Numerical Integration Eng

Numerical Integration
Chapter 4
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If
Function f(x) continuous on [a, b];
Its primitive, F(x), is known,
Then, the defined integral,
I f x dx Fb Fa
a
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When do we need it?
Function f(x) defined by a table;
or
The finding out of f(x) primitive, F(x), by using

analytical methods, involves a computing
significant effort f(x) will be evaluated for
several arguments, the problem becoming a
first case problem).
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Cuadrature numerical computing of
the simple integrals;
Cubature - numerical computing of the
duble integrals.
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4.1 Newton-Cotes Cuadrature Formulae
We are requested to compute the

following defined integral:
b
I f x dx
a
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1. The interval [a, b] is divided in n-1 equal subintervals of length
ba
h
n 1
by the points
x i a (i 1)h, i 1,2,..., n
h
a=x1
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x2
x3
xn-1 b=xn
6
2. Its assumed that the values of the function f(x) are known for the
arguments xi,
y i f x i , i 1,2,..., n
The function f(x) will be modeled by Lagrange formula of
interpolation.
x x
n
L n 1 x
i 1
ji
n
xj
yi
ji
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The xi points network - EQUIDISTANT

The following notation is introduced:
The produces from the Lagrange interpolation
x x1
q
h
formula become:
x x h q j 1
n
n 1
ji
ji
n i n 1
(
x
x
)
1
)
h (i 1)!(n i)!
i j
ji
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Lagrange interpolation formula is now:
L n 1 x
i 1
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q j 1
ji
n i
(1)
(i 1)!(n i)!
yi
3. If its considered that:
b
f x dx L
a
n 1
( x )dx
The following cuadrature formula results:

b
f x dx A y
a
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i 1
10
b
f x dx A y
i 1
where,
Change of variable x
n
q j 1dx
Ai
a
j i
n i
(1)
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(i 1)! (n i)!
n 1
j i
n i
q j 1dq
( 1)
(i 1)! (n i)!
11
The Ai coefficients have the form:
A i (b a )H i
where
n 1
Hi
q j 1dq
(1)
0 ji
n i
(i 1)! (n i)!(n 1)
i 1,2,...,n
Now, the Newton-Cotes cuadrature formula can be obtained:

b
f x dx (b a ) H y
a
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i 1
i
12
The Hi coefficients Cotes coeffficients
Characteristics
1. n
H
i 1
2.
H i H n i1
Remark
The Hi coefficients are independent of:
the function to be integrated, f(x);
the integration interval.
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13
4.2 Trapezoidal Rule
By considering for the NC coefficients,
n 1 n
Hi
q j 1dq
(1)
0 ji
n i
(i 1)!(n i)!(n 1)
i 1,2,...,n
n=2, the following values for the Cotes

coefficients are obtained:
1
1
H1 (q 1)dq
2
0
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1
H 2 qdq
2
0
14
NC Formula
b
f x dx (b a ) H y
a
i 1
h
a f x dx 2 ( y1 y 2 )
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15
NC Formula
b
f x dx (b a ) H y
a
i 1
h
a f x dx 2 ( y1 y 2 )
Practically, the Trapezoidal Rule is of no interest.
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16
By generalizing,
Cuadrature formula of
practical interest.
THE GENERALIZED
TRAPEZOIDAL RULE
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17
h
Procedure
a=x1
h
x2
x3
xn-1
b=xn
The interval [a, b] is divided in n-1 equal subintervals of

length h=(b-a)/(n-1), , by considering n equidistant
points:
x i a (i 1)h, i 1,2,...n
The Trapezoidal Rule will be used on each subinterval
[xi, xi+1], i=1, ..., n-1.
b
h
h
f ( x )dx ( y1 y 2 ) ... ( y n 1 y n )
2
2
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a
18
where,
f(xi)=yi, i=1, 2, ..., n.
yn
y1 n 1
yi
a f (x)dx h 2
2
i 2
b
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19
Geometrically, this formula assumes the replacement of the

functions graph by a polygonal line to link the points (x1,
y1), ..., (xi, yi),..., (xn, yn).
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20
4.3 Simpsons Rule
Better accuracy than the trapezoidal rule
It comes from the NC formula for n=3
2
1
1
H1 H3 (q 1)(q 2)dq
40
6
12
2
H 2 q(q 2)dq
20
3
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21
4.3 Simpsons Rule
Considering b-a = x3-x1=2h
y=f(x)
y=L2(x)
x3
h
f (x)dx 3 ( y1 4y 2 y3)
x
1
Geometrically, the formula assumes the replacement of the

curve y=f(x) by a parabola y=L2(x)
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22
4.3 Simpsons Rule
The approximation accuracy can be improved by
using the GENERALIZED SIMPSONS RULE.
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23
4.3 Simpsons Rule
h
Procedure
a=x1
h
x2
x3
xn-1
b=xn
The interval [a, b] is divided in n-1 equal

subintervals of length h=(b-a)/(n-1), by n
equidistant points, where n is mandatory odd.
x i a (i 1)h, i 1,2,...n
On each double subinterval [x1, x3], [x3, x5], ...,
[xn-2, xn], the Simsons Rule is used.
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24
4.3 Simpsons Rule
b
h
h
h
a f (x)dx 3 (y1 4y 2 y3 ) 3 (y3 4y 4 y5 ) ... 3 (y n2 4y n1 y n )
h
ydx 3 ( y1 4 2 21 y n )
a
1
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( n 3) / 2
y 2i1
i 1
( n 1) / 2
y
i 1
2i
25

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Numerical Integration Eng

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Numerical Integration

Function f(x) defined by a table;

The finding out of f(x) primitive, F(x), by using

We are requested to compute the

The xi points network - EQUIDISTANT

The produces from the Lagrange interpolation

Lagrange interpolation formula is now:

The following cuadrature formula results:

Now, the Newton-Cotes cuadrature formula can be obtained:

n=2, the following values for the Cotes

The interval [a, b] is divided in n-1 equal subintervals of

Geometrically, this formula assumes the replacement of the

Geometrically, the formula assumes the replacement of the

The interval [a, b] is divided in n-1 equal

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