INENJERSKAMATEMATIKA3

T5
NUMERIKORJEAVANJEINTEGRALA

f ( x) dx = y dx =
a

h
[ y0 + yn + 2( y1 + ... + yn 1 )]
2

MATLAB:
%Optetrapeznopravilo
n=1000;a=0.2;b=1;
n
1000;a 0.2;b 1;
kor=(ba)/n;yk=0;h=(ba)/n;
y0=0.2^2/(0.2^4+1);
yn=0.5;
fori=a+kor:kor:bkor
yk=yk+2*i^2/(i^4+1);
end
intt h*( 0+ n+ k)/2
intt=h*(y0+yn+yk)/2
gr=inttint
intt=
0.24108288601360
gr=
2.123120959596214e008

NewtonCotesovuformulu Optetrapezno
pravilo:Analitikorijeenjeintegrala:
2

2

1 x2
1 ln x + 2 x 1 ln x + 2 x + 1

4 4 2
0 .2 1 + x
2arctg (1 2 x ) + 2arctg (1 + 2 x )

int =
0.24108290724481

ba
h=
n
b

N 1
ba

f ( x)dx
f
(
a
)
+
f
(
b
)
+
2
f
(
a
+
ih
)

2 N
i =1

h
f ( x) dx = y dx = [ y0 + yn + 2( y1 + ... + yn 1 )]
2
a
1 x2

4
0 .2 1 + x

zan=1;
a=1;
B=0 2;
B=0,2;
y0=0,03993;
y1=0,5;

h
y dx = 2 [ y0 + yn + 2( y1 + ... + yn 1 )]
0 .2
b

x=0.2 x=1

N 1
ba

f ( x)dx
f (a ) + f (b) + 2 f (a + ih)

2N
i =1

I=0,215972
Analitiko rjeenje=
0.24108290724481

h y0 + y2 m + 4( y1 + y3 + ... + y2 m 1 )

f ( x) dx = y dx = 3 + 2( y + y + ... + y

2
4
2m 2 )
a
a

MATLAB:
%OpteSimpsonovo
pravilon=1000;a=0.2;b=1;h=(b
a)/(n);y0=0.2^2/(0.2^4+1);yn=0.5;yk=0
)/( )
/(
)
k
;fori=1:n/2yk=yk+(a+(2*i
1)*h)^2/((a+(2*i1)*h)^4+1);
endyk1=0;fori=1:(n/2)1
y y (
yk1=yk1+(a+2*i*h)^2/((a+2*i*h)^4+1);
) /((
)
);
endints=(b
a)*(y0+yn+4*yk+2*yk1)/(3*n)gr=ints
int
ints=
0.24108290724482
gr=
1.593170040337100e014

NewtonCotesovuformulu OpteSimpsonovo
pravilo
2

2

1 x2
1 ln x + 2 x 1 ln x + 2 x + 1

4 4 2
0 .2 1 + x
2arctg (1 2 x ) + 2arctg (1 + 2 x )

N /2
N / 2 1
ba

+
+
+

+
+
f ( x)dx
f
(
a
)
f
(
b
)
4
f
(
a
(2
i
1)
h
)
2
f
(
a
2
ih
)

3 N
i =1
i =1

paran broj

1
b

x=0.2+(2*11)*0.4=0.6

N /2
N / 2 1
ba

f ( x)dx
d
f
(
a
)
+
f
(
b
)
+
4
f
(
a
+
(
(2
i

1)
)
h
)
+
2
f
(
a
+
2
ih
h
)

3 N
i =1
i =1

paran broj
1 x2

4
0 .2 1 + x

za n=2;
h (b )/2 (1 0 2)/2 0 4
h=(b-a)/2=(1-0,2)/2=0,4;
y0=0,03993;
y1=0,3187;
y2=0,5;

I 0 214196
I=0,214196
Analitiko rjeenje=
0.24108290724481

x=0 6
x=0.6
x=0.2

y=

1+ x

det [J()] determinanta

Jacobianovematrice
preslikavanja koja se
preslikavanja,kojase
odreujenaslijedeinain:
VrijednostifunkcijeF(i)se
raunaju u Gaussovim
raunajuuGaussovim
takamai.Iztabelese
oitavajuGaussovetakei
teinskikoeficijentizaeljeni
b jG
brojGaussovihtaaka(red
ih t k ( d
integracije).

x 2 + x1 x 2 x1
x=
+

2
2
det J ( ) =

x x 2 x1
=

Gaussovekvadrature GaussLegendreovu
formulu
Rjeenjejednostrukogintegralaprimjenom
GaussLegendreovihkvadraturnihformuladato
+1
nG
jesa:

I = F ( ) d = F ( i )w i
1

i =1

F ( ) = f ( ) det J ( )

nG

Za

=2 iz tabele imamo:

Gaussove take i
0 00000 00000 00000
0,00000
0,57735 02691 89626

Red integracije
1
2

1 x2

4
0.2 1 + x

nG

det J ( ) =

x + x1 x 2 x1
x= 2
+

2
2

x=0,6+0,4

x1=0,83094

F ( ) = f ( ) det J ( )
nG

i =1

x x 2 x1
1 0,2
=
=
= 0,4
2

y=

1+ x

=0,5773502691 w=1
=+0,5773502691 w=1

x2=0,36906

+1

wi
Teinski koeficijenti
2 00000 00000 00000
2,00000
1,00000 00000 00000

I = F ( ) d = F ( i )w i

x12
x22
= 0,4 4
w2
w1 + 0,4 4
x1 + 1
x2 + 1

2
2

(
(
0,83094 )
0,36906 )
I = 0,4
1 + 0,4
1 = 0,240514
4
4
(0,83094) + 1 (0,36906) + 1

MATLAB:
%G
%Gaussovekvadrature
k d t
G
GaussLegendreovu
L
d
f
formula
l
[xg,wg]=glf;
jacob=(ba)/2;
ng=5;yk=0;
g ;y ;
fori=1:ng
x=(a+b)/2+xg(ng,i)*(ba)/2;
yk=yk+jacob*wg(ng,i)*x^2/(x^4+1);%Integral
end
end
intgl=yk
gr=intglint
end
function[xg,wg]=glf;%Govikvadratisjednomtackom
xg(1,1)=0.000000000000000;wg(1,1)=2.000000000000000;
%Govikvadratisdvijetacke
xg(2 1) = 0 577350269189626; wg(2 1) = 1 000000000000000;
xg(2,1)=0.577350269189626;wg(2,1)=1.000000000000000;
xg(2,2)=0.577350269189626;wg(2,2)=1.000000000000000;

%Govikvadratistritacke
.
.
.
.
%Govikvadratispettacki
xg(5,1)=0.906179845938664;wg(5,1)=0.236926885056189;
(5 1)
0 906179845938664
(5 1)
0 236926885056189
xg(5,2)=0.538469310105683;wg(5,2)=0.478628670499366;
xg(5,3)=0.000000000000000;wg(5,3)=0.568888888888889;
xg(5,4)=0.538469310105683;wg(5,4)=0.478628670499366;
g( , )
; g( , )
;
xg(5,5)=0.906179845938664;wg(5,5)=0.236926885056189;
...
.

%Govikvadratisdesettacki
......
...
Rjeenje........
intgl=
0 24108219043429
0.24108219043429

Integracija Monte Carlo

IntegracijaMonteCarlo
Prema metodi Monte Carlo, rjeenje jednostrukog
integrala se moe priblino predstaviti kao srednja
vrijednost podintegralne funkcije u n sluajnih taki
u odnosu na ukupan broj sluajnih opita,
opita na slijedei
nain:
1
1 n
I = F ( ) d = F ( i )
x = x1 + ( x 2 x1 )
0

i =1

F ( ) = f ( ) det J ( )

x
det J ( ) =
= x 2 x1

zan=2;isluajniizbor 1 = 0.4 te

2 = 0.7 imamo:

1 0,4 2
0,7 2

I= 4
0,8 +
0,8 = 0,4(0,156 + 0,395) = 0,220
4
2 0,4 + 1
0,7 + 1

MATLAB:
%IntegracijaMontecarlo
%Integracija
Monte carlo
jacob=ba;yk=0;
fori=1:n
ak=rand()
ifak<0.2;ak=0.2;end%funkcijageneriebrojeve0<=ak<=1,agranicajedo1
yk=yk+jacob*ak^2/(ak^4+1);%Integral
end
intm=yk/n
gr=intmint
intm=
0.20436096296805
gr=
0.03672194427676

Tabelarezultata:
Analitiko rje.

Numeriko rje.

Newton-Cotesovu
formula - Opte
trapezno pravilo

0.24108290724481

0.2410828860136

-2.1231209595962e-008

Newton-Cotesova
formula - Opte
Simpsonovo pravilo

0.24108290724481

0.2410829072448

1.593170040337100e-014

Gaussove kkvadrature
G
d t
0.24108290724481
0 24108290724481
Gauss Legendreovu
formulu

0 2410821904342
0.2410821904342

-7.1681051577732e-007
7 1681051577732 007

Integracija Monte
Carlo

0.2043609629680

0.24108290724481

Relativna greka

-0.03672194427676
0.03672194427676