MATH1014 Calculus II (2023 Spring) Tutorial Notes 08 (Phyllis LIANG)
MATH 1014 Tutorial Notes 08
Topics covered in tutorial 08:
1. Numerical integration
1. Approximation integration
What you need to know:
• Midpoint rule & its error bounds
• Trapezoid rule & its error bounds
• Simpson’s rule & its error bounds
Midpoint rule:
Suppose 𝑓(𝑥) is defined and integrable on [𝑎, 𝑏], the
𝑏
Midpoint rule approximation to ∫𝑎 𝑓(𝑥)𝑑𝑥 using 𝑛
equally spaced subintervals on [𝑎, 𝑏] is
𝒙𝟎 + 𝒙𝟏 𝒙𝟏 + 𝒙 𝟐 𝒙𝒏−𝟏 + 𝒙𝒏
𝑴𝒏 = [𝒇 ( )+ 𝒇( ) +⋯𝒇( )] ∆𝒙
𝟐 𝟐 𝟐
𝑏−𝑎
where ∆𝑥 = , 𝑥𝑘 = 𝑎 + 𝑘∆𝑥 for 𝑘 = 1, … , 𝑛.
𝑛
Error bounds for Midpoint Rule:
𝑏
Assume that 𝑓 ′′ is continuous on the interval [𝑎, 𝑏], then the error in approximating the integral ∫𝑎 𝑓(𝑥)𝑑𝑥 by
Midpoint Rule with 𝑛 subintervals satisfy the inequality:
𝑲(𝒃 − 𝒂)𝟑
𝑬𝑴 ≤ , 𝒘𝒉𝒆𝒓𝒆 |𝒇′′ (𝒙)| ≤ 𝑲 𝒇𝒐𝒓 𝒂 ≤ 𝒙 ≤ 𝒃
𝟐𝟒𝒏𝟐
21
Example 8.1 Use Midpoint Rule with 𝑛 = 5 to approximate the integral ∫1 𝑥 𝑑𝑥
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MATH1014 Calculus II (2023 Spring) Tutorial Notes 08 (Phyllis LIANG)
Trapezoid rule:
Suppose 𝑓(𝑥) is defined and integrable on [𝑎, 𝑏], the
𝑏
Trapezoid rule approximation to ∫𝑎 𝑓(𝑥)𝑑𝑥 using 𝑛
equally spaced subintervals on [𝑎, 𝑏] is
𝟏 𝟏
𝑻𝒏 = [ 𝒇(𝒙𝟎 ) + 𝒇(𝒙𝟏 ) + ⋯ + 𝒇(𝒙𝒏−𝟏 ) + 𝒇(𝒙𝒏 )] ∆𝒙
𝟐 𝟐
𝑏−𝑎
where ∆𝑥 = , 𝑥𝑘 = 𝑎 + 𝑘∆𝑥 for 𝑘 = 1, … , 𝑛.
𝑛
Error bounds for Trapezoid Rule:
𝑏
Assume that 𝑓 ′′ is continuous on the interval [𝑎, 𝑏], then the error in approximating the integral ∫𝑎 𝑓(𝑥)𝑑𝑥 by
Trapezoid Rule with 𝑛 subintervals satisfy the inequality:
𝑲(𝒃 − 𝒂)𝟑
𝑬𝑻 ≤ , 𝒘𝒉𝒆𝒓𝒆 |𝒇′′ (𝒙)| ≤ 𝑲 𝒇𝒐𝒓 𝒂 ≤ 𝒙 ≤ 𝒃
𝟏𝟐𝒏𝟐
𝑥
8
Example 8.2 Consider the integral approximation 𝑇20 of ∫0 3𝑒 −4 𝑑𝑥 .
a) Does 𝑇20 overestimate or underestimate the exact value?
b) Find the error bound for 𝑇20 without calculating 𝑇20 .
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MATH1014 Calculus II (2023 Spring) Tutorial Notes 08 (Phyllis LIANG)
Simpson’s rule:
𝑏
Suppose 𝑓(𝑥) is defined and integrable on [𝑎, 𝑏], the Simpson’s rule approximation to ∫𝑎 𝑓(𝑥)𝑑𝑥 using
𝑛 equally spaced subintervals on [𝑎, 𝑏] is
∆𝒙
𝑺𝒏 = [𝒇(𝒙𝟎 ) + 𝟒𝒇(𝒙𝟏 ) + 𝟐𝒇(𝒙𝟐 ) + 𝟒𝒇(𝒙𝟑 ) + 𝟐𝒇(𝒙𝟏 ) + ⋯ + 𝟒𝒇(𝒙𝒏−𝟏 ) + 𝒇(𝒙𝒏 )]
𝟑
𝑏−𝑎
where 𝑛 is an even integer, and ∆𝑥 = 𝑛 , 𝑥𝑘 = 𝑎 + 𝑘∆𝑥 for 𝑘 = 1, … , 𝑛.
Error bounds for Simpson’s Rule:
𝑏
Assume that 𝑓 (4) is continuous on the interval [𝑎, 𝑏], then the error in approximating the integral ∫𝑎 𝑓(𝑥)𝑑𝑥
by Simpson’s Rule with 𝑛 subintervals satisfy the inequality:
𝑲(𝒃 − 𝒂)𝟓
𝑬𝑺 ≤ , 𝒘𝒉𝒆𝒓𝒆 |𝒇(𝟒) (𝒙)| ≤ 𝑲 𝒇𝒐𝒓 𝒂 ≤ 𝒙 ≤ 𝒃
𝟏𝟖𝟎𝒏𝟒
Example 8.3 Given the following definite integral and 𝑛 = 4, answer the following questions. (Round your
answers to six decimal places.)
1
∫ sin(𝑥 2 ) 𝑑𝑥
0
a) Use the Midpoint Rule to approximate the definite integral. 𝑀4 =?
b) Use the Trapezoid Rule to approximate the definite integral. 𝑇4 =?
c) Use Simpson’s Rule to approximate the definite integral. 𝑆4 =?
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MATH1014 Calculus II (2023 Spring) Tutorial Notes 08 (Phyllis LIANG)
𝑐𝑜𝑠( 𝑥) 2𝜋
Example 8.4 Let 𝑓(𝑥) = 𝑒 and 𝐼 =∫0 𝑓(𝑥) 𝑑𝑥.
(a) Use M10 to approximateI to six decimal places.
(b) Use the fact that |𝑓 ′′ (𝑥)| ≤ 𝑒 on [0,2𝜋] to obtain an upper bound on the absolute error |𝐸𝑀 | of the
approximation from (a). Make sure your answer is correct to six decimal places.
(c) Use S10 to approximateI to six decimal places.
(d) Use the fact that |𝑓 (4) (𝑥)| ≤ 4𝑒 on [0,2𝜋] to obtain an upper bound on the absolute error |𝐸𝑆 | of the
approximation from (c). Make sure your answer is correct to six decimal places.
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MATH1014 Calculus II (2023 Spring) Tutorial Notes 08 (Phyllis LIANG)
Example 8.5 (Volume on Numerical integration)
The region bounded by the graph of the function 𝑓(𝑥) = √𝑙𝑛(5 − 𝑥 2 ) and the x-axis over the interval [−2, 2]
is rotated about x-axis so that the volume of the solid of revolution obtained can be represented by an integral
𝑏
of the form ∫𝑎 𝐹(𝑥)𝑑𝑥. If the trapezoid rule on four subintervals of equal length is used to estimate this
integral, which of the following values is the approximate volume of the solid thus found?
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