Numerical Integration

Numerical methods such as these are needed when the function to be integrated does not

ex
have an elementary antiderivative. For instance, neither √ x 3+1 nor
x
has an elementary

antiderivative.
1. Approximation by Rectangels
b

If f(x) is positive on the interval a ≤ x ≤ b, the definite integral ∫ f ( x ) dx is equal to the

a

area under the graph of f between x = a and x = b. In particular, you divide the interval a ≤ x ≤ b

b−a
into n equal subintervals of width ∆ x= and let xj denote the beginning of the jth
n
subinterval. The base of the jth rectangle is the jth subinterval, and its height is f(xj). Hence, the
area of jth rectangel is f(xj) ∆ x. The sum of the area of all n rectangles is an approximation to the
area under the curve and hence an approximation to the corresponding definite integral. Thus,
b

∫ f ( x ) dx ≅ f (x1 ¿ )∆ x+ f ( x 2 ) +…+ f ( xn ) ∆ x ¿
a

GRAFIK

This approximation improves as the number of rectangles increases, and you can estimate
the integral to any desired degree of accuracy by making n large enough. However, since fairly
large values of n usually required to achieve reasonable accuracy, approximation by rectangles is
rarely used in practice.

2. Approximation by Trapezoids
The accuracy of the approximation improves significantly if trapezoids are used instead
of rectangles. Figure 6.31 shows the area from Figure 6.30 approximated by n trapezoids. Notice
how much better the approximation is in this case.

GRAFIK

The jth trapezoid is shown in greater detail in Figure 6.32. Notice that it consists of a
rectangle with a right triangle on top of it. Since,
 Area of rectangle = f ( x j+1 ) ∆ x
and
1
f ( x j )−f ( x j−1 ) ] ∆ x
2[
Area of triangle =

It folllows that,

GRAFIK

1
Area of trapezoid = f ( x j+1 ) ∆ x +¿ f ( x j )−f ( x j+1 ) ] ∆ x
2[
1
f ( x j ) – f ( x j +1 ) ] ∆ x
2[
=

The sum of the areas of all n trapezoids is an approximation to the area under the curve
and hence an approximation to the corresponding definite integral. Thus,
b
1 1 1
∫ f ( x ) dx ≅ 2 [ f ( x 1) + f ( x 2 ) ] ∆ x + 2 [ f ( x2 ) + f ( x 3 ) ] ∆ x + ... + 2 [ f ( x n ) + f ( x n+1 ) ] ∆ x
a

∆x
f ( x ) +2 f ( x 2 ) +…+2 f ( x n ) + f ( x n+1 ) ]
2 [ 1
=

This approximation formula is known as the trapezoidal rule and applies even if the
function f is not positive.

The Trapezoidal Rule

b
∆x
∫ f ( x ) dx ≅ f ( x 1) + 2 f ( x2 ) + …+2 f ( x n ) +f ( x n+1 ) ]
a
2 [

3. The accuracy of the Trapezoidal Rule

b
The difference between the true value of the integral ∫ f ( x ) dx and the approximation
a

generated by the trapezoidal rule when n subintervals are used is denoted by En . The following
estimate for the absolute value of En is proved in more advanced courses.

Error Estimate for the Trapezoidal Rule

If M is the maximum value of |f ' ' (x )| on the interval a ≤ x ≤ b ,then

M (b−a)3
|E n|≤
12 n2
Improper Integral
This section extends the concept of the definite integral to integrals of the form
∞

∫ f ( x ) dx
a

in which the upper limit of the integration is not a finite number, such integrals are known as
improper integrals and arise in a variety of practical situations.

1. Geometric Interpretation
∞

If f nonnegative, the improper integral ∫ f ( x ) dx may be interpreted as the area of the

a

region under the graph of f to the right of x = a. Although this region has infinite extent, its area
may be either finite or infinite, depending on how quickly f(x) approaches zero as x increases.
A reasonable strategy for finding the area of such as a region is to first use a definite
integral to compute the area from x = a to some finite number x = N and then to let N approach
infinity in the resulting expression.
N
Total area = Nlim
→∞
¿(area from a to N) = lim ∫ f ( x ) dx
N →∞ a

This strategy is illustrated in Figure 8.4 and motivates the following definition of the improper
integral.

GRAFIK

The Improper Integral

∞ N

∫ f ( x ) dx = lim ∫ f ( x ) dx
a N →∞ a

If the limit defining the improper integral is a finite number, the integral is said to
converge. Otherwise the integral is said to diverge.
 2. Other Types of Improper Integrals
In the next section you will see applications of improper integrals to probability. In the

course of the discussion, you will encounter improper integrals of the form ∫ f ( x ) dx. Here, for
−∞

future references, is the definition of such in integrals.

The Improper Integral from −∞ ¿ ∞

∞ 0 N

∫ f ( x ) dx ¿ lim
N →∞ −N
∫ f ( x ) dx+ ¿ lim
N→∞ 0
∫ f ( x ) dx ¿
−∞

If both limits are finite, the improper integral is said to converge to their sum. Otherwise,
the improper integral is said to diverge.
∞

If f nonnegative, the improper integral ∫ f ( x ) dx may be interpreted as the total area

−∞

under the graph of f (Figure 8.8)

GRAFIK