MTH2212 – Computational Methods and

Statistics

Numerical Differentiation and Integration

Lecture 9:
Numerical Integration (I)
 Objectives

 Introduction
 Trapezoidal Rule
 Multiple-Application Trapezoidal Rule
 Simpson’s 1/3 Rule
 Multiple-Application Simpson’s 1/3 Rule

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 2

 Integration – Graphical representation

 The integral is the area under the curve

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 3

 Integration – Engineering applications

 How to take complicated integrals and approximate the

area under the curve
 Integration needed for analyzing irregularly shaped lines,
areas, volumes
 Examples:

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 4

 Newton-Cotes Integration Formulas

 The Newton-Cotes formulas are the most common numerical

integration schemes.
 This involves the replacement of a complicated function or
tabulated data with an approximating function that is easy
to integrate.
b b
I  a f ( x)dx  a f n ( x)dx

 Where fn(x) is a polynomial of order n

f n ( x)  a0  a1 x  a2 x 2  ...  an 1 x n1  an x n

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 5

 Newton-Cotes Integration Formulas

 Closed and open forms

 Closed: data points at the beginning and end of the limits of integration are
known
 Open: integration limits that extend beyond the range of data

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 6

 Trapezoidal Rule

 The Trapezoidal rule is the first of the Newton-Cotes closed

integration formulas, corresponding to the case where the
polynomial is first order i.e. n = 1
b b
I  a f ( x)dx  a f1 ( x)dx
 f1(x) is expressed using linear interpolation formula
f (b)  f (a )
f1 ( x)  f (a)  ( x  a)
ba
 The area under the straight line is an estimate of the integral
of f1(x): b f (b)  f (a ) 
I  a  f (a)  ( x  a ) dx
 ba 
Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 7
 Trapezoidal Rule

 The result of this integration is

f (a )  f (b)
I  (b  a) Trapezoidal rule
2

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 8

 Trapezoidal Rule

f (a )  f (b)
I  (b  a )
2

Area of a trapezoid = Width X Average Height

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 9

 Error of the Trapezoidal Rule

 Truncation error is expressed as:

1
Et   (b  a )3 f ' ' ()
12
 An approximation of the second derivative is given by
b

f ' ' ( )  f ''

a
f ' ' ( x)dx
ba
 Approximate error estimate is then:
1
Ea   (b  a )3 f ' '
12

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 10

 Example 1

Use Trapezoidal Rule to integrate numerically the following

function:
f ( x)  0.2  25 x  200 x 2  675x 3  900x 4  400 x 5

from a = 0 to b = 0.8

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 11

 Example 1 - Solution

 Evaluate f(a) and f(b)

f (0)  0.2
f (0.8)  0.232
 Evaluate the integral
0.2  0.232
I  (0.8  0)  0.1728
2
 Approximate error estimate
0.8

f ' ' ( x) 

0
(400  4050 x  10800 x 2  8000 x 3 )dx
 60
0.8  0
1 1
Ea   f ' ' ( x )(b  a ) 3   (60)(0.8  0) 3  2.56
12 12
Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 12
 Example 1 - Solution

 True value of the integral

is 1.640533

 Et = 1.640533 – 0.1728
= 1.467733  εt = 89.5%

 Ea = 2.56

 Discrepancy between Et
and Ea due to the fact that
f̅’’(x) is not an accurate
approximation of f’’(ξ) for
an interval of this size.

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 13

 Multiple-Application or Composite Trapezoidal Rule

 Divide integration interval from a to b into n segments of

equal width  improve the accuracy of the trapezoidal rule
 The total integral can be represented as
x1 x2 xn
I  x f ( x)dx  x f ( x)dx  ...  x f ( x)dx
0 1 n 1

 Substituting the trapezoidal rule for each integral, we get

f ( x0 )  f ( x1 ) f ( x1 )  f ( x2 ) f ( xn1 )  f ( xn )
I h h  ...  h
2 2 2
 By grouping terms, we have
h n 1 
I   f ( x0 )  2 f ( xi )  f ( xn )
2 i 1 
Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 14
 Multiple-Application Trapezoidal Rule

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 15

 Error of Multiple-Application Trapezoidal Rule

 Truncation error is obtained by summing the individual error for each

segment 3 n
(b  a )
Et  
12n3
 f ' ' ()
i 1
 By estimating the average value of f̅ ’’(x) for the entire interval
n
 f ' ' ( ) n

f '' i 1  f ' ' (  )  nf ' '

i 1
n
 Approximate error estimate for multiple-application of trapezoidal rule
is then: 3
(b  a )
Ea   2
f ''
12n
 As you double the number of segments error is quartered

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 16

 Example 2

Apply two segments in the trapezoidal rule to estimate the

integral of:
f ( x )  0.2  25 x  200 x 2  675 x 3  900 x 4  400 x 5

from a = 0 to b = 0.8

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 17

 Example 2 - Solution

0.8  0
 We have n = 2  h  0.4
2

f (0)  0.2 f (0.4)  2.456 f (0.8)  0.232

 Evaluate the integral

0.2  2(2.456)  0.232
I  0.8  1.0688
4
 True and Approximate error estimate
Et = 1.640533 – 1.0688 = 0.571733

( 0. 8  0 ) 3
Ea   2
( 60)  0.64
12(2)

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 18

 Simpson’s 1/3 Rule

 It corresponds to the case where n = 2 i.e. a polynomial of

second order:
b b
I  a f ( x)dx  a f 2 ( x)dx

 Let a = x0 and b = x2 and f2(x) a second order Lagrange

polynomial, then
x2  ( x  x1 )( x  x2 ) ( x  x0 )( x  x2 )
I  x  f ( x0 )  f ( x1 )
0
 ( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 )
( x  x0 )( x  x1 ) 
 f ( x2 ) dx
( x2  x0 )( x2  x1 ) 

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 19

 Simpson’s 1/3 Rule

 After integration, we have:

h where b  a
I   f ( x0 )  4 f ( x1 )  f ( x2 ) h
3 2

 Estimated truncation error

b

( 4)
5
(b  a ) ( 4) ( 4) ( 4)
f ( x)dx
Ea   f f ( )  f  a
2880 ba

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 20

 Example 3

Evaluate the integral of:

f ( x)  0.2  25 x  200 x 2  675x 3  900 x 4  400 x 5
from a = 0 to b = 0.8 using Simpson’s 1/3 rule.
Compute the truncation errors Et and Ea

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 21

 Example 3 - Solution

Evaluate the integral with h = (b-a)/2 = 0.4

h 0.4
I   f ( x0 )  4 f ( x1 )  f ( x2 )   0.2  4( 2.456 )  0.232  1.367467
3 3
True truncation error

Et = 1.640533 – 1.367467 = 0.2730667  εt = 16.6%

Approximate truncation error
0.8
0 f ( 4) ( x)dx
f ( 4) ( x)  21600  48000 x  f ( 4) ( x)   2400
0.8  0
5 5
(b  a) ( 4) (0.8)
Ea   f ( x)   ( 2400)  0.2730667
2880 2880

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 22

 Multiple-Application of Simpson’s 1/3 Rule

 Just as the trapezoidal rule,

Simpson’s 1/3 rule can be
improved by dividing the
integration interval into n
segments of equal width

 The total integral can then be

represented by

h n 1 n2  (b  a)5 ( 4)
I   f ( x0 )  4  f ( xi )  2  f ( xi )  f ( xn ) Ea   4
f
3 i 1,3,5,... j  2, 4, 6,...  180n

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 23

 Example 4

Use n = 4 to evaluate the integral of:

f ( x)  0.2  25 x  200 x 2  675x 3  900 x 4  400 x 5
from a = 0 to b = 0.8 using Simpson’s 1/3 rule.
Compute the truncation errors Et and Ea

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 24

 Example 4 – Solution

 The integral using composite simpson’s 1/3 rule

h = (0.8-0)/4 = 0.2

f(0)=0.2 f(0.2)=1.288 f(0.4)=2.456 f(0.6)=3.464 f(0.8)=0.232

0.2
I  0.2  4(1.288)  2.456  0.2  2.456  4(3.464)  0.232
3 3
 1.623466  εt = 1.0%
Et = 1.640533 – 1.623466 = 0.017067
 Approximate truncation error
(b  a )5 ( 4) (0.8)5
Ea   4
f  4
(2400)  0.017067
180n 180(4)

Dr. M. Hrairi MTH2212 - Computational Methods and Statistics 25