CH-8-Numerical Integration Spring 24-25
CH-8-Numerical Integration Spring 24-25
8.1 Introduction
Numerical integration is an essential tool used by scientists and engineers to obtain
approximate values for definite integrals that cannot be solved analytically. For example,
the integral
0.5 − x 2
0
e dx
has no closed form solution. The function exp( − x 2 ) is a continuous bounded function over
the interval [0, 0.5] and hence the integral exists. But it is not possible to evaluate it
analytically. Numerical technique is also required when the data for variables are available
in the form of table, but no mathematical relationship between them is known, as is often
the case of experimental data.
The purpose of this chapter is to develop the basic methods of numerical integration.
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Solution: Here there are two unknowns 𝑎 and 𝑏. So, we will use 𝑓(𝑥) = 1 and then 𝑓(𝑥) = 𝑥.[If
there are three unknowns, we will use 𝒇(𝒙) = 𝟏, 𝒇(𝒙) = 𝒙 & 𝒇(𝒙) = 𝒙𝟐 ].
ℎ
Now for 𝑓(𝑥) = 1 we can write 𝑓 (3 ) = 1 & 𝑓(ℎ) = 1.
ℎ ℎ
∫ 𝑓(𝑥)𝑑𝑥 = ∫ 1 𝑑𝑥 = 𝑎 + 𝑏
0 0
ℎ = 𝑎 + 𝑏……………………… (1)
ℎ ℎ
Now for 𝑓(𝑥) = 𝑥 we can write 𝑓 (3 ) = 3 & 𝑓(ℎ) = ℎ.
ℎ ℎ
ℎ
∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑥 𝑑𝑥 = 𝑎 𝑓 ( ) + 𝑏𝑓(ℎ)
0 0 3
ℎ2 ℎ
2
= 𝑎 3 + 𝑏ℎ
3ℎ
𝑎 + 3𝑏 = 2 ……………………. (2)
3ℎ ℎ
Solving (1) and (2) we get 𝑎 = 4 & 𝑏=4
ℎ 3ℎ ℎ ℎ
Thus, we get ∫0 𝑓(𝑥)𝑑𝑥 = 4 𝑓 (3 ) + 4 𝑓(ℎ)
Here we have limit 0 & h but if the limits are 𝑥0 & 𝑥𝑖 other than 0 & ℎ then the formula changes as
below
𝑥1
3ℎ ℎ ℎ
∫ 𝑓(𝑥)𝑑𝑥 = 𝑓 (𝑥0 + ) + 𝑓(𝑥1 )
𝑥𝑜 4 3 4
Now
0.8
∫ 𝑐𝑜𝑠(√1 + 𝑥 2 )𝑑𝑥
0.2
3∗0.6 0.6
= 4 𝑓(0.4) + 4
𝑓(0.8)
= 0.25619187
If the nodes x r ’s are uniformly distributed in [𝑎, 𝑏] with x0 = a , x n = b and the spacing
(𝑏−𝑎)
ℎ = 𝑛 , the method is known as Newton-Cotes integration method and has the order 𝑛.
When both the end points of the interval are included as nodes, the methods are called closed
type methods, otherwise they are called open type methods.
Assume that x r = x0 + rh are equally spaced nodes and f r = f ( x r ). the first few Newton-
Cotes quadrature formulas are listed below:
x1
x0 f ( x)dx af ( x0 ) + bf ( x1)
where, h = x1 − x0 .
To make the simplification short and simple, the axis is translated to make x 0 as the origin.
Thus, the formula we are looking for is of the form
h
0 f ( x)dx af (0) + bf (h)
For two unknown parameters we may assume that the method is exact for 𝑓(𝑥) = 1 and 𝑥.
Thus
h
= x = h = a + b
h
f ( x) = 1 , 0
dx (1)
0
h
h x2 h2
f ( x) = x , 0
x dx = = = bh
2 0 2
h
or b= (2)
2
From (1), we have
h h
a = h−b = h− =
2 2
The Trapezoidal rule becomes
h h
0 f ( x)dx 2 [ f (0) + f (h)]
To find the precision and an estimate of error, let us take the rule is of the form
h h
0 f ( x)dx = 2 [ f (0) + f (h)] + E
Taking f ( x) = kx 2 , we have+
h h kh3 kh3 1
E = 0 kx2dx − kh2 = − = − kh3
2 3 2 6
Here E 0 . Hence the degree of precision is 2 − 1 = 1 .
x0 f ( x)dx 2 f ( x0 ) + f ( x1)
x1 h
f 0 + f1
h
2
where the notation f ( x r ) = f r is used.
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x0 f ( x)dx 3 ( f0 + 4 f1 + f 2 )
x2 h
where h = ( x 2 − x0 ) / 2 .
Simpson’s rule can easily be proved by considering the integral
2h
0 f ( x)dx af (0) + bf (h) + cf (2h)
h
or − h f ( x)dx af (−h) + bf (0) + cf (h)
and then by translating the axis. This is left as an exercise for the reader.
x0 f ( x)dx 8 ( f0 + 3 f1 + 3 f 2 + f3 )
x3 3h
where h = ( x3 − x0 ) / 3 .
The precision of the rule is 3.
1.0
Example 8.2: Evaluate ∫0.4 𝑓(𝑥)𝑑𝑥 numerically using the values given below.
x 0.4 0.5 0.7 1.0
f(x) 1.083 1.133 1.287 1.649
Solution: Here subinterval sizes are unequal. Using the Trapezoidal rule in each subinterval
separately, we have
1.0
0.5 − 0.4 0.7 − 0.5
∫ 𝑓(𝑥)𝑑𝑥 = (1.133 + 1.083) + (1.287 + 1.133)
0.4 2 2
1.0 − 0.7
+ (1.649 + 1.287)
2
0.1 0.2 0.3
= (2.216) + (2.420) + (2.936) = 0.7932
2 2 2
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Example 8.3: The table below shows the values of f (x) at different values of x:
0.1
[𝑓(0.4) + 4 ∗ 𝑓(0.5) + 𝑓(0.6)]
=
3
0.2
+ [𝑓(0.6) + 4 ∗ 𝑓(0.8) + 𝑓(1.0)
3
0.1 0.2
= [1.083 + 4(1.133) + 1.197] + [1.197 + 4(1.377) + 1.649]
3 3
= 0.2271 + 0.5569 = 0.784
8.5 Composite Quadrature Rules
To avoid the use of higher order methods and still obtain accurate results, we use the
composite integration methods. We divide the interval [a, b] into several subintervals and
evaluate the integral in each required number of subintervals by a particular method.
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Example 8.4: The values of f (x) are given for different values of x below.
I T (0.4) =
0.4
1 + 2 1.954 + 2 1.976 + 1.814 = 0.2 10.674 = 2.135
2
Using Richardson extrapolation
I T (0.2) − I T (0.4) 2.208 − 2.135
I R = I T (0.2) + = 2.208 + = 2.232
2 −1
2
3
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The Simpson’s rule has an error of order (h ) . In fact, I (1) (2n, h / 2) is exactly the
4
1 𝑥2
Example 8.5 : Evaluate∫0 𝑥 exp ( 2 ) 𝑑𝑥 using Trapezoidal rule with 1, 2 and 4 subintervals.
Improve the results using Romberg integration.
2
Solution: Here f ( x) = x e x / 2 .
Using the trapezoidal rule we have
1
n = 1, h = (1 − 0) = 1 ; ( 0) (1,1) = [ f (0) + f (1)] = 0.8244
2
0.5
n = 2, h = 12 = 0.5 ; ( 0) (2, 0.5) = [ f (0) + f (1) + 2 f (0.5)] = 0.6955
2
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Example 8.6
1.0 1.6 2𝑦 2
Using Simpson’s rule with 2-subintervals evaluate the double integral∫0.6 ∫1.0 𝑑𝑦𝑑𝑥
𝑥+𝑦
The integral is over the rectangular region bounded by0.6 ≤ 𝑥 ≤ 1.0 and 1.0 ≤ 𝑦 ≤ 1.6.
Using 2-subintervals in each direction, we have
1.0 − 0.6 1.6 − 1.0
ℎ= = 0.2 and 𝑘 = = 0.3
2 2
2𝑦 2
The integrand is𝑓(𝑥, 𝑦) = 𝑥+𝑦.
Integration using fixed values of 𝑥 = 0.6, 0.8 and 1.0 are as follows:
1.6
0.3
𝐼(0.6) = ∫ 𝑓(0.6, 𝑦)𝑑𝑦 = [𝑓(0.6,1.0) + 4𝑓(0.6,1.3) + 𝑓(0.6,1.6)]
1.0 3
0.3
= [1.25 + 4(1.779) + 2.327] = 1.0693
3
1.6
0.3
𝐼(0.8) = ∫ 𝑓(0.8, 𝑦)𝑑𝑦 = [𝑓(0.8,1.0) + 4𝑓(0.8,1.3) + 𝑓(0.8,1.6)]
1.0 3
0.3
= [1.111 + 4(1.610) + 2.133] = 0.9684
3
1.6
0.3
𝐼(1.0) = ∫ 𝑓(1.0, 𝑦)𝑑𝑦 = [𝑓(1.0,1.0) + 4𝑓(1.0,1.3) + 𝑓(1.0,1.6)]
1.0 3
0.3
= [1.0 + 4(1.47) + 1.969] = 0.8849
3
0.2
= [1.0693 + 4(0.9684) + 0.8849] = 0.38852
3
[MATLAB result is I = 0.38846]
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Example 8.7 Using Simpson’s rule with 2-subinervals evaluate the double integral
1.4 1+𝑥 2
∫ ∫ (1 + 𝑥𝑦)𝑑𝑦𝑑𝑥
1.0 𝑥
Solution: The region of integration is1.0 ≤ 𝑥 ≤ 1.4, 𝑥 ≤ 𝑦 ≤ 1 + 𝑥 2
The integrand is 𝑓(𝑥, 𝑦) = 1 + 𝑥𝑦
1.4−1.0
With 2 equal subintervals for x, the interval length is ℎ = 2 =0.2. The end points of
subintervals are 1, 1.2 and 1.4.
The interval length for y is variable depending on the values of x.
(1 + 12 ) − 1
For 𝑥 = 1, 𝑘1 = = 0.5 and𝑦𝑟 = 1, 1.5, 2.0
2
The integral over y is
0.5
𝐼(1, 0.5) = [𝑓(1,1) + 4𝑓(1,1.5) + 𝑓(1,2.0)]
3
0.5
= [2 + 4(2.5) + 3] = 2.5
3
(1 + 1.22 ) − 1.2
For 𝑥 = 1.2 , 𝑘2 = = 0.62 and𝑦𝑟 = 1.2, 1.82, 2.44
2
0.62
The integral over y is𝐼(1.2, 0.62) = [𝑓(1.2,1.2) + 4𝑓(1.2,1.82) + 𝑓(1.2, 2.44)]
3
0.5
= [2.44 + 4(3.184) + 3.928] = 3.9482
3
(1 + 1.42 ) − 1.4
For 𝑥 = 1.4 , 𝑘3 = = 0.78 and𝑦𝑟 = 1.4, 2.18, 2.96
2
0.78
The integral over y is𝐼(1.4, 0.78) = 3 [𝑓(1.4,1.4) + 4𝑓(1.4, 2.18) + 𝑓(1.4, 2.96)]
0.78
= [2.96 + 4(4.052) + 5.144] = 6.3211
3
[ 𝐼(exact) = 1.64061]
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Note: Define the function using “anonymous handle”. Format is shown below:
fname=@(argument) <space> formula
operation / (division) and ^ (for power) must preceded with . (dot).
sin (𝑥𝑦)
For example 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2
may be typed as
ff=@(x,y) sin(x*y)./(x.^2+y.^2))
This will be treated as ff(x,y).
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Example 8.6: Evaluate ∫0 𝑒 𝑥 sin 𝑥 2 𝑑𝑥 numerically to 7 digits using MATLAB command.
fun = @(x)exp(x).*sin(x.^2)
int7 =0.662701
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2 √𝑥 1
Example 8.8: Evaluate ∫0 ∫−𝑥 𝑑𝑦 𝑑𝑥 numerically using MATLAB command.
√𝑥 2 +𝑦 2
>> fun2=@(x,y) 1./sqrt(x.^2+y.^2) % define as @-function
fun2 = @(x,y)1./sqrt(x.^2+y.^2)
ymin = @(x)-x
ymax = @(x)sqrt(x)
int22 =3.811758
𝑑𝑉
Example 8.9: Evaluate ∭𝑅 , where R is the region bounded by the coordinate
(1+𝑥+𝑦+𝑧)2
planes and the plane 𝑥 + 𝑦 + 𝑧 = 1, numerically using MATLAB command.
>> clear
>> fun3=@(x,y,z) 1./(x+y+z+1).^2 % define the integrand as a @-function
fun3 = @(x,y,z)1./(x+y+z+1).^2
ymax = @(x)1-x
>>zmax=@(x,y) 1-x-y
zmax = @(x,y)1-x-y
int31 =0.05685282
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Exercise 8
1. The table shows the power P supplied to the driving wheels of a car as a function of
the speed 𝑣. If the mass of the car is m=2000 kg, determine the time ∆𝑡 it takes for
the car to accelerate from 1𝑚/𝑠 to 6 𝑚/𝑠. Use the trapezoidal rule for integration.
Hint:
6𝑠
∆𝑡 = 𝑚 ∫ (𝑣/𝑝)𝑑𝑣
1𝑠
which can be derived from Newton’s law 𝐹 = 𝑚(𝑑𝑣/𝑑𝑡) and the definition of
power 𝑃 = 𝐹𝑣.
4. A river is 50 meters wide. The depth ‘d’ in meters at distance x meters from one back
is given by the following table. Calculate the arc of cross-section of the river using
Trapezoidal rule.
x 0 10 20 30 40 50
d 0 4 7 9 12 15
5. The car gives the velocity 𝑣 of a moving particle at time t seconds. Find the
distance covered by the particle in 8 seconds.
t 0 2 4 6 8 9
v 4 6 16 34 60 75
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1.8
Evaluate ∫1.0 𝑓(𝑥) 𝑑𝑥 using Tapezoidal rule with 1, 2 and 4 subintervals.
Improve your results using Romberg integration.
9. Using Simpson’s rule with two subintervals evaluate the following double integrals
and also write MATLAB code to evaluate.
1.5 1 2.0 1.5
(a) ∫1 ∫0 (𝑥 2 + 2√𝑦)𝑑𝑦𝑑𝑥 , (b) ∫1.4 ∫1.0 ln(2𝑥 + 𝑦) 𝑑𝑥𝑑𝑦 ,
2 1 0.8 2
(c) ∫1 ∫0 (1 + 8𝑥 )𝑑𝑦𝑑𝑥 , (d) ∫0.2 ∫0 √𝑥 + 𝑦 𝑑𝑦𝑑𝑥 .
0.5 1 sin(𝑥𝑦) 2 2
(e) ∫0 ∫0 𝑑𝑦𝑑𝑥 (f) ∫1 ∫1 2exp(𝑦⁄𝑥) 𝑑𝑦𝑑𝑥
1+𝑥𝑦
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[Ref. Numerical Methods for engineers and Scientists – Amos Gilat, Vish Subramaniam,
Problem # 9.1, Page # 374]
12. To estimate the surface area and volume of a wine barrel, the
diameter of the barrel is measured at different points along the
barrel. The surface area, 𝑆, and volume, 𝑉, can be determined
by:
𝐿 𝐿
𝑆 = 2𝜋 ∫0 𝑟 𝑑𝑧 and 𝑉 = 𝜋 ∫0 𝑟 2 𝑑𝑧
Use the data given in the table to determine the volume and
surface area of the barrel
𝑧 (in.) -18 -12 -6 0 6 12 18
𝑑 (in.) 0 2.6 3.2 4.8 5.6 6 6.2
(a) Use the composite trapezoidal method.
(b) Use the composite Simpson’s 1/3 method.
(c) Use the Romberg integration method.
[Ref. Numerical Methods for engineers and Scientists – Amos Gilat, Vish Subramaniam,
Problem # 9.2, Page # 374]
13. To estimate the surface area and volume of a wine bottle, the radius of
the bottle is measured at different heights. The surface area, 𝑆, and volume,
𝑉, can be determined by:
𝐿 𝐿
𝑆 = 2𝜋 ∫0 𝑟 𝑑𝑧 and 𝑉 = 𝜋 ∫0 𝑟 2 𝑑𝑧
Use the data given below to determine the volume and surface area of the
vase:
𝑧 (cm) 0 2 4 6 8 10 12
𝑟 (cm) 10 11 11.9 12.4 13 13.5 13.8
(a) Use the composite trapezoidal method
(b) Use the Romberg integration method.
[Ref. Numerical Methods for engineers and Scientists – Amos Gilat, Vish Subramaniam,
Problem # 9.3, Page # 374]
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