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# 5.

5 Numerical Integration
Mt. Shasta, California
Photo by Vickie Kelly, 1998

## Using integrals to find area works extremely well as long

as we can find the antiderivative of the function.
Sometimes, the function is too complicated to find the
antiderivative.
At other times, we dont even have a function, but only
measurements taken from real life.
What we need is an efficient method to estimate area
when we can not find the antiderivative.

1 2
y x 1
8

0 x4

## Actual area under curve:

1 2
x 1 dx
8
4

1 3
A
x x
24
0
20
A
6.6
3

1 2
y x 1
8

0 x4

Left-hand rectangular
approximation:

1
8

1
2

1
8

3
4

## Approximate area: 1 1 1 2 5 5.75

(too low)

1 2
y x 1
8

0 x4

Right-hand rectangular
approximation:

1
8

1
2

1
8

3
4

(too high)

7.75 5.75
6.75
2

1.25% error

(too high)

1
9
1 9 3
T 1

2
8
2 8 2

1 17
1 3 17

3
2 8
2 2 8

1
9
1 17
1 9 3 1 3 17
T 1

3
2
8
2 8
2 8 2 2 2 8
1
9 9 3 3 17 17
T 1 3
2
8 8 2 2 8 8
1 27
T
2 2

27

6.75
4

## (still too high)

Trapezoidal Rule:

h
T y0 2 y1 2 y2 ... 2 yn 1 yn
2
( h = width of subinterval )

## This gives us a better approximation than either left

or right rectangles.

1 2
y x 1
8

0 x4

Midpoint Rule:
1.03125

1.28125

1.78125

2.53125

## The midpoint rule gives a closer approximation than the

trapezoidal rule, but in the opposite direction.

Trapezoidal Rule:

(too high)

Midpoint Rule:

(too low)

## Notice that the trapezoidal rule gives us an answer that

has twice as much error as the midpoint rule, but in the
opposite direction.
If we use a weighted average:

Ahhh!

2 6.625 6.750
6.6
3

Oooh!

Wow!

This is the

## This weighted approximation gives us a closer approximation

than the midpoint or trapezoidal rules.
Midpoint:

M 2h y1 2h y3 2h y1 y3
Trapezoidal:

T
h x h x
1
2

h x h x
3
4

2M T
3
1
4h y1 y3 h y0 2 y2 y4
3
twice midpoint

trapezoidal

1
1
y

y
2
h

0 2
y2 y4 2h
2
2

T h y0 y 2 h y 2 y 4
T h y0 2 y 2 y 4
h
4 y1 4 y3 y0 2 y2 y4
3
h
y0 4 y1 2 y2 4 y3 y4
3

Simpsons Rule:

h
S y0 4 y1 2 y2 4 y3 ... 2 yn 2 4 yn 1 yn
3
( h = width of subinterval, n must be even )
Example: y 1 x 2 1
8

1
9
3
17
S 1 4 2 4 3
3
8
2
8
1
9
17
1 3 3
3
2
2
1
20 6.6
3

## Simpsons rule can also be interpreted as fitting parabolas

to sections of the curve, which is why this example came
out exactly.
Simpsons rule will usually give a very good approximation
with relatively few subintervals.
It is especially useful when we have no equation and the
data points are determined experimentally.