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Simpson rule numeric computing

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Integration

Prepared By:

Miss Shaista Rais

What is Integration?

b

Integration f ( x )dx

a

f(x)

y

The process of measuring

the area under a curve.

b

I f ( x )dx

a

Where:

f(x) is the integrand

a= lower limit of integration

a b x

b= upper limit of integration

2

Simpson’s 1/3rd Rule

3

Basis of Simpson’s 1/3rd Rule

Trapezoidal rule was based on approximating the integrand by a first

order polynomial, and then integrating the polynomial in the interval of

integration. Simpson’s 1/3rd rule is an extension of Trapezoidal rule

where the integrand is approximated by a second order polynomial.

Hence

b b

I f ( x )dx f 2 ( x )dx

a a

f 2 ( x ) a0 a1 x a2 x 2

4

Basis of Simpson’s 1/3rd Rule

Choose

a b a b

( a , f ( a )), ,f , and ( b , f ( b ))

2 2

as the three points of the function to evaluate a0, a1 and a2.

f ( a ) f 2 ( a ) a0 a1a a2 a 2

a b a b a b a b

2

f f2 a0 a1 a2

2 2 2 2

f ( b ) f 2 ( b ) a0 a1b a2 b 2

5

Basis of Simpson’s 1/3rd Rule

a b

a f ( b ) abf ( b ) 4abf

2

abf ( a ) b f ( a )

2

a0 2

a 2 2ab b 2

a b a b

af ( a ) 4af 3af ( b ) 3bf ( a ) 4bf bf ( b )

a1 2 2

a 2 2ab b 2

a b

2 f ( a ) 2 f f ( b )

2

a2

a 2 2ab b 2 6

Basis of Simpson’s 1/3rd Rule

Then

b

I f 2 ( x )dx

a

a0 a1 x a 2 x 2 dx

b

b

x x

2 3

a0 x a1 a2

2 3 a

b2 a2 b3 a3

a0 ( b a ) a1 a2

2 3

7

Basis of Simpson’s 1/3rd Rule

b

ba a b

f 2 ( x )dx f ( a ) 4 f f ( b )

a 6 2

into 2 segments, the segment width

ba

h

2

8

Basis of Simpson’s 1/3rd Rule

Hence

b

h a b

2

f ( x )dx f ( a ) 4 f f ( b )

a 3 2

Because the above form has 1/3 in its formula, it is called Simpson’s 1/3rd Rule.

9

Example 1

30

140000

x 2000 ln 9.8t dt

8 140000 2100t

10

Solution

a) 30

x f (t )dt

8

b a a b

x f ( a ) 4 f f ( b )

6 2

30 8

f ( 8 ) 4 f ( 19 ) f ( 30 )

6

22

177.2667 4( 484.7455 ) 901.6740

6

11065.72 m

11

Solution (cont)

30

140000

x 2000 ln 9.8t dt

8 140000 2100t

11061.34 m

True Error

Et 11061.34 11065.72

4.38 m

12

Solution (cont)

11061.34 11065.72

t 100%

11061.34

0.0396%

13

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