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NUMERICAL INTEGRATION

Synopsis:
1. Trapezoidal Rule : Let y = f(x) be a continuous function defined on [a, b]. Divide the interval on x-axis into n equal parts each of length h =
b−a . Let a = x0, x1, x2, …, xn =b be the abscissae of n
b

the successive points of division and yr = f(xr) for r = 0, 1, 2, …, n. Then ∫ f ( x ) dx =
a

= [f ( x 0 ) + 2f ( x 1 ) + 2f ( x 2 ) + ... + 2f(xn–1) + f(xn)] = [ f ( x 0 ) + f ( x n ) + 2{f ( x1 ) + f ( x 2 ) + ... + f ( x n −1 )}] = [( y 0 + y n ) + 2( y1 + y 2 + ... + y n −1 )] 2. Simpson’s Rule : Let y = f(x) be a continuous function defined on [a, b]. Divide the interval on xaxis into n = 2m (even integer) equal parts each of length h =
b

h 2

h 2

h 2

b−a b−a . Let a = x0, x1, x2, …,xn = n 2m

= x2m = b be the abscissae of the successive points of division and yr = f(xr) for r = 0, 1, 2…n. Then

∫ f ( x) dx = 3 [f ( x
a

h

0) +

4f ( x1 ) + 2f ( x 2 ) + 4f ( x 3 ) + ... +4f ( x 2m −1 ) + f ( x 2m )]

= [{f ( x 0 ) + f ( x 2m )} + 4{f ( x1 ) + f ( x 3 ) + ... + f ( x 2m −1 )} + 2{f ( x 2 ) + f ( x 4 ) + ... + f ( x 2m − 2 )}] = [( y 0 + y 2m ) + 4( y1 + y 3 + ... + y 2m −1 )] +
2( y 2 + y 4 + ... + y 2m − 2 )] h 3

h 3