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Numer ical Met hods

Prof. Shishir Gupta


Department of Mathematics & Computing
IIT (ISM) Dhanbad
Numerical Integration

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
1. Trapezoidal Rule: (no restriction for choosing n)

Z x0 +nh  
h
f (x)dx = y0 + yn + 2(y1 + y2 + ... + yn−1 )
x0 2

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
2. Simpson’s one-third Rule: (n is always even)
Z x0 +nh 
h
f (x)dx = y0 + yn + 2(y2 + y4 + ... + yn−2 )
x0 3

+4(y1 + y3 + ... + yn−1 )

3. Simpson’s three-eighth Rule: (n is multiple of 3)


Z x0 +nh 
3h
f (x)dx = y0 + yn + 2(y3 + y6 + ... + yn−3 )
x0 8

+3(y1 + y2 + y4 + y5 + ... + yn−2 + yn−1 )

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
4. Weddle’s rule: ( is multiple of 6)

]
1 rd
dx
R3
Q1: Evaluate 0 1+x with n = 6 by using Trapezoidal rule, Simpson’s 3
th
rule and Simpson’s 38 rule.
1
A1: Here f (x) = 1+x , a = 0, b = 3, n = 6.
b−a 3−0
h = n = 6 = 0.5.
x : 0 0.5 1 1.5 2 2.5 3
f (x) : 1 0.6667 0.5 0.4 0.3333 0.2857 0.25
From the above table, y0 = 1, y1 = 0.6667, y2 = 0.5,
y3 = 0.4, y4 = 0.3333, y5 = 0.2857, y6 = 0.25.

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
Trapezoidal Rule

Z 3  
dx h
= y0 + y6 + 2(y1 + y2 + ... + y5 )
0 1+x 2
 
0.5
= (1 + 0.25) + 2(0.6667 + 0.5 + 0.4 + 0.3333 + 0.2857)
2
= 1.40535.

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
Simpson’s one-third Rule:

Z 3  
dx h
= y0 + y6 + 2(y2 + y4 ) + 4(y1 + y3 + y5 )
0 1+x 3
 
0.5
= (1 + 0.25) + 2(0.5 + 0.3333) + 4(0.6667 + 0.4 + 0.2857)
3
= 1.3877

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
Simpson’s three-eighth Rule:

Z 3  
dx 3h
= (y0 + y6 ) + 2y3 + 3(y1 + y2 + y4 + y5 )
0 1+x 8
 
3 × 0.5
= (1 + 0.25) + 2 × 0.4 + 3(0.6667 + 0.5 + 0.3333 + 0.2857)
8
= 1.3888

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
Weddle’s rule:

[ ]

[
]
Exercise:

Q2: Solve following integration by Trapezoidal rule, Simpson’s one-third


ans Simpson’s three-eighth rule. (n = 6.)
R 2 dx
(i) 1 5+3x
R4q
(ii) 1 1 + x1 dx

(iii) 02 cos x dx
R1
(iv ) 0 xe −x dx.

Prof. Shishir Gupta Department of Mathematics & Computing Indian


Numerical
Institute
Methods
of Technology(Indian School of Mines) Dhanbad
Error analysis of ∫ by Numerical integration:

Name of Method Formula to calculate Error

Trapezoidal Rule
[ ]

Simpson’s 1/3 Rule


[ ]

Simpson’s 3/8 Rule


[ ]

Weddle’s Rule
[ ]

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