Unit-5 Numerical Integration: Humanities & Science Department

Unit-5
Numerical Integration
2140706 – Numerical & Statistical Methods
Humanities & Science

Department
Numerical & Statistical methods (2140706) Darshan Institute Of Engineering & Technology
What is Integration ?
Integration is process of evaluating an indefinite

integral or definite integral.
Integral Sign is variable of

Integral
Integrand
Numerical and statistical method (2140706) Darshan Institute of engineering & Technology 2
Graphical representation of Integral
Graph of
The “integral” of from is the area under the graph of

function
Numerical & Statistical methods (2140706) Darshan Institute Of Engineering & Technology 3
Integration
 Fundamental theorem of calculus :
Where
This method of evaluating definite integrals is called the

analytical method.
e.g.
Why Numerical Integration ?
There
 are many functions
Solve it, if you

can
 whose integration analytically is impossible .
 Also some integrals, whose evaluation would be very
complicated.
 In many cases, analytic methods fails.
 In such cases, Numerical methods are used.
Numerical Integration
Consider the observation table
The process of evaluating definite integral from set of

tabulated values of is called Numerical integration.
Methods of Numerical integration
1. Trapezoidal Rule
2. Simpson’s 1/3 Rule
3. Simpson’s 3/8 Rule
4. Weddle’s Rule
Trapezoidal Rule
“Trapezoid” approximation
with one subinterval
One interval trapezoidal rule
Trapezoidal Rule
with two subinterval
Two interval trapezoidal rule
Trapezoidal Rule
with three subinterval
Three interval trapezoidal rule
Derive Trapezoidal rule.
By Newton-cotes quadrature formula
Put and neglecting differences of order higher than one.

For the first interval
Similarly,
For the next interval
For the last interval
Adding all these integrals,

Trapezoidal Rule
 Consider the observation table
Formula :
Example
Evaluate using trapezoidal rule with
Solution :
Here , &
Now,
Let,
1.3499
By the Trapezoidal rule,
Example
Find the work done on the gas as it is compressed from
by using Trapezoidal rule.
Use
Solution :
Here &
Example
Evaluate using trapezoidal rule with
Solution :
Here , &
Now,
Let,
Simpson’s 1/3 Rule
Graph of
Parabola
Trapezoidal rule fit two points ,

Here Parabola is fitted through three points
Graph of
Parabola
For Simpson’s rule , should be multiple of two
 Simpson’s rule is an extension of Trapezoidal rule.
 Simpson’s rule , we will use parabola to
approximate the curve.
 For Simpson’s rule , should be multiple of
two(even).
 The no. of ordinates ( y values ) is odd.
 The accuracy can be improved by increasing
n(subinterval)
 Integration is approximated by second order
polynomial (quadratic).
+ +
Example 1
Evaluate taking using Simpson’s rule. Hence Obtain an
approximate value of .
Solution :
Here , &
Now,
Let,
By the Simpson’s rule,
Example
Find the exact solution of integral
By Direct Method,
Example 5
The speed, meter per second, of a car, second after it
starts, is shown in the following table.
Find the distance travelled by the car in minutes.Using
Simpson's rule.
T 0 12 24 36 48 60 72 84 96 108 120
(time)
V 0 3.6 10.08 18.90 21.6 18.54 10.26 4.5 4.5 5.4 9
(Speed)
Example 5
Let (meters) distance be travelled in (seconds).
The distance travelled in minute, i.e. seconds is
t 0 12 24 36 48 60 72 84 96 108 120
v 0 3.6 10.08 18.90 21.6 18.54 10.26 4.5 4.5 5.4 9
By
 using Simpson's rule,
metres
Example 8
Evaluate using Simpson’s rule with taking six
subintervals. Use four digits after decimal points for
calculation.
Solution :
Here , &
Now,
Let,
+ +
a b c d a b c
Simpson’s 3/8 Rule Simpson’s 1/3 Rule
Error bounds in Simpson's 3/8 rule
 If is continuous in then the error in Simpson's rule is
Constant
Where is the largest value of

in
Example 2
Evaluate taking using Simpson’s rule. Hence Obtain an
approximate value of .Estimate the bound of error
involved in the process.
Solution :
Here , &
Now,
Let,
1
1
Example
Find the exact value of integral

By Direct Method,
Using Equation (1) & (2)
Error
 bound :
When
Max. value of in is
Error
 bound :
When
Max. value of in is
Hence, upper bound is 24 for
Example
Evaluate
 using Simpson’s rule.
Solution:
Let
Let
x 4 4.2 4.4 4.6 4.8 5.0 5.2

y 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
By Simpson's 3/8 rule,

Example
Evaluate using Simpson’s rule with
Solution :
Here , &
Now,
Let,
By Simpson's 3/8 rule,
Weddle’s rule
We remember
How to remember
it toitmake
easilyformula.
?
Weddle’s rule
Example -1
Consider
 the following tabular values.
X 25 25.1 25.2 25.3 25.4 25.5 25.6
F(x) 3.205 3.217 3.232 3.245 3.256 3.268 3.28
Determine the area bounded by the given curve and -axis between
to by Weddle's rule.
Solution :
Here , &
X 25 25.1 25.2 25.3 25.4 25.5 25.6
F(x) 3.205 3.217 3.232 3.245 3.256 3.268 3.28
By Weddle's rule,


Unit-5 Numerical Integration: Humanities & Science Department

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Unit-5 Numerical Integration: Humanities & Science Department

Uploaded by

Copyright:

Available Formats

Unit-5

Humanities & Science

Integral Sign is variable of

The “integral” of from is the area under the graph of

This method of evaluating definite integrals is called the

Solve it, if you

The process of evaluating definite integral from set of

2. Simpson’s 1/3 Rule

3. Simpson’s 3/8 Rule

One interval trapezoidal rule

Two interval trapezoidal rule

Three interval trapezoidal rule

Put and neglecting differences of order higher than one.

For the last interval

Adding all these integrals,

Trapezoidal rule fit two points ,

For Simpson’s rule , should be multiple of two

The distance travelled in minute, i.e. seconds is

Simpson’s 3/8 Rule Simpson’s 1/3 Rule

Where is the largest value of

By the Simpson’s rule,

Find the exact value of integral

Using Equation (1) & (2)

Hence, upper bound is 24 for

x 4 4.2 4.4 4.6 4.8 5.0 5.2

You might also like