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Numerical-Integration-Methods

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Trapezoidal Rule

𝒃
𝑻𝒏 = ∫ 𝒇(𝒙)𝒅𝒙
𝒂
𝒃−𝒂
∆𝒙 = 𝒉 =
𝒏
𝒚𝟎 + 𝒚𝟏 𝒉
𝑨𝟏 = 𝒉 ( ) = (𝒚𝟎 + 𝒚𝟏 )
𝟐 𝟐
𝒚𝟏 + 𝒚𝟐 𝒉
𝑨𝟐 = 𝒉 ( ) = (𝒚𝟏 + 𝒚𝟐 )
𝟐 𝟐
𝒚𝟐 + 𝒚𝟑 𝒉
𝑨𝟑 = 𝒉 ( ) = (𝒚𝟐 + 𝒚𝟑 )
𝟐 𝟐
𝒚𝟑 + 𝒚𝟒 𝒉
𝑨𝟒 = 𝒉 ( ) = (𝒚𝟑 + 𝒚𝟒 )
𝟐 𝟐
𝒉
𝑨𝒕 = [𝒚 + 𝟐𝒚𝟏 + 𝟐𝒚𝟐 + 𝟐𝒚𝟑 + 𝒚𝟒 ]
𝟐 𝟎
𝒉
𝑨𝒕 = [𝒚 + 𝟐 ∑ 𝒚𝒊𝒏𝒕𝒆𝒓𝒊𝒐𝒓 + 𝒚𝒏 ]
𝟐 𝟎
Example:
𝝅
Find ∫𝟎 𝒔𝒊𝒏 (𝒙)𝒅𝒙

a) Using n=3 (three trapezoids)


b) Using n=5 (five trapezoids)

a)

𝜋
ℎ=
3
𝑦0 = 𝑠𝑖𝑛(0) = 0

𝜋 √3
𝑦1 = 𝑠𝑖𝑛 ( ) =
3 2
2𝜋 √3
𝑦2 = 𝑠𝑖𝑛 ( )=
3 2
𝑦3 = 𝑠𝑖𝑛(𝜋) = 0
𝜋
√3 √3
𝐴𝑡 = 3 [0 + 2 ( + ) + 0]
2 2 2
𝜋
𝐴𝑡 = (√3)
3
𝑨𝒕 = 𝟏. 𝟖𝟏𝟑𝟕𝟗𝟗𝟑𝟔𝟒 𝒔𝒒. 𝒖𝒏𝒊𝒕
b.

𝜋
ℎ=
5
𝑦0 = 𝑠𝑖𝑛(0) = 0
𝜋
𝑦1 = 𝑠𝑖𝑛 ( ) = 0.5877852523
5
2𝜋
𝑦2 = 𝑠𝑖𝑛 ( ) = 0.9510565163
5
3𝜋
𝑦3 = 𝑠𝑖𝑛 ( ) = 0.9510565163
5
4𝜋
𝑦4 = 𝑠𝑖𝑛 ( ) = 0.5877852523
5
𝜋
𝑦5 = 𝑠𝑖𝑛 ( ) = 0
3
𝜋
𝐴𝑡 = 5 [0 + 2(0.5877852523 + 0.9510565163 + 0.9510565163 + 0.5877852523) + 0]
2
𝑨𝒕 = 𝟏. 𝟗𝟑𝟑𝟕𝟔𝟓𝟓𝟗𝟖
Simpson’s 1/3 Rule


𝐴0,2 = [𝑦 + 4𝑦1 + 𝑦2 ]
3 0

𝐴2,4 = [𝑦 + 4𝑦3 + 𝑦4 ]
3 2


𝐴𝑛−4,𝑛−2 = [𝑦 + 4𝑦𝑛−3 + 𝑦𝑛−2 ]
3 𝑛−4

𝐴𝑛−2,𝑛 = [𝑦 + 4𝑦𝑛−1 + 𝑦𝑛 ]
3 𝑛−2
𝒃
ℎ ℎ ℎ ℎ
∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝑦0 + 4𝑦1 + 𝑦2 ] + [𝑦2 + 4𝑦3 + 𝑦4 ] + ⋯ + [𝑦𝑛−4 + 4𝑦𝑛−3 + 𝑦𝑛−2 ] + [𝑦𝑛−2 + 4𝑦𝑛−1 + 𝑦𝑛 ]
𝒂 3 3 3 3
𝒃

∫ 𝒇(𝒙)𝒅𝒙 ≈ [𝑦 + 4𝑦1 + 2𝑦2 + 4𝑦3 + 2𝑦4 + ⋯ + 2𝑦𝑛−4 + 4𝑦𝑛−3 +2𝑦𝑛−2 + 4𝑦𝑛−1 + 𝑦𝑛 ]
𝒂 3 0
𝑛
2
Let 𝑦1 + 𝑦3 + ⋯ + 𝑦𝑛−3 + 𝑦𝑛−1 = ∑𝑖=1 𝑦2𝑖−1
𝑛
−1
2
and 𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛−4 + 𝑦𝑛−2 = ∑𝑖=1 𝑦2𝑖

Thus, the formula for Simpson’s 1/3 rule is:


𝑛 𝑛
−1
𝒃 2 2

∫ 𝒇(𝒙)𝒅𝒙 ≈ 𝑦 + 4 ∑ 𝑦2𝑖−1 + 2 ∑ 𝑦2𝑖 + 𝑦𝑛
𝒂 3 0
𝑖=1 𝑖=1
[ ]
Where n is only even
Example:
6 3
Determine the value of ∫1 (9𝑥 3 − 4𝑥 + ) 𝑑𝑥 using Simpson’s 1/3 Rule (n=10).
𝑥

6
3 𝑥4 𝑥2
∫ (9𝑥 3 − 4𝑥 + ) 𝑑𝑥 = 9 ( ) − 4 ( ) + 3𝑙𝑛𝑥
1 𝑥 4 2
6
3 9
∫ (9𝑥 3 − 4𝑥 + ) 𝑑𝑥 = 𝑥 4 − 2𝑥 2 + 3𝑙𝑛𝑥
1 𝑥 4
6
3 9 9
∫ (9𝑥 3 − 4𝑥 + ) 𝑑𝑥 = (6)4 − 2(6)2 + 3ln (6) − [ (1)4 − 2(1) + 3 ln(1)]
1 𝑥 4 4
6
3 9 9
∫ (9𝑥 3 − 4𝑥 + ) 𝑑𝑥 = (6)4 − 2(6)2 + 3ln (6) − [ (1)4 − 2(1) + 3 ln(1)]
1 𝑥 4 4
𝟔
𝟑
∫ (𝟗𝒙𝟑 − 𝟒𝒙 + ) 𝒅𝒙 = 𝟐𝟖𝟒𝟗. 𝟏𝟐𝟓𝟐𝟕𝟖
𝟏 𝒙

𝟔−𝟏
𝒉= = 𝟎. 𝟓
𝟏𝟎
𝒙𝒏 𝒙 𝒚 = 𝒇(𝒙)
𝒙𝟎 1 8
𝒙𝟏 1.5 26.375
𝒙𝟐 2 65.5
𝒙𝟑 2.5 131.825
𝒙𝟒 3 232
𝒙𝟓 3.5 372.7321429
𝒙𝟔 4 560.75
𝒙𝟕 4.5 802.7916667
𝒙𝟖 5 1105.6
𝒙𝟗 5.5 1475.920455
𝒙𝟏𝟎 6 1920.5

𝑛
2

∑ 𝑦2𝑖−1 = 26.375 + 131.875 + 372.7321429 + 802.7916667 + 1475.920455 = 𝟐𝟖𝟎𝟗. 𝟔𝟒𝟒𝟐𝟔𝟓


𝑖=1
𝑛
−1
2

∑ 𝑦2𝑖 = 65.5 + 232 + 560.75 + 1105.6 = 𝟏𝟗𝟔𝟑. 𝟖𝟓


𝑖=1
6
3 0.5
∫ (9𝑥 3 − 4𝑥 + ) 𝑑𝑥 = [8 + 4(2809.694265) + 2(1963.85) + 1920.5]
1 𝑥 3
𝟔 𝟑
∫𝟏 (𝟗𝒙𝟑 − 𝟒𝒙 + 𝒙) 𝒅𝒙 = 𝟐𝟖𝟒𝟗. 𝟏𝟐𝟗𝟓𝟏
Simpson’s 3/8 Rule
𝑛
𝑛−1 −1
𝒃 3
3ℎ
∫ 𝒇(𝒙)𝒅𝒙 ≈ 𝑦 + 3 ∑ 𝑦𝑖 − ∑ 𝑦3𝑖 + 𝑦𝑛
𝒂 8 0
𝑖=1 𝑖=1
[ ]
Where:
h is a multiple of three
𝑛−1

∑ 𝑦𝑖 = 𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−2 +𝑦𝑛−1
𝑖=1
𝑛
−1
3

∑ 𝑦3𝑖 = 𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−6 +𝑦𝑛−3


𝑖=1

6 3
Determine the value of ∫1 (9𝑥 3 − 4𝑥 + 𝑥) 𝑑𝑥 using Simpson’s 3/8 Rule (n=12).
𝟔
𝟑
∫ (𝟗𝒙𝟑 − 𝟒𝒙 + ) 𝒅𝒙 = 𝟐𝟖𝟒𝟗. 𝟏𝟐𝟓𝟐𝟕𝟖
𝟏 𝒙
𝟔−𝟏 𝟓
𝒉= = 𝒐𝒓 𝟎. 𝟒𝟏𝟔𝟔𝟔𝟔𝟔𝟔𝟔𝟔𝟔𝟔𝟔𝟕
𝟏𝟐 𝟏𝟐

𝒙𝒏 𝒙 𝒚 = 𝒇(𝒙)
𝒙𝟎 1 8
17
𝒙𝟏 22.03952206
12
11
𝒙𝟐 49.76136364
6
9
𝒙𝟑 94.84895833
4
8
𝒙𝟒 161.125
3
37
𝒙𝟓 252.457348
12
7
𝒙𝟔 372.7321429
2
47
𝒙𝟕 525.8440824
12
13
𝒙𝟖 715.6923077
3
19
𝒙𝟗 946.1784539
4
31
𝒙𝟏𝟎 1221.205645
6
67
𝒙𝟏𝟏 1544.677938
12
𝒙𝟏𝟐 6 1920.5
𝑛−1

∑ 𝑦𝑖 = 22.03952206 + 49.76136364 + 94.84895833 + 161.125 + 252.457348 + 372.7321429 + 525.8440824


𝑖=1
+ 715.6923077 + 946.178453 + 1221.205645 + 1544.677938
𝒏−𝟏

∑ 𝒚𝒊 = 𝟓𝟗𝟎𝟔. 𝟓𝟔𝟐𝟕𝟔𝟏
𝒊=𝟏
𝑛
−1
3

∑ 𝑦3𝑖 = 94.84895833 + 372.7321429 + 946.1784539 = 𝟏𝟒𝟏𝟑. 𝟕𝟓𝟗𝟓𝟓𝟓


𝑖=1
𝑛
𝑛−1 −1
𝒃 3
3ℎ
∫ 𝒇(𝒙)𝒅𝒙 ≈ 𝑦 + 3 ∑ 𝑦𝑖 − ∑ 𝑦3𝑖 + 𝑦𝑛
𝒂 8 0
𝑖=1 𝑖=1
[ ]
5
𝟔
𝟑 3 (12)
𝟑 [8 + 3(5906.562761) − 1413.759555 + 1920.5]
∫ (𝟗𝒙 − 𝟒𝒙 + ) 𝒅𝒙 ≈
𝟏 𝒙 8
𝟔
𝟑
∫ (𝟗𝒙𝟑 − 𝟒𝒙 + ) 𝒅𝒙 ≈ 𝟐𝟖𝟒𝟗. 𝟏𝟐𝟗𝟒𝟖𝟗
𝟏 𝒙

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