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SEAMBooks SPCE DCCN Numerical Integration Students

The document discusses three numerical methods for approximating integrals: Trapezoidal rule, Simpson's one-third rule, and Simpson's three-eighths rule. These rules allow approximating an integral of a function f(x) over an interval [a,b] by dividing the interval into sub-intervals and evaluating the function at discrete points. The document provides examples of applying each rule to evaluate specific integrals and compares the results to known values to validate the approximations.

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mandar12.2004
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0% found this document useful (0 votes)
75 views9 pages

SEAMBooks SPCE DCCN Numerical Integration Students

The document discusses three numerical methods for approximating integrals: Trapezoidal rule, Simpson's one-third rule, and Simpson's three-eighths rule. These rules allow approximating an integral of a function f(x) over an interval [a,b] by dividing the interval into sub-intervals and evaluating the function at discrete points. The document provides examples of applying each rule to evaluate specific integrals and compares the results to known values to validate the approximations.

Uploaded by

mandar12.2004
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 9

SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

Numerical Integration

b b
Introduction: To Evaluate I =  ydx =  f ( x)dx
a a

Divide the interval  a, b into n equal sub-intervals

a = x0 , x1  ,  x1, x2  ,  x2 , x3   xn−1, xn = b where xi − xi −1 = h (fixed)

Let y0 , y1 , y2 , , yn be the values of the function y = f ( x) at equidistance points


a = x0 , x1 , x2 , , xn = b respectively.

Here we shall evaluate integral numerically using following three methods

Method 1: Trapezoidal Rule


xn
h
 ydx = 2 ( y
x0
0 + yn ) + 2 ( y1 + y2 + y3 + y4 + + yn −1 )

Method 2: Simpson’s One Third Rule


Integral can be evaluated using Simpson’s One Third Rule, if the number of sub-intervals is
EVEN. That is number of ordinates should be ODD.

xn
h
 ydx = 3 ( y
x0
0 + yn ) + 2 ( y2 + y4 + y6 + yn −2 ) + 4 ( y1 + y3 + y5 + + yn −1 ) 

Method 3: Simpson’s Three Eighth Rule


Integral can be evaluated using Simpson’s Three Eighth Rule, if the number of sub-intervals is
MULTIPLE OF THREE.

xn
3h
 ydx = ( y0 + yn ) + 2 ( y3 + y6 + y9 + yn −3 ) + 3 ( y1 + y2 + y4 + y5 + + yn −2 + yn −1 ) 
x0
8 

Note: To Evaluate integral using all three methods, number of sub-intervals


should be multiple of SIX.

© 2020-SEAM by Prof. Satishkumar Barot Page 1


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

(9.1) Examples
1
1
1. Evaluate  1 + x dx using Trapezoidal rule with h = 0.2 . Hence determine the value of 
0
2

1 rd
x2 1
2. Evaluate  dx using Simpson’s rule with h = 0.25. Hence find the value of
0
1 + x3 3
log 2 .

3. Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find an
2
1
approximate value for the integral  1 + dx
1
x

4. Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find an
6
1
approximate value for the integral  dx
4 3− x

1.4
1
5. Evaluate 1 2 + log e x
dx , using Trapezoidal and Simpson’s one-third rule with n = 4

1
1 1
6. Evaluate 0 x +14
dx , using Trapezoidal and Simpson’s one-third rule with h =
4

7
1
7. Evaluate 1 x 3
+1
dx , using Trapezoidal, Simpson’s one-third and Simpson’s three eighth

rule with n = 6

© 2020-SEAM by Prof. Satishkumar Barot Page 2


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1
1
Example 9.1.1: Evaluate  1 + x dx using Trapezoidal rule with h = 0.2 . Hence determine the
0
2

value of  .

1 1− 0
Solution: Here y = . Given that h = 0.2 . Number of sub-intervals n = =5
1+ x 2
0.2

Dividing the interval  0,1 into 5 sub-intervals, each of width h = 0.2 .

x x0 = 0 x1 = 0.2 x2 = 0.4 x3 = 0.6 x4 = 0.8 x5 = 1


y y0 = 1 y1 = 0.96153 y2 = 0.86206 y3 = 0.73529 y4 = 0.60975 y5 = 0.5

By Trapezoidal rule
x5
h
 ydx = 2 ( y
x0
0 + y5 ) + 2 ( y1 + y2 + y3 + y4 ) 

1
1 0.2
 dx = (1 + 0.5 ) + 2  ( 0.96153 + 0.86206 + 0.73529 + 0.60975 ) 
0
1 + x 2
2

= 0.78371

To find the value of  , we integrate directely and compare the answers.


1
1 
 1+ x
1
2
dx =  tan −1 x  =  tan −1 (1) − tan −1 (0)  = − − − − − −(2)
0
0 4

From (1) and (2)


= 0.78372
4
 = 4 ( 0.78372 ) = 3.13488

© 2020-SEAM by Prof. Satishkumar Barot Page 3


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1 rd
x2 1
Example 9.1.2: Evaluate  dx using Simpson’s rule with h = 0.25 . Hence find the
0
1 + x3 3
value of log 2 .

x2 2 −1
Solution: Here y = . Given that Width of sub-intervals h = = 0.25
1+ x 3
4

1− 0
Number of sub-interval n = = 0.25
4

Dividing the interval  0, 1 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 0 x1 = 0.25 x2 = 0.50 x3 = 0.75 x4 = 1.0


y y0 = 0 y1 = 0.06153 y2 = 0.22222 y3 = 0.39560 y4 = 0.5

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

1
x2 0.25
 dx = ( 0 + 0.5 ) + 2  ( 0.22222 ) + 4  ( 0.06153 + 0.39560 ) 
0
1 + x 3
3

= 0.23108 − − − − − − − −(1)

To find the value of log 2

x 0 1
Put 1 + x 3 = t  3 x 2 dx = dt
t 1 2

1 1 
1 2
x2
 dx =   dt 
0
1+ x 3
1 
t 3 

1
= log t 1
2

3
1 1
= log 2 − log1 = log 2 − − − − − −(2)
3 3
From (1) and (2)

1
log 2 = 0.23108
3
 log 2 = 3  0.23108 = 0.69324

© 2020-SEAM by Prof. Satishkumar Barot Page 4


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

Example 9.1.3: Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find
2
1
an approximate value for the integral 1 1 + dx
x

1
Solution: Here y = 1 + . Five ordinates means 4 sub-intervals. n = 4 .
x

2 −1
Width of sub-intervals h = = 0.25
4

Dividing the interval 1, 2 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 1 x1 = 1.25 x2 = 1.50 x3 = 1.75 x4 = 2.0


y y0 = 1.41421 y1 = 1.34164 y2 = 1.29099 y3 = 1.25356 y4 = 1.22474

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

2
1 0.25
  1 + dx = (1.41421 + 1.22474 ) + 2  (1.34164 + 1.29099 + 1.25356 ) 
1
x 2 

= 1.30141

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

2
1 0.25
 1 + dx = (1.41421 + 1.22474 ) + 2  (1.29099 ) + 4  (1.34164 + 1.25356 ) 
1
x 3 

= 1.30014

© 2020-SEAM by Prof. Satishkumar Barot Page 5


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

Example 9.1.4: Use the Trapezoidal rule and Simpson’s one third rule with 5 ordinates to find
6
1
an approximate value for the integral 4 3 − x
dx

1
Solution: Here y = . Five ordinates means 4 sub-intervals. n = 4 .
3− x

6−4
Width of sub-intervals h = = 0.5
4

Dividing the interval 1, 2 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 4 x1 = 4.5 x2 = 5 x3 = 5.5 x4 = 6
y y0 = 1 y1 = 1.138071 y2 = 1.30901 y3 = 1.52720 y4 = 1.81649

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

6
1 0.5
 dx = (1 + 1.81649 ) + 2  (1.138071 + 1.30901 + 1.52720 ) 
4 3− x 2 

= 2.69126

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

6
1 0.5
 dx = (1 + 1.81649 ) + 2  (1.30901) + 4  (1.138071 + 1.52720 ) 
4 3 − x 3

= 2.68259

© 2020-SEAM by Prof. Satishkumar Barot Page 6


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1.4
1
Example 9.1.5: Evaluate 1 2 + log e x
dx , using Trapezoidal and Simpson’s one-third rule with

n=4

1
Solution: Here y = . Number of sub-intervals n = 4 .
2 + log e x

1.4 − 1
Width of sub-intervals h = = 0.1
4

Dividing the interval 1, 1.4 into 4 sub-intervals, each of width h = 0.1 .

x x0 = 1 x1 = 1.1 x2 = 1.2 x3 = 1.3 x4 = 1.4


y y0 = 0.5 y1 = 0.47725 y2 = 0.45822 y3 = 0.44201 y4 = 0.42799

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

1.4
1 0.1
 dx = ( 0.5 + 0.42799 ) + 2  ( 0.47725 + 0.45822 + 0.44201) 
1
2 + log e x 2 

= 0.18414

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

1.4
1 0.1
 dx = ( 0.5 + 0.42799 ) + 2  ( 0.45822 ) + 4  ( 0.47725 + 0.44201) 
1
2 + log e x 3 

= 0.18404

© 2020-SEAM by Prof. Satishkumar Barot Page 7


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

1
1
Example 9.1.6: Evaluate 0 x4 + 1
dx , using Trapezoidal and Simpson’s one-third rule with

1
h=
4

1 1
Solution: Here y = . Given that h = = 0.25 .
x +1
4 4

1− 0
Number of sub-intervals n = =4
0.25

Dividing the interval  0,1 into 4 sub-intervals, each of width h = 0.25 .

x x0 = 0 x1 = 0.25 x2 = 0.50 x3 = 0.75 x4 = 1.0


y y0 = 1 y1 = 0.99805 y2 = 0.97014 y3 = 0.87157 y4 = 0.70710

By Trapezoidal rule
x4
h
 ydx = 2 ( y
x0
0 + y4 ) + 2 ( y1 + y2 + y3 ) 

1
1 0.25
 dx = (1 + 0.70710 ) + 2  ( 0.99805 + 0.97014 + 0.87157 ) 
0 x +14 2 

= 0.92332

By Simpson's One Third Rule,


x4
h
 ydx = 3 ( y
x0
0 + y4 ) + 2 ( y2 ) + 4 ( y1 + y3 ) 

1
1 0.25
 dx = (1 + 0.70710 ) + 2  ( 0.97014 ) + 4  ( 0.99805 + 0.87157 ) 
0 x4 + 1 3 

= 0.92715

© 2020-SEAM by Prof. Satishkumar Barot Page 8


SPCE-DCCN Numerical Integration Trapezoidal and Simpson’s rule

7
1
Example 9.1.7: Evaluate 1 x 3
+1
dx , using Trapezoidal, Simpson’s one-third rule and

Simpson’s three-eighth rule with n = 6 .

1
Solution: Here y = . Given that number of sub-intervals n = 6 .
x +1
3

7 −1
Width of the sub-intervals h = =1
6

Dividing the interval  7,1 into 6 sub-intervals, each of width h = 1 .

x x0 = 1 x1 = 2 x2 = 3 x3 = 4 x4 = 5 x5 = 6 x6 = 7
y y0 = 0.5 y1 = 0.11111 y2 = 0.03571 y3 = 0.01538 y4 = 0.00793 y5 = 0.00460 y6 = 0.00290

By Trapezoidal rule
x6
h
 ydx = 2 ( y
x0
0 + y6 ) + 2 ( y1 + y2 + y3 + y4 + y5 ) 

7
1 1
 dx = ( 0.5 + 0.00290 ) + 2  ( 0.11111 + 0.03571 + 0.01538 + 0.00793 + 0.00460 ) 
1
x +1
3
2

= 0.42618

By Simpson's One Third Rule,


x6
h
 ydx = 3 ( y
x0
0 + y6 ) + 2 ( y2 + y4 ) + 4 ( y1 + y3 + y5 ) 

7
1 1
 dx = ( 0.5 + 0.00290 ) + 2  ( 0.03571 + 0.00793 ) + 4  ( 0.11111 + 0.01538 + 0.00460 ) 
1
x +1
3
3

= 0.37151

By Simpson's Three Eighth Rule,


x6
3h
 ydx = ( y0 + yn ) + 2 ( y3 + y6 + y9 + yn −3 ) + 3 ( y1 + y2 + y4 + y5 + + yn − 2 + yn −1 ) 
x0
8 

3
=  _________________________________________________________________ 
8
= ______

© 2020-SEAM by Prof. Satishkumar Barot Page 9

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