LESSON 7 

: NUMERICAL INTEGRATION

 Numerical Integration

≅
.

 Lagrange Interpolation (efficient method)

We can also calculate the integral by the sum of sub-intervals:

 Newton-Cotes formula: Trapezoid Rule (2 points, closed)

We use a linear interpolating polyn. = or

where h = b-a
  Newton-Cotes formula: Simpson Rule (3 points, closed)

or where h = (b-a)/2

 Newton-Cotes formula: Composite

o Trapezoid Rule

where m = equally spaced sub-intervals and

( b−a ) ( b−a) b −a
+a + +a
b m m m

∫ f ( x) = ∫ f (x )+ ∫ f ( x ) +…
a a ( b−a )
+a
m

( b −a) + a/ m

∫ f ( x)=
( b−a
m
−a )∗f (
m )
b−a
−f ( a)

a 2

Then I = total sum of each trapezoid value

o Simpson 1/3 Rule

Same than trapezoid except we use Simpson Rule formula to replace f(x).

 Error Control: Truncation Errors

o Trapezoid Rule

=
¿ c isa∨b , whatever will givethe maximm value of f ' '∨IV ( c )
o Simpson Rule 1/3
  Error Control: Truncation error if used composite
o Trapezoid Rule

h=distance between two consecutive interpol .

With
o Simpson 1/3
Same
b−a
h=
With nb of −intervals (m)

 Error Control: Richardson error formula

Where q = order of truncation error. We can use trapezoid rule to find

I(h).

 Error Control: Romberg integration

Where q = order of truncation error wished. We start with q = 2 until we

get to the order wished. I(h) is found by using trapezoid rule
Trapezoid q=2 q=4 q=6 q=8
 b-a

b-a/2

b-a/4

b-a/8

b-a/16

Estimate error with Richardson to check we respect the order of

truncation error wished
 Gauss Quadrature

= New equation. Once you have the new equation,

use trapezoid, with the same interval [-1, +1], rule to solve.