Sayısal integrasyon

x =b
I =∫ f ( x) dx
x=a

y = f(x)

x
a xi-1 xi xi+1 b
x =b n
a = x0 b = xn ∫ f ( x) dx ≈ ∑ wi f ( xi )
x= a i=1

Yamuk formülü

y = f(x)
yi

yi+1
yi-1

x
xi-1 xi xi+1

Dx Dx

xi − xi−1 = xi+1 − xi = Δx xi+1 − xi−1 = 2Δx

f ( xi ) = yi

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 1/8
 n
Lagrange int erpolasyon formülü f ( x) = Φn ( x) + En ( x) = ∑ f ( xi ) φi ( x) + En ( x) =
i =0

n n
(x − x j ) 1 n +1
= ∑ yi ∏ + ∏ ( x − x j ) f (n+1) (ξ ( x))
i =0 j =0 ( xi − x j ) (n + 1)! j=0
j ≠i

n
(x − x j )
φi ( x) = ∏ f ( xi ) = yi
j =0 ( xi − x j )
j ≠i

1 1 1
(x − x j ) ( x − xi+1 ) ( x − xi )
Φ1 ( x) = ∑ yiφi ( x) = ∑ yi ∏ = yi + yi+1
i =0 i =0 j =0 ( xi − x j ) ( x i −xi+1 ) ( x i+1−xi )
j ≠i

x= xi+1 x= xi+1 x= xi+1 1 x= xi+1 1 1

(x − xj )
∫ x= xi
f ( x) dx ≈ ∫
x= xi
Φ1 ( x) dx = ∫
x= xi
∑ yiφi ( x) dx = ∫
i =0
x= xi
∑ yi ∏
i=0 j =0 ( xi − x j )
dx =
j ≠i
x= xi+1
=∫ ⎡ yiφi ( x) + yi+1φi+1 ( x)⎤ dx
x= xi ⎣ ⎦

x= xi+1 x= xi+1 ( x − xi+1 ) 1 x= x 1 ⎡1 2 ⎤

x= x i+1

( x − xi+1 ) dx = − ⎢ x − xi+1 x⎥
i+1

∫ φi ( x) dx = ∫
Δx ∫ x= x
dx = − =
x= xi x= xi ( xi − xi+1 ) i Δx ⎢⎣ 2 ⎥⎦ x= x i

1 ⎡1 2 ⎤ 1 ⎡ 2
=− ⎢ ( xi+1 − xi2 ) − xi+1 ( xi+1 − xi )⎥ = − ⎢( xi+1 − xi2 ) − 2xi+1 ( xi+1 − xi )⎤⎥ =
Δx ⎢⎣ 2 ⎥⎦ 2Δx ⎣ ⎦
1 1 1
=− ( xi+1 − xi ) ⎡⎣( xi+1 + xi )− 2xi+1 ⎤⎦ = − ( xi+1 − xi )(−xi+1 + xi ) = Δx
2Δx 2Δx 2

x= xi+1 x= xi+1 ( x − xi ) 1 x= xi+1 1 ⎡1 2 ⎤ i+1

x= x

∫ φi+1 ( x ) dx = ∫ ( x − xi ) dx = ⎢ x − xi x⎥
Δx ∫ x= xi
dx = =
x= xi x= xi ( xi+1 − xi ) Δx ⎢⎣ 2 ⎥⎦ x= xi
1 ⎡1 2 ⎤ 1 ⎡ 2 1
⎢ ( xi+1 − xi2 ) − xi ( xi+1 − xi )⎥ = ( xi+1 − xi2 ) − 2xi ( xi+1 − xi )⎤⎥ = x − xi ) ⎡⎣( xi+1 + xi ) − 2xi ⎤⎦ =
⎦ 2Δx ( i+1
= ⎢
Δx ⎢⎣ 2 ⎥⎦ 2Δx ⎣
1 1
( xi+1 − xi ) = Δx
2
=
2Δx 2

x= xi+1 x= xi+1 x= xi+1 1 x= xi+1 1 1

(x − x j )
∫ x= xi
f ( x ) dx ≈ ∫
x= xi
Φ1 ( x) dx = ∫
x= xi
∑ yiφi ( x) dx = ∫ x= xi
∑ yi ∏ j =0 ( xi − x j )
dx =
i=0 i=0
j ≠i

⎡ yiφi ( x) + yi+1φi+1 ( x)⎤ dx = Δx ( yi + yi+1 )

x= xi+1
=∫ ⎣ ⎦
x= xi 2
(Δx) ′′
3
x= xi+1 Δx
∫ f ( x) dx = ( yi + yi+1 )− f (ξ ( x))
x= xi 2 12

x =b Δx ⎡ Δx ⎡ n−1 ⎤
∫ x= a
f ( x) dx ≈
2 ⎣ y0 + 2 ( y1 + y 2 + … + y n −2 + y n−1 ) + y ⎤
n⎦ = ⎢
2 ⎢⎣
y0 + y n + 2 ∑
i=1
yi ⎥
⎥⎦

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 2/8
Simpson integrasyon formülü

y = f(x)

yi 2∞ parabol

yi+1
yi-1

x
xi-1 xi xi+1

Dx Dx

xi − xi−1 = xi+1 − xi = Δx xi+1 − xi−1 = 2Δx

n
Lagrange int erpolasyon formülü f ( x) = Φn ( x) + En ( x) = ∑ f ( xi ) φi ( x) + En ( x) =
i =0

n n
(x − x j ) 1 n +1
= ∑ yi ∏ + ∏ ( x − x j ) f (n+1) (ξ ( x))
i =0 j =0 ( xi − x j ) (n + 1)! j=0
j ≠i

n
(x − xj )
φi ( x) = ∏ f ( xi ) = yi
j =0 ( xi − x j )
j ≠i

2 2 2
(x − x j )
Φ2 ( x) = ∑ yiφi ( x) = ∑ yi ∏ =
i =0 i=0 j =0 ( xi − x j )
j ≠i

( x − xi )( x − xi+1 ) ( x − xi−1 )( x − xi+1 ) ( x − xi−1 )( x − xi )

= yi−1 + yi + yi+1
( x i−1−xi )( xi−1 − xi+1 ) ( x i −xi−1 )( xi − xi+1 ) ( x i+1−xi−1 )( xi+1 − xi )
x= xi+1 x= xi+1 x= xi+1 2 x= xi+1 2
(x − x )
n

∫ f ( x) dx ≈ ∫ Φ2 ( x) dx = ∫ ∑ y φ ( x) dx = ∫ ∑ y ∏ ( x − x ) dx =
j
i i i
x= xi−1 x= xi−1 x= xi−1 x= xi−1
i =0 i=0 j =0 i j
j ≠i
x= xi+1
=∫ ⎡ yi−1φi−1 ( x) + yiφi ( x ) + yi +1φi+1 ( x)⎤ dx
x= xi−1 ⎣ ⎦

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 3/8
 x= xi+1 x= xi+1 ( x − xi )( x − xi+1 ) 1 x= x i+1
⎡ x 2 − ( xi + xi+1 ) x + xi xi+1 ⎤ dx =
∫ φi−1 ( x ) dx = ∫ dx = 2 ∫ ⎢⎣ ⎥⎦
x= xi−1 x= xi−1 ( x i−1−xi )( xi−1 − xi+1 ) 2 (Δx) x= x i−1

x= x
1 ⎡ 1 3 xi + xi+1 2 ⎤ i+1
= ⎢ x − x + xi xi+1 x⎥ =
2 (Δx) 2 ⎢⎣ 3 2 ⎥⎦ x= x
i−1

1 ⎡1 3 x + xi+1 2 ⎤
= ⎢ ( xi+1 − xi3−1 ) − i ( xi+1 − xi2−1 ) + xi xi+1 ( xi+1 − xi−1 )⎥ =
2 (Δx) 2 ⎢⎣ 3 2 ⎥⎦
1 ⎡1 x + xi+1 ⎤
= ⎢ ( xi+1 − xi−1 )( xi2−1 + xi−1 xi+1 + xi2+1 ) − i ( xi+1 − xi−1 )( xi+1 + xi−1 ) + xi xi+1 ( xi+1 − xi−1 )⎥ =
⎣⎢ 3
2 (Δx) 2 2 ⎥⎦
1 ⎡1 ⎤
= ⎢ 2Δx ( xi2−1 + xi−1 xi+1 + xi2+1 ) −Δx ( xi−1 + xi+1 )( xi + xi+1 ) + 2Δxxi xi+1 ⎥ =
2 (Δx) ⎢⎣ 3
2
⎥⎦
1 ⎡1 2 1 ⎤
= ⎢ ( xi−1 + xi−1 xi+1 + xi2+1 ) − ( xi−1 + xi+1 )( xi + xi+1 ) + xi xi+1 ⎥ =
Δx ⎢⎣ 3 2 ⎥⎦
1 ⎡
= ⎢ 2 ( xi2−1 + xi−1 xi+1 + xi2+1 ) − 3 ( xi−1 + xi+1 )( xi + xi+1 ) + 6 xi xi+1 ⎤⎥ =
6 Δx ⎣ ⎦
1
=
6 Δx
( 2xi2−1 + 2xi−1 xi+1 + 2xi2+1 − 3xi−1 xi − 3xi−1 xi+1 − 3xi xi+1 − 3xi2+1 + 6 xi xi+1 ) =

1
=
6 Δx
( 2xi2−1 − xi2+1 − 3xi−1 xi − xi−1 xi+1 + 3xi xi+1 ) =

1 ⎡ 2
2xi−1 − ( xi−1 + 2Δx) − 3xi−1 ( xi−1 + Δx) − xi−1 ( xi−1 + 2Δx) + 3 ( xi−1 + Δx)( xi−1 + 2Δx)⎤⎥
2
= ⎢
6 Δx ⎣ ⎦
1 ⎡
2 (Δx) ⎤⎥ = Δx
2 1
= ⎢
6 Δx ⎣ ⎦ 3

x= xi+1 x= xi+1 ( x − xi−1 )( x − xi+1 ) 1 x= x

⎡ x 2 − ( xi−1 + xi+1 ) x + xi−1 xi+1 ⎤ dx =
∫ φi ( x ) dx = ∫ 2 ∫
i+1
dx = − ⎢⎣ ⎥⎦
x= xi−1 x= xi−1 ( x i −xi−1 )( xi − xi+1 ) (Δx) x = x
i−1

x= x
1 ⎡ 1 3 xi−1 + xi+1 2 ⎤ i+1
=− ⎢ x − x + xi−1 xi+1 x ⎥ =
(Δx) 2 ⎢⎣ 3 2 ⎥⎦ x= x
i−1

1 ⎡1 3 x + xi+1 2 ⎤
=− ⎢ ( xi+1 − xi3−1 ) − i−1 ( xi+1 − xi2−1 ) + xi−1 xi+1 ( xi+1 − xi−1 )⎥ =
(Δx) 2 ⎢⎣ 3 2 ⎥⎦
1 ⎡1 x + xi+1 ⎤
=− ⎢ ( xi+1 − xi−1 )( xi2−1 + xi−1 xi+1 + xi2+1 ) − i−1 ( xi+1 − xi−1 )( xi+1 + xi−1 ) + xi−1 xi+1 ( xi+1 − xi−1 )⎥ =
(Δx) 2 ⎣⎢ 3 2 ⎥⎦
1 ⎡1 ⎤
⎢ 2Δx ( xi2−1 + xi−1 xi+1 + xi2+1 ) −Δx ( xi−1 + xi+1 ) + 2Δxxi−1 xi+1 ⎥ =
2
=−
(Δx) 2 ⎢⎣ 3 ⎥⎦
1 ⎡2 2 ⎤
⎢ ( xi−1 + xi−1 xi+1 + xi2+1 ) − ( xi−1 + xi+1 ) + 2xi−1 xi+1 ⎥ =
2
=−
Δx ⎢⎣ 3 ⎥⎦
1 ⎡
2 ( xi2−1 + xi−1 xi+1 + xi2+1 ) − 3 ( xi−1 + xi+1 ) + 6 xi−1 xi+1 ⎤⎥ = −
1 ⎡ 2
−xi−1 − xi2+1 + 2xi−1 xi+1 ⎤⎦⎥ =
2
=− ⎢
3Δx ⎣ ⎦ 3Δx ⎣⎢
1 4
( xi+1 − xi−1 ) = Δx
2
=
3Δx 3

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 4/8
 x= xi+1 x= xi+1 ( x − xi−1 )( x − xi ) 1 x= xi+1
⎡ x 2 − ( xi−1 + xi ) x + xi−1 xi ⎤ dx =
∫ φi+1 ( x ) dx = ∫ dx = ∫ ⎢⎣ ⎥⎦
x= xi−1 x= xi−1 ( x i+1−xi−1 )( xi+1 − xi ) 2 (Δx) 2 x= xi−1

x= x
1 ⎡ 1 3 xi−1 + xi 2 ⎤ i+1
= ⎢ x − x + xi−1 xi x ⎥ =
2 (Δx) 2 ⎢⎣ 3 2 ⎥⎦ x= x −
i 1

1 ⎡1 3 x + xi 2 ⎤
= ⎢ ( xi +1 − xi3−1 ) − i−1 ( xi+1 − xi2−1 ) + xi−1 xi ( xi+1 − xi−1 )⎥ =
2 (Δx) 2 ⎢⎣ 3 2 ⎥⎦
1 ⎡1 x + xi ⎤
= ⎢ ( xi+1 − xi−1 )( xi2−1 + xi−1 xi+1 + xi2+1 ) − i−1 ( xi+1 − xi−1 )( xi+1 + xi−1 ) + xi−1 xi ( xi+1 − xi−1 )⎥ =
2 (Δx) 2 ⎢⎣ 3 2 ⎥⎦
1 ⎡1 ⎤
= ⎢ 2Δx ( xi2−1 + xi−1 xi+1 + xi2+1 ) −Δx ( xi−1 + xi+1 )( xi−1 + xi ) + 2Δxxi−1 xi ⎥ =
2 (Δx) 2 ⎢⎣ 3 ⎥⎦
1 ⎡1 2 1 ⎤
= ⎢ ( xi−1 + xi−1 xi+1 + xi2+1 ) − ( xi−1 + xi+1 )( xi−1 + xi ) + xi−1 xi ⎥ =
Δx ⎢⎣ 3 2 ⎥⎦
1 ⎡
= ⎢ 2 ( xi2−1 + xi−1 xi+1 + xi2+1 ) − 3 ( xi−1 + xi+1 )( xi−1 + xi ) + 6 xi−1 xi ⎤⎥ =
6 Δx ⎣ ⎦
1
=
6 Δx
( 2xi2−1 + 2xi−1 xi+1 + 2xi2+1 − 3xi2−1 − 3xi−1 xi − 3xi−1 xi+1 − 3xi xi+1 + 6 xi−1 xi ) =

1
=
6 Δx
( −xi2−1 + 2xi2+1 + 3xi−1 xi − xi−1 xi+1 − 3xi xi+1 ) =

1 ⎡ 2
−xi−1 + 2 ( xi−1 + 2Δx) + 3xi−1 ( xi−1 + Δx) − xi−1 ( xi−1 + 2Δx) − 3 ( xi−1 + Δx)( xi−1 + 2Δx)⎤⎥
2
= ⎢
6 Δx ⎣ ⎦
1 ⎡
2 (Δx) ⎤⎥ = Δx
2 1
= ⎢
6 Δx ⎣ ⎦ 3

x= xi+1 x= xi+1 x= xi+1 2 x= xi+1 1

(x − x )
2

∫ f ( x) dx ≈ ∫ Φ2 ( x) dx = ∫ ∑ y φ ( x) dx = ∫ ∑ y ∏ ( x − x ) dx =
j
i i i
x= xi−1 x= xi−1 x= xi−1 x= xi−1
i =0 i=0 j =0 i j
j ≠i

⎡ yi−1φi−1 ( x) + yiφi ( x) + yi+1φi+1 ( x)⎤ dx = Δx ( yi−1 + 4 yi + yi+1 )

x= xi+1
=∫ ⎣ ⎦
x= xi−1 3
(Δx) (4)
5
x= xi+1 Δx
∫ f ( x) dx = ( yi−1 + 4 yi + yi+1 ) − f (ξ ( x ))
x= xi−1 3 90

⎡ ⎤
x =b Δx Δx ⎢ n−1 n−2 ⎥
∫ x= a
f ( x) dx ≈ [ y0 + 4 y1 + 2 y2 + … + 2 yn−2 + 4 yn−1 + yn ] = ⎢⎢ y0 + yn + 4∑ yi + 2∑ yi ⎥⎥
3 3
⎢⎣ i =1
i tek
i= 2
i çift ⎥⎦

n çift sayı olmalıdır.

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 5/8
Gauss integrasyon formulü
ξ =1 2n−1
I =∫ ϕ (ξ ) d ξ ≈ ∑ wiϕ (ξi )
ξ =−1
i =1

0 a x b

-1 0 x 1

x =b b − a ξ =1 ⎛b − a b − a ⎞⎟ b − a ξ=1
I =∫ f ( x ) dx ≈ f ⎜⎜ ϕ (ξ ) d ξ
2 ∫ξ =−1 2 ∫ξ =−1
ξ+ ⎟ d ξ =
x= a ⎜⎝ 2 2 ⎠⎟
a +b
x−
2 =ξ b−a a +b b−a
x= ξ+ dx = dξ
b−a 2 2 2
2
n
ϕ (ξ ) ≈ ∑ ai ξ i
i =0
ξ =1 ξ =1 ξ =1 ξ =1
n
⎡ 1 i+1 ⎤ n n
1 ⎡1 − (−1)i+1 ⎤ = 2
nn
1
∫ ϕ ( ξ ) d ξ = ∑ a ξ = ∑
∫ i=0 i i=0 i ∫
a ξ d ξ =∑ ai ⎢ i
⎢⎣ 1 + i
ξ ⎥ = ∑ ai ⎢
⎥⎦ ξ =−1 i=0 1 + i ⎣
i
⎥
⎦ ∑
i=0 1 + i
ai
ξ =−1 ξ =−1 ξ =−1 i =0
i çift

ξ =1 I I

∫ ϕ (ξ ) d ξ = ∑ wi ϕ (ξi ) = ∑ w (ξi )ϕ (ξi )

ξ =−1
i=1 i=1
ξ =1 n
1
∫ ϕ (ξ ) d ξ ≈ 2 ∑ ai
ξ =−1
i =0 1+ i
i çift
n I I I

∑ w(ξi )ϕ (ξi ) = w(ξ1 ) ∑ ai ξ i + w(ξ2 ) ∑ aiξ i +

i =1 i =1 i =1
+ w (ξn ) ∑ ai ξ i =
i=1
I I I I
= a0 ∑ w (ξi ) + a1 ∑ ξi w (ξi ) + a2 ∑ ξi2 w (ξi ) + + aI ∑ ξiI w (ξi )
i =1 i =1 i =1 i=1
n I I I

∑ w ϕ (ξ ) = w ∑ a ξ
i =1
i i 1
i =1
i
i
+ w2 ∑ ai ξ i +
i =1
+ wn ∑ ai ξ i =
i=1
I I I I
= a0 ∑ wi + a1 ∑ ξi wi + a2 ∑ ξi2 wi + + aI ∑ ξiI wi =
i =1 i =1 i=1 i =1
⎛ 1 1 1 ⎞
= 2 ⎜⎜a0 + a2 + a4 + + an ⎟⎟⎟
⎜⎝ 3 5 1+ n ⎠

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 6/8
 I I

∑ w(ξi ) = ∑ wi =2
i =1 i =1
I I

∑ ξi w(ξi ) = ∑ ξi wi =0
i =1 i =1
I I
1
∑ ξi2 w(ξi ) = ∑ ξi2 wi =
i =1 i =1 3
I I

∑ ξi3 w(ξi ) = ∑ ξi3 wi =0

i =1 i =1
I I
1
∑ ξi4 w(ξi ) = ∑ ξi4 wi =
i =1 i =1 5

I I
1
∑ ξik w(ξi ) = ∑ ξik wi =
i =1 i =1 1+ n

Bilinmeyenler : ξi , wi → i = 1,2, n
Denklem sayısı : I + 1
2n = I + 1 → I = 2n − 1

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 7/8
 Gauss-Legendre sayısal integrasyonu için
integrasyon noktası koordinatları ve ilgili ağırlıklar

Nokta sayısı Ağırlık İntegrasyon noktası

n wi xi
2 c1 = 1.000000000 x1 = −0.577350269
c 2 = 1.000000000 x2 = 0.577350269

3 c1 = 0.555555556 x1 = −0.774596669
c2 = 0.888888889 x2 = 0.000000000
c3 = 0.555555556 x3 = 0.774596669

4 c1 = 0.347854845 x1 = −0.861136312
c2 = 0.652145155 x2 = −0.339981044
c3 = 0.652145155 x3 = 0.339981044
c4 = 0.347854845 x4 = 0.861136312

5 c1 = 0.236926885 x1 = −0.906179846
c2 = 0.478628670 x2 = −0.538469310
c3 = 0.568888889 x3 = 0.000000000
c4 = 0.478628670 x4 = 0.538469310
c5 = 0.236926885 x5 = 0.906179846

6 c1 = 0.171324492 x1 = −0.932469514
c2 = 0.360761573 x2 = −0.661209386
c3 = 0.467913935 x3 = −0.238619186
c4 = 0.467913935 x4 = 0.238619186
c5 = 0.360761573 x5 = 0.661209386
c6 = 0.171324492 x6 = 0.932469514

Doç. Dr. A. Necmettin GÜNDÜZ - İTÜ İnşaat Mühendisliği Bölümü - e-posta: gunduzan@itu.edu.tr 8/8