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SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

Numerical Integration

b b
Introduction: To Evaluate I =  ydx =  f ( x)dx
a a

Divide the interval  a, b into n equal sub-intervals

a = x0 , x1  ,  x1, x2  ,  x2 , x3   xn−1, xn = b where xi − xi −1 = h (fixed)

Let y0 , y1 , y2 , , yn be the values of the function y = f ( x) at equidistance points


a = x0 , x1 , x2 , , xn = b respectively.

Here we shall evaluate integral numerically using following three methods

Method 1: Trapezoidal Rule


xn
h
 ydx = 2 ( y
x0
0 + yn ) + 2 ( y1 + y2 + y3 + y4 + + yn −1 )

Method 2: Simpson’s One Third Rule


Integral can be evaluated using Simpson’s One Third Rule, if the number of sub-intervals is
EVEN. That is number of ordinates should be ODD.

xn
h
 ydx = 3 ( y
x0
0 + yn ) + 2 ( y2 + y4 + y6 + yn −2 ) + 4 ( y1 + y3 + y5 + + yn −1 ) 

Method 3: Simpson’s Three Eighth Rule


Integral can be evaluated using Simpson’s Three Eighth Rule, if the number of sub-intervals is
MULTIPLE OF THREE.

xn
3h
 ydx = ( y0 + yn ) + 2 ( y3 + y6 + y9 + yn −3 ) + 3 ( y1 + y2 + y4 + y5 + + yn −2 + yn −1 ) 
x0
8 

Note: To Evaluate integral using all three methods, number of sub-intervals


should be multiple of SIX.

© 2020-SEAM by Prof. Satishkumar Barot Page 1


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

(9.1) Examples
1
1
1. Evaluate  1 + x dx using Trapezoidal rule with h = 0.2 . Hence determine the value of 
0
2

1 rd
x2 1
2. Evaluate  dx using Simpson’s rule with h = 0.25. Hence find the value of
0
1 + x3 3
log 2 .

3. Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find an
2
1
approximate value for the integral  1 + dx
1
x

4. Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find an
6
1
approximate value for the integral  dx
4 3− x

1.4
1
5. Evaluate 1 2 + log e x
dx , using Trapezoidal and Simpson’s one-third rule with n = 4

1
1 1
6. Evaluate 0 x +14
dx , using Trapezoidal and Simpson’s one-third rule with h =
4

7
1
7. Evaluate 1 x 3
+1
dx , using Trapezoidal, Simpson’s one-third and Simpson’s three eighth

rule with n = 6

© 2020-SEAM by Prof. Satishkumar Barot Page 2


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1
1
Example 9.1.1: Evaluate  1 + x dx using Trapezoidal rule with h = 0.2 . Hence determine the
0
2

value of  .

1 1− 0
Solution: Here y = . Given that h = 0.2 . Number of sub-intervals n = =5
1+ x 2
0.2

Dividing the interval  0,1 into 5 sub-intervals, each of width h = 0.2 .

x x0 = 0 x1 = 0.2 x2 = 0.4 x3 = 0.6 x4 = 0.8 x5 = 1


y y0 = 1 y1 = 0.96153 y2 = 0.86206 y3 = 0.73529 y4 = 0.60975 y5 = 0.5

By Trapezoidal rule
x5
h
 ydx = 2 ( y
x0
0 + y5 ) + 2 ( y1 + y2 + y3 + y4 ) 

1
1 0.2
 dx = (1 + 0.5 ) + 2  ( 0.96153 + 0.86206 + 0.73529 + 0.60975 ) 
0
1 + x 2
2

= 0.78371

To find the value of  , we integrate directely and compare the answers.


1
1 
 1+ x
1
2
dx =  tan −1 x  =  tan −1 (1) − tan −1 (0)  = − − − − − −(2)
0
0 4

From (1) and (2)


= 0.78372
4
 = 4 ( 0.78372 ) = 3.13488

© 2020-SEAM by Prof. Satishkumar Barot Page 3


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1 rd
x2 1
Example 9.1.2: Evaluate  dx using Simpson’s rule with h = 0.25 . Hence find the
0
1 + x3 3
value of log 2 .

x2 2 −1
Solution: Here y = . Given that Width of sub-intervals h = = 0.25
1+ x 3
4

1− 0
Number of sub-interval n = = 0.25
4

Dividing the interval  0, 1 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 0 x1 = 0.25 x2 = 0.50 x3 = 0.75 x4 = 1.0


y y0 = 0 y1 = 0.06153 y2 = 0.22222 y3 = 0.39560 y4 = 0.5

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

1
x2 0.25
 dx = ( 0 + 0.5 ) + 2  ( 0.22222 ) + 4  ( 0.06153 + 0.39560 ) 
0
1 + x 3
3

= 0.23108 − − − − − − − −(1)

To find the value of log 2

x 0 1
Put 1 + x 3 = t  3 x 2 dx = dt
t 1 2

1 1 
1 2
x2
 dx =   dt 
0
1+ x 3
1 
t 3 

1
= log t 1
2

3
1 1
= log 2 − log1 = log 2 − − − − − −(2)
3 3
From (1) and (2)

1
log 2 = 0.23108
3
 log 2 = 3  0.23108 = 0.69324

© 2020-SEAM by Prof. Satishkumar Barot Page 4


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

Example 9.1.3: Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find
2
1
an approximate value for the integral 1 1 + dx
x

1
Solution: Here y = 1 + . Five ordinates means 4 sub-intervals. n = 4 .
x

2 −1
Width of sub-intervals h = = 0.25
4

Dividing the interval 1, 2 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 1 x1 = 1.25 x2 = 1.50 x3 = 1.75 x4 = 2.0


y y0 = 1.41421 y1 = 1.34164 y2 = 1.29099 y3 = 1.25356 y4 = 1.22474

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

2
1 0.25
  1 + dx = (1.41421 + 1.22474 ) + 2  (1.34164 + 1.29099 + 1.25356 ) 
1
x 2 

= 1.30141

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

2
1 0.25
 1 + dx = (1.41421 + 1.22474 ) + 2  (1.29099 ) + 4  (1.34164 + 1.25356 ) 
1
x 3 

= 1.30014

© 2020-SEAM by Prof. Satishkumar Barot Page 5


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

Example 9.1.4: Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find
6
1
an approximate value for the integral 4 3 − x
dx

1
Solution: Here y = . Five ordinates means 4 sub-intervals. n = 4 .
3− x

6−4
Width of sub-intervals h = = 0.5
4

Dividing the interval 1, 2 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 4 x1 = 4.5 x2 = 5 x3 = 5.5 x4 = 6
y y0 = 1 y1 = 1.138071 y2 = 1.30901 y3 = 1.52720 y4 = 1.81649

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

6
1 0.5
 dx = (1 + 1.81649 ) + 2  (1.138071 + 1.30901 + 1.52720 ) 
4 3− x 2 

= 2.69126

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

6
1 0.5
 dx = (1 + 1.81649 ) + 2  (1.30901) + 4  (1.138071 + 1.52720 ) 
4 3 − x 3

= 2.68259

© 2020-SEAM by Prof. Satishkumar Barot Page 6


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1.4
1
Example 9.1.5: Evaluate 1 2 + log e x
dx , using Trapezoidal and Simpson’s one-third rule with

n=4

1
Solution: Here y = . Number of sub-intervals n = 4 .
2 + log e x

1.4 − 1
Width of sub-intervals h = = 0.1
4

Dividing the interval 1, 1.4 into 4 sub-intervals, each of width h = 0.1 .

x x0 = 1 x1 = 1.1 x2 = 1.2 x3 = 1.3 x4 = 1.4


y y0 = 0.5 y1 = 0.47725 y2 = 0.45822 y3 = 0.44201 y4 = 0.42799

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

1.4
1 0.1
 dx = ( 0.5 + 0.42799 ) + 2  ( 0.47725 + 0.45822 + 0.44201) 
1
2 + log e x 2 

= 0.18414

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

1.4
1 0.1
 dx = ( 0.5 + 0.42799 ) + 2  ( 0.45822 ) + 4  ( 0.47725 + 0.44201) 
1
2 + log e x 3 

= 0.18404

© 2020-SEAM by Prof. Satishkumar Barot Page 7


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1
1
Example 9.1.6: Evaluate 0 x4 + 1
dx , using Trapezoidal and Simpson’s one-third rule with

1
h=
4

1 1
Solution: Here y = . Given that h = = 0.25 .
x +1
4 4

1− 0
Number of sub-intervals n = =4
0.25

Dividing the interval  0,1 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 0 x1 = 0.25 x2 = 0.50 x3 = 0.75 x4 = 1.0


y y0 = 1 y1 = 0.99805 y2 = 0.97014 y3 = 0.87157 y4 = 0.70710

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

1
1 0.25
 dx = (1 + 0.70710 ) + 2  ( 0.99805 + 0.97014 + 0.87157 ) 
0 x +14 2 

= 0.92332

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

1
1 0.25
 dx = (1 + 0.70710 ) + 2  ( 0.97014 ) + 4  ( 0.99805 + 0.87157 ) 
0 x4 + 1 3 

= 0.92715

© 2020-SEAM by Prof. Satishkumar Barot Page 8


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

7
1
Example 9.1.7: Evaluate 1 x 3
+1
dx , using Trapezoidal, Simpson’s one-third rule and

Simpson’s three-eighth rule with n = 6 .

1
Solution: Here y = . Given that number of sub-intervals n = 6 .
x +1
3

7 −1
Width of the sub-intervals h = =1
6

Dividing the interval  7,1 into 6 sub-intervals, each of width h = 1 .

x x0 = 1 x1 = 2 x2 = 3 x3 = 4 x4 = 5 x5 = 6 x6 = 7
y y0 = 0.5 y1 = 0.11111 y2 = 0.03571 y3 = 0.01538 y4 = 0.00793 y5 = 0.00460 y6 = 0.00290

By Trapezoidal rule
x6
h
 ydx = 2 ( y
x0
0 + y6 ) + 2 ( y1 + y2 + y3 + y4 + y5 ) 

7
1 1
 dx = ( 0.5 + 0.00290 ) + 2  ( 0.11111 + 0.03571 + 0.01538 + 0.00793 + 0.00460 ) 
1
x +1
3
2

= 0.42618

By Simpson's One Third Rule,


x6
h
 ydx = 3 ( y
x0
0 + y6 ) + 2 ( y2 + y4 ) + 4 ( y1 + y3 + y5 ) 

7
1 1
 dx = ( 0.5 + 0.00290 ) + 2  ( 0.03571 + 0.00793 ) + 4  ( 0.11111 + 0.01538 + 0.00460 ) 
1
x +1
3
3

= 0.37151

By Simpson's Three Eighth Rule,


x6
3h
 ydx = ( y0 + yn ) + 2 ( y3 + y6 + y9 + yn −3 ) + 3 ( y1 + y2 + y4 + y5 + + yn − 2 + yn −1 ) 
x0
8 

3
=  _________________________________________________________________ 
8
= ______

© 2020-SEAM by Prof. Satishkumar Barot Page 9

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