NUMERICAL

INTEGRATION
Chapter 5
Introduction
• Is used to find the area or volume below a curve
or bounded by several curves.

• Several numerical methods to approximate

integrals are:
Trapezoidal rule
Simpson’s 1/3 rule
Simpson’s 3/8 rule
Gauss quadrature
TRAPEZOIDAL RULE
 Trapezoidal Rule

For better accuracy, interval  a, b  is

divided into n segments with equal
length.
x0  a , x1  a  h , x2  a  2h ,
, xn  a  nh  b
Approximating area under the curve y=f(x)

The value of f ( x) is computed as

b
At 1st approximation a
f ( x) dx can be y0  f ( x0 )  f 0 , y1  f ( x1 )  f1 ,
approximated by an area of the trapezoid, y2  f ( x2 )  f2 ,, yn  f ( xn )  fn
A1 with n=1 segment
b (b  a)
a f ( x ) dx   f (a)  f (b)
2
 Trapezoidal Rule
b
The integral 
a
f ( x) is approximated by
the composite trapezoidal rule as
b xn

a  x0
f ( x)dx
 A1  A2   An
x1 x2 xn
  f ( x)dx   f ( x)dx    f ( x)dx
x0 x1 xn1

Trapezoid rule h h h
 ( f0  f1 )  ( f1  f 2 )    ( fn1  fn )
2 2 2
h n1

  f0  f n  2 fi 
2 i 1 
Example 6.1
0
1
Approximate 2 1  e x dx by trapezoidal rule with n  8
 0 1 Trapezoidal rule
2 1 ex dx
Find the value of h
b  a 0  (2)
h   0.25
n 8

0
1
2 1 ex dx
h n1

  f0  fn  2 fi 
2 i 1 
 Example 6.2
4

   1 dx by using trapezoidal rule with h  0.25

2
Evaluate x
1
 Trapezoidal rule
  x 1 dx
4
2
1

Find the value of h

b  a 4  (1)
n   12
h 0.25

  x 1 dx
4
2
1

h n1

  f0  fn  2 fi 
2 i 1 
0.25
 (15  2(64.625))
2
18.0313
SIMPSON’s 1/3
RULE
 Simpson’s 1/3 rule
1
A basic formula for Simpson’s 3 rule is The integral is approximated by
x2 h 1
A1   f ( x ) d x  ( f 0  4 f 1  f 2 ) composite Simpson’s 3 rule rule as
x0 3
b  xn
(area A1 and n  2 segments ) a  x0
f ( x)dx  A1  A2   An
x2 x4 xn
  f ( x)dx   f ( x)dx    f ( x)dx
x0 x2 xn2

h h
 ( f0  4 f1  f2 )  ( f2  4 f3  f 4 ) 
3 3
h
  ( f n2  4 f n1  fn )
3
 n1 n 2

h
Simpson’s 1/3 rule  f 0  f n  4  fi  2  fi 
3  i 1 i 2

For a better accuracy, interval  a, b is divided  
i odd i even

ba
into n  2m with equal width h  where n( 2) must be even number
n
Example 6.3
0
1
Approximate 
1
dx by Simpson’s rule with n  8
2
1 e x 3
 Simpson’s 1 rule
0 1 3
2 1 ex dx

Find the value of h

b  a 0  (2)
h   0.25
n 8
 0 1
2 1 ex dx
h n1 n2

  f0  fn  4 fi  2 fi 
3 i 1 i 2 
 0.251.3808  4(2.8707)  2(2.1712)
1.4338
Example 6.4
3
1 1
Use Simpson’s
3
rule to approximate 
0
1 x 2
dx with n  6
 3
1
 1 x 2
dx 1
0 Simpson’s 3
rule
1) Find the value of h (step)
b  a 3  (0)
h   0.5
n 6

2) Draw the table & get each value

3) Find the approximate value

3 1
0 1 x2 dx
h n1 n2

  f0  fn  4 fi  2 fi 
3 i 1 i 2 
0.5
 1.1 4(1.2456)  2(0.7) 1.2471
3
Example
5
Find the approximate value for  2  sin( 2 x) dx and n=6
by using 2

i) Trapezoidal rule
ii) 1/3 Simpson’s rule

1) Find the value of h (step)

b  a 5  (2)
h   0.5
n 6
Trapezoidal rule Simpson’s 1 / 3 rule

5 5

 2  sin(
2
2x) dx  2  sin( 2x) dx
2

h n1
 h n1 n 2

  f0  fn  2 fi    f0  fn  4 fi  2 fi 
2 i 1  3 i 1 i 2 
0.5 0.5
  4.8885  2(12.3496  7.3969   4.8885  4(7.4035)  2(4.9461)  7.3991
2 3
SIMPSON’S 3/8
RULE
 Simpson’s 3/8 rule

If the interval  a , b  is big, the interval value can be increased by dividing into
ba
n  3 m, subinterval  x i , x i  1  with equal width h  .
n

The Newton forward difference , an area

under Simpson’s 3/8 rule, A1 with
n=3 segments

x3 3h
A1   x0
f ( x ) dx 
8
( f 0  3 f1  3 f 2  f 3 )

Simpson’s 3/8 rule

 Simpson’s 3/8 rule
3
The integral is approximated by the composite Simpson’s 8 rule as
b  xn
 a  x0
f ( x ) dx  A1  A2    An
x3 x6 xn
  x0
f ( x ) dx  
x3
f ( x ) dx    
xn 3
f ( x ) dx
3h 3h
 ( f 0  3 f1  3 f 2  f 3 )  ( f3  3 f 4  3 f5  f6 )
8 8
3h
  ( f n  3  3 f n  2  3 f n 1  f n )
8
3h
  ( f 0  f n  3( f1  f 2  f 4    3 f n  2  3 f n 1 )  2( f 3  f 6    f n  3 
8
3h  n /3 ( n / 3) 1


8 
 0f  f n  3  ( f 3i  2  f 3 i 1 )  2  f 3i 
i 1 i 1 
where n( 3) must be a multiple of 3
Example 6.5
0
1
Approximate 
3
dx by Simpson’s rule with n  9
2
1 e x 8
 Simpson’s 3 rule
8
0 1
2 1 ex dx

Find the value of h

b  a 0  (2) 2
h  
n 9 9
Simpson’s 3/8 rule

0 1
2 1 ex dx
3 2 n/3 ( n/3)1

   f0  fn  3( f3i2  f3i1 )  2  f3i 
8 9 i 1 i 1 
 0.08331.3807  3(4.3066)  2(1.4520)
1.4337
Example 6.4


 (2  3sin x) dx
3
Use Simpson’s rule to approximate
8
0
with n  15
 

 (2  3sin x) dx
0

The value of h (step)

The approximate value

DEFINITE INTEGRAL USING
CALCULATOR
 0
1
Evaluate 2 1  e x dx using calculator
SUMMARY
 x1 h
A1  f ( x)dx  ( f0  f1 )
x0 2
Trapezoidal rule
b  xn h n 1

ax0 f ( x) dx 
2 
f 0  f n  2i 1
f i 


x2 h
A1   f ( x)dx  ( f0  4 f1  f2 )
x0 3
Simpson’s 1/3 rule b  xn h n1 n2

ax0 f ( x) dx 
3 
f 0  f n  4i 1
f i  2i 2
f i 


x3 3h
A1   x0 f ( x ) dx 
8
( f 0  3 f1  3 f 2  f 3 )

Simpson’s 3/8 rule b  xn 3h  n /3 ( n / 3) 1


a  x0
f ( x ) dx   0
8 
f  f n  3  ( f 3i  2  f 3 i 1 )  2  f 3i 
i 1 i 1 
THANK YOU