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MT Integrasi Numeris PDF
MT Integrasi Numeris PDF
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INTEGRASI NUMERIS
Numerical Differentiation and Integration
Integrasi Numeris
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q Acuan
q Chapra, S.C., Canale R.P., 1990, Numerical Methods for Engineers, 2nd
Ed., McGraw-Hill Book Co., New York.
n Chapter 15 dan 16, hlm. 459-523.
Diferensial, Derivatif
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f(xi+Δx)
yi +Δy
Δy yi +Δy
f(xi)
yi yi yi
Δx
xi xi +Δx xi xi +Δx xi
(a) (b) (c)
Δy f (xi + Δx ) − f (xi ) dy f (xi + Δx ) − f (xi )
= = lim
Δx Δx d x Δx →0 Δx
difference approximation
Diferensial, Derivatif
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dy
= y ʹ′ = f ʹ′(x )
dx
160 24
dy
= 7.5 x 0.5
120 18 dx
y = 5 x 1. 5
dy/dx
y 80 12
slope = dy/dx
40 6
0 0
0 2 4 6 8 10 0 2 4 6 8 10
x x
Integral
6 http://istiarto.staff.ugm.ac.id
24 160
y = 7.5 x 0.5
18 120 1.5
∫ ydx = 5x
∫y dx
y 12 80
x
luas = ∫ y d x
0
6 40
0 0
0 2 4 6 8 10 0 2 4 6 8 10
x x
§ “kebalikan” dari proses men-diferensial-kan adalah meng-integral-kan
§ integrasi ›‹ diferensiasi
Fungsi
7 http://istiarto.staff.ugm.ac.id
4
2 + cos(1 + x ) 0.5 x
2 32
∫0 1 + 0.5sin x e d x
3
x f(x) 2
0.25 2.599
A1 A2 A3 A4
0.75 2.414 1
1.25 1.945 ∫f(x) dx = luas = ∑Ai
1.75 1.993 0
0 0.5 1 1.5 2 2.5
Derivatif
9 http://istiarto.staff.ugm.ac.id
u = f (x )
dan
v = f (x ) d d
sin x = cos x cot x = − csc2 x
dy du dx dx
y = un = n u n−1 d d
dx dx cos x = − sin x sec x = sec x tan x
dx dx
dy du dv
y = uv =v +u d d
dx dx dx tan x = sec2 x csc x = − csc x cot x
dx dx
du dv d 1 d 1
v
−u ln x = log a x =
u dy dx x dx x ln a
y= = dx 2 dx
v dx v d x d x
e = ex a = a x ln a
dx dx
Integral
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1
∫ u dv = uv − ∫ v du ∫ cos (ax + b )d x =
a
sin(ax + b ) + C
n u n +1
∫ u dv = n + 1 + C n ≠ −1 ∫ ln x d x = x ln x − x + C
a bx ax e ax
bx
∫ a d x = blna + C a > 0, a ≠ 1 ∫e dx = a + C
dx ax e ax
∫ x = ln x + C ∫ x e d x = a2 (ax − 1) + C
1 dx 1 ab
∫ sin(ax + b )d x = − cos(ax + b ) + C = tan−1
x +C
a ∫ a + bx2 ab a
11 Metode Integrasi Newton-Cotes
Metode Trapesium
Metode Simpson
Metode Kuadratur Gauss
http://istiarto.staff.ugm.ac.id
Persamaan Newton-Cotes
12 http://istiarto.staff.ugm.ac.id
q Strategi
q mengganti fungsi kompleks dan rumit atau tabulasi data dengan
yang mudah untuk diintegralkan
b b
I = ∫ f (x )d x = ∫ fn (x )d x
a a
f (x ) f (x )
a b x a b x
Garis lurus (polinomial tingkat 1) Kurva parabola (polinomial tingkat 2)
sbg fungsi pendekatan. sbg fungsi pendekatan.
Persamaan Newton-Cotes
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f (x )
Fungsi yang diintegralkan didekati
2 dengan 3 buah garis lurus (polinomial
1 tingkat 1).
3 Dapat pula dipakai beberapa kurva
polinomial tingkat yang lebih tinggi.
a b x
Garis lurus (polinomial tingkat 1)
sbg fungsi pendekatan.
Metode Trapesium
15 http://istiarto.staff.ugm.ac.id
⎡b f (b) − f (a ) ⎤
I ≅ ∫ ⎢ f (a ) + ( x − a )⎥ d x f (x ) error
a
⎣ b−a ⎦
f (a ) + f (b)
≅ (b − a )
2
Metode Trapesium a b x
Metode Trapesium
17 http://istiarto.staff.ugm.ac.id
Penyelesaian eksak
0.8
I=∫
0
(0.2 + 25x − 200x 2
+ 675x 3 − 900 x 4 + 400 x 5 ) d x
0.8
⎛ 200 3 675 4 400 6 ⎞
= ⎜ 0.2 x + 12.5x 2 − x + x − 180 x 5 + x ⎟ = 1.640533
⎝ 3 4 6 ⎠ 0
Metode Trapesium
f (x ) = 0.2 + 25 x − 200 x 2 + 675x 3 − 900 x 4 + 400x 5
f (0 ) = 0.2
dan
f (0.8 ) = 0.232
0.2 + 0.232
I = (0.8 − 0) = 0.1728 Et = 1.640533− 0.1728 = 1.467733 (≈ 89%) [error]
2
Metode Trapesium
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4
f(x)
q Error atau kesalahan
q bentuk trapesium untuk
3 menghitung nilai integral
mengabaikan sejumlah besar
2 porsi daerah di bawah kurva
error
1
q Kuantifikasi error pada
Metode Trapesium
x 1
0 Et = − f ʹ′ʹ′(ξ )(b − a )3
0 0.2 0.4 0.6 0.8 12
ξ adalah titik di antara a dan b
Metode Trapesium
19 http://istiarto.staff.ugm.ac.id
b−a
h=
n
Trapesium multi pias
21 http://istiarto.staff.ugm.ac.id
4 4
f(x) b−a f(x)
h=
n
3 3
2 2
h = 0.2 h = 0.1
1 1
x x
0 0
0 0.2 0.4 0.6 0.8 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
Trapesium multi pias
22 http://istiarto.staff.ugm.ac.id
b−a
h= Jika
a = x0
dan
b = xn
n
x1 x2 xn
I = ∫ f (x )d x + ∫ f (x )d x + ... + ∫ f (x )d x
x0 x1 x n −1
⎧ n−1 ⎫
f (x0 ) + ⎨2∑ f (xi )⎬ + f (xn )
h ⎡ ⎧ n−1 ⎫ ⎤ ⎩ i =1 ⎭
I ≈ ⎢ f (x0 ) + ⎨2∑ f (xi )⎬ + f (xn )⎥ I ≈ (b − a )
2 ⎣ ⎩ i =1 ⎭ $#" 2n
⎦ lebar $!!!!#!!!!"
tinggi
rata-‐rata
Trapesium multi pias
23 http://istiarto.staff.ugm.ac.id
1 n (b − a )3
∑ f ʹ′ʹ′(ξi ) = f ʹ′ʹ′ Et ≈ Ea =− 2
f ʹ′ʹ′
n i =1 12n
setiap kelipatan jumlah pias, error mengecil
dengan faktor kuadrat peningkatan jumlah pias
Trapesium multi pias
24 http://istiarto.staff.ugm.ac.id
4 4
f(x) f(x)
3 3
f2(x) f3(x)
2 2
1 1
x x
0 0
0 0.2 0.4 0.6 0.8 0 0.2 0.4 0.6 0.8
Simpson ⅓ Simpson ⅜
Metode Simpson
27 http://istiarto.staff.ugm.ac.id
b b
I = ∫ f (x )d x ≈ ∫ f2 (x )d x
a a
x2 x4 xn
I ≈ ∫ f (x )d x + ∫ f (x )d x + ... + ∫ f (x )d x
x0 x2 x n−2
b b
I = ∫ f (x )d x ≈ ∫ f3 (x )d x
a a
Error
3 (b − a )5 4
Et = − h5 f 4 (ξ) atau Et =− f (ξ)
80 6480
Simpson ⅓ dan ⅜
32 http://istiarto.staff.ugm.ac.id
Metode I Et
Simpson ⅓ (n = 2) 1.367467 0.273067 (17%)
Simpson ⅜ (n = 3) 1.51917 0.121363 (7%)
Simpson ⅓ (n = 4) 1.623467 0.017067 (1%)
Pias tak seragam: Metode Trapesium
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1.594801
Pias tak seragam: Metode Simpson
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f (x ) f (x )
x x
error terlalu besar upaya mengurangi error
Kuadratur Gauss
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2 f (x ) 1.5 f (x )
1 f (x ) = x
1.5
f (x ) = 1 0.5
1 x
0
-1.5 -1 -0.5 0 0.5 1 1.5
0.5 -0.5
x -1
0
-1.5 -1 -0.5 0 0.5 1 1.5 -1.5
1 1
∫ 1d x = 2
−1 ∫ xdx = 0
−1
Kuadratur Gauss
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2 f (x ) 3 f (x )
2
2
f (x ) = x f (x ) = x 3
1
1 x
0
-1.5 -1 -0.5 0 0.5 1 1.5
-1
x -2
0
-1.5 -1 -0.5 0 0.5 1 1.5 -3
1 1
∫ x2 d x = 2 3 ∫ x3 d x = 0
−1 −1
Kuadratur Gauss
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1
c0 f (x0 ) + c1 f (x1 ) = ∫ 1 d x = 2
−1
1 c0 = c1 = 1
c0 f (x0 ) + c1 f (x1 ) = ∫ x d x = 2
−1
1
x0 = − 1 3
2
c0 f (x0 ) + c1 f (x1 ) = ∫ x d x = 2 3 x1 = 1 3
−1
1
c0 f (x0 ) + c1 f (x1 ) = ∫ x 3 d x = 0 I ≈ c0 f (x0 ) + c1 f (x1 )
−1
(
I ≈ f −1 ) (
3 +f1 3 )
Kuadratur Gauss
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x=
(b + a ) + (b − a ) xd
2 b+a b−a
x = a0 + a1 xd a0 =
dan
a1 =
dx =
(b − a ) d x 2 2
d
2
Kuadratur Gauss
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x=
(0.8 + 0 ) + (0.8 − 0 )xd = 0.4 + 0.4 xd
2
0.8 − 0
dx = d xd = 0.4 d xd
2
Kuadratur Gauss
43 http://istiarto.staff.ugm.ac.id
0.8
∫ (0.2 + 25x − 200x + 675x 3 − 900 x 4 + 400 x 5 )d x =
2
0
0.8
I ≈ ∫ f (x )d x
(
f xd = − 1 )
3 = 0.516741 0
= 0.516741 + 1.305837
(
f xd = 1 3 ) = 1.305837
= 1.822578
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