gonzalez
- RF planningUploaded bychayhofmes
- ch1.3Uploaded byjuntujuntu
- Dual Mass DCPUploaded byDannyChacon
- Prestressed ConcreteUploaded byVinayaga Murthy G
- tahir iqbal cv.docUploaded byAnonymous bCFC8fjLV
- EC461Uploaded byAnonymous 53vlW5AU
- Bearing Damage-Resulting From Shaft Voltage and CurrentUploaded byAnil_Nambiaruveetil
- Evert Hoek - Brief Historical Development of Hoek Brown CriterionUploaded byJames Lester