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We desire in this section a general formula for numerical integration using Newton’s
forward difference formula. Let interval [a, b] de derived into n equal subintervals such
that a = x0 x1 x2 ......xn = b. Clearly xn = x0 + nh . Hence the integral becomes
x0 + nh
I = ydx (2)
x0
(u − 1) 2
2
(u − 3u + 2u ) 3
3 2
(u − 6u + 11u − 6u ) 4
4 3 2
xn y 0 + uy 0 + y 0 + y 0 + y 0 +
2 6 24
I= 5 dx
x0 (u − 10u + 35u − 50u + 24u ) y − + − + −
4 3 2 5 6 5 4 3 2 6
(u 15 u 85u 225u 274u 120 u ) y
0
+ 0
120 720
x − x0
Now, u = and x = x0 + hu, dx = hdu , we have
h
(u − 1) 2
2
(u − 3u + 2u ) 3
3 2
(u − 6u + 11u − 6u ) 4
4 3 2
n 0
y + u y 0 + y 0 + y 0 + y 0 +
2 6 24
I = 5 hdu
0 (u − 10u + 35u − 50u + 24u ) y − + − + −
4 3 2 5 6 5 4 3 2 6
(u 15 u 85u 225u 274u 120 u ) y
0
+ 0
120 720
n2 n 3 n 2 2 y 0 n 4 2 y0
3
n 5 3n 4 11n 3 2 y0
4
ny 0 + y 0 + −
+ −n −n
3
+ − + − 3n +
xn
2 3 2 2 4 6 5 2 3 24
=h 6
5 7 6
n − 2n 5 + 35n − 50n + 12n 2 y 0 + n − 15n + 17 n 5 − 225n + 274n − 60n 2 y 0
x0 4 3 6 4 3
6 4 3 120 7
6 4 3 720
(3)
From this general formula (3), we can obtain a variety of quadrature formulas by putting
n = 1, 2, 3,....etc.
(i) Trapezoidal Rule: putting n = 1 in the general formula (3) and neglecting all
differences above the first, we get
h
y 0 = h y 0 + ( y1 − y 0 ) = y 0 + y1
x1 1 1
ydx =h y 0 +
x0 2 2 2
For the next interval [ x1 , x2 ] ,we get in like manner
h
y1 + y 2
x2
ydx =
x1 2
and so on. For the last interval [ xn−1 , xn ] , we get
h
y n−1 + y n
xn
ydx =
xn −1 2
Combining all these expressions, we obtain the rule
h
y0 + 2( y1 + y 2 + .... + y n−1 ) + y n
xn
ydx =
x0 2
This is known as composite trapezoidal rule.
The geometrical significance of this rule is that the curve y = f (x) is replaced by n
straight lines joining the points ( x0 , y0 ) and ( x1 , y1 ); ( x1 , y1 ) and ( x2 , y 2 ),...., ( xn−1 , y n−1 )
and ( xn , y n ). The area bounded by the curve y = f (x) , the ordinates x = x0 and x = xn
and the x -axis is then approximately equivalent to the sum of the areas of the n
trapeziums obtained.
(ii) Simpson’s 1/3 Rule: putting n = 2 in the general formula (3) and neglecting all
differences above the second, we get
x2 8 2 y 0 1
ydx =h 0
2 y + 2 y 0 + ( − 2) = h 2 y 0 + 2( y1 − y 0 ) + ( y 2 − 2 y1 + y 0 )
x0
3 2 3
ydx = = y 0 + 4 y1 + y 2
x2 h
x0 3
For the next interval [ x2 , x4 ] ,we get in like manner
h
y 2 + 4 y3 + y 4
x4
ydx =
x2 3
and so on. For the last interval [ xn−2 , xn ] , we get
h
y n−2 + 4 y n−1 + y n
xn
ydx =
xn − 2 3
Combining all these expressions, we obtain the rule
h
y0 + 4( y1 + y3 + .... + y n−1 ) + 2( y 2 + y 4 + .... + y n−2 ) + y n
xn
ydx =
x0 3
This is known as composite Simpson’s 1/3 rule. It should be noted that the rule requires
the division of the whole range into an even number of subintervals of width h .
(iii) Simpson’s 3/8 Rule: putting n = 3 in the general formula (3) and neglecting all
differences above the third, we get
x3
9 3 2 1 3
ydx =h 3 y 0 + y 0 + y 0 + y 0
x0 2 4 8
9 3 1
= h 3 y 0 + ( y1 − y 0 ) + ( y 2 − 2 y1 + y 0 ) + ( y3 − 3 y 2 + 3 y1 + y 0 )
2 4 8
3h
y0 + 3 y1 + 3 y 2 + y3
x3
ydx = =
x0 8
For the next interval [ x3 , x6 ] , we get in like manner
3h
y3 + 3 y 4 + 3 y 4 + y 6
x6
ydx =
x3 8
and so on. For the last interval [ xn−3 , xn ] , we get
3h
yn−3 + 3 yn−2 + 3 yn−1 + yn
xn
ydx =
xn − 3 8
Combining all these expressions, we obtain the rule
3h
y0 + 3( y1 + y 2 + .... + y n−1 ) + 2( y3 + y6 + .... + y n−3 ) + y n
xn
ydx =
x0 8
This is known as composite Simpson’s 3/8 rule.
(iv) Boole’s Rule: putting n = 4 in the general formula (3) and neglecting all differences
above the fourth, we get
2h
7 y0 + 32 y1 + 12 y 2 + 32 y3 + 7 y 4
x4
ydx =
x0 45
This is known as boole’s rule.
(v) Weddle’s Rule: putting n = 6 in the general formula (3) and neglecting all differences
above the six, we get
3h
y0 + 5 y1 + y 2 + 6 y3 + y 4 + 5 y5 + y6
x6
ydx =
x0 10
For the next interval [ x6 , x12 ] ,we get in like manner
3h
y6 + 5 y7 + y8 + 6 y9 + y10 + 5 y11 + y12
x12
ydx =
x6 10
and so on. For the last interval [ xn−3 , xn ] , we get
3h
y n−6 + 5 y n−5 + y n−4 + 6 y n−3 + y n−2 + 5 y n−1 + y n
xn
ydx =
xn − 6 10
Combining all these expressions, we obtain the rule
xn 3h y 0 + 5( y1 + y 7 + .... + y n −5 ) + ( y 2 + y8 + .... + y n −4 ) + 6( y3 + y9 + .... + y n −3 )
ydx =
x0 10 + ( y 4 + y10 + .... + y n −2 ) + 5( y5 + y11 + .... + y n −1 ) + 2( y 6 + y12 + .... + y n −6 ) + y n
Error Analysis:
(b − a ) 2
(i) Error for Trapezoidal rule = − h f ( x )
12
(b − a ) 4 iv
(ii) Error for Simpson’s 1/3 rule = − h f (x)
180
(b − a ) 4 iv
(iii) Error for Simpson’s 3/8 rule = − h f (x)
80
2(b − a ) 6 vi
(iv) Error for Boole’s rule = − h f (x)
945
(b − a ) 6 vi
(v) Error for Weddle’s rule = − h f (x)
840
Where f n (x ) is the largest value of the n-th derivative.
1 1
Example1: Evaluate the definite integral I = dx using a suitable numerical
01 + x
2
integration formula dividing the whole range of integration into six equal parts.
b − a 1− 0 1
Solution: h = = =
n 6 6
The vales of the integrand are tabulated as below:
x x0 = 0 x1 = 1 / 6 x2 = 2 / 6 x3 = 3 / 6 x4 = 4 / 6 x5 = 5 / 6 x6 = 1
Exact:
1
1
01 + x
2
dx =
tan −1
x1
0 = /4
Where xi +1 = xi + h and y j +1 = y j + k .
h y j +2
I= [ f ( xi , y ) + 4 f ( xi +1 , y ) + f ( xi + 2 , y )]dy
3 yj
hk
= [ f ( xi , y j ) + 4 f ( xi +1 , y j ) + f ( xi + 2 , y j ) + 4( f ( xi , y j +1 ) + 4 f ( xi +1 , y j +1 ) + f ( xi + 2 , y j +1 ))
9
+ f ( xi , y j + 2 ) + 4 f ( xi +1 , y j + 2 ) + f ( xi + 2 , y j + 2 )]
hk
= [ f i , j + f i + 2, j + f i , j + 2 + f i + 2, j + 2 + 4( f i +1, j + f i , j +1 + f i +1, j + 2 + f i + 2, j +1 ) + 16 f i +1, j +1 ]
9
Example1:
11 x+ y
I = e dxdy
00
By Trapezoidal Rule: n = 2 .
Using Trapezoidal and Simpson’s rules with h = k = 0.5 , we have the following table of
x+ y
values of e .
y x 0 0.5 1.0
0 1 1.6487 2.7183
0.5 1.6487 2.7183 4.4817
1 2.7183 4.4817 7.3891
hk
I= [ f i , j + f i + 2, j + f i , j + 2 + f i + 2, j + 2 + 2( f i +1, j + f i , j +1 + f i +1, j + 2 + f i + 2, j +1 ) + 4 f i +1, j +1 ]
4
0.25
= [1 + 2.7183 + 2.7183 + 7.3891 + 2(1.6487 + 1.6487 + 4.4817 + 4.4817) + 4 2.7183]
4
12.3050
= = 3.0762
4
By Simpson’s 1/3 Rule: n = 2 .
hk
I= [ f i , j + f i + 2, j + f i , j + 2 + f i + 2, j + 2 + 4( f i +1, j + f i , j +1 + f i +1, j + 2 + f i + 2, j +1 ) + 16 f i +1, j +1 ]
9
0.25
= [1 + 2.7183 + 2.7183 + 7.3891 + 4(1.6487 + 1.6487 + 4.4817 + 4.4817) + 16 2.7183]
9
26.59042
= = 2.9545
9
11 x+ y
Exact: I = e dxdy = 2.9525
00