MATH1014 Calculus II

Tutorial 47 Numerical Method and Improper Integral

(A) Numerical Methods
DEFINITION Trapezoid Rule
𝑏
Suppose 𝑓 is defined and integrable on [𝑎,𝑏]. The Trapezoid Rule approximation to ∫ 𝑓 (𝑥 )𝑑𝑥
𝑎
using n equally spaced subintervals on [𝑎,𝑏] is
,

Where and 𝑥𝑘 = 𝑎 + 𝑘∆𝑥 , for 𝑘 = 0,1, … 𝑛.

a

DEFINITION Midpoint Rule

𝑏
Suppose 𝑓 is defined and integrable on [𝑎,𝑏]. The Midpoint Rule approximation to ∫ 𝑓 (𝑥 )𝑑𝑥
𝑎
using n equally spaced subintervals on [𝑎,𝑏] is

Where and 𝑥𝑘 = 𝑎 + 𝑘∆𝑥 , for 𝑘 = 0,1, … 𝑛.

a

𝑻(𝒏) + 𝑴(𝒏)
XT
𝑻(𝟐𝒏) =
𝟐

DEFINITION Simpson’s Rule

Suppose 𝑓 is defined and integrable on [𝑎,𝑏]. The Simpson’s Rule approximation to

𝑏
∫𝑎 𝑓 (𝑥 )𝑑𝑥 using n equally spaced subintervals on [𝑎,𝑏] is

Where n is an even integer, and 𝑥𝑘 = 𝑎 + 𝑘∆𝑥 , for 𝑘 = 0,1, … 𝑛.

Alternatively, if the Trapezoid Rule approximation T(2n) and T(n) are known,
𝟒𝑻(𝟐𝒏)−𝑻(𝒏)
then 𝑺(𝟐𝒏) = .
𝟑

𝑴(𝒏) + 𝑻(𝒏) + 𝑴(𝒏)

𝑺(𝟐𝒏) =
𝟑

Theorem 7.2 Errors in Numerical Integration

Assume that 𝑓"(𝑥) is continuous on the interval [𝑎,𝑏] and that k is a real number such that |𝒇"(𝒙)| <
𝑏
𝒌, for all x in [𝑎,𝑏]. The absolute errors in approximating the integral ∫𝑎 𝑓(𝑥)𝑑𝑥 by the Midpoint
Rule and Trapezoid Rule with n subintervals satisfy the inequalities