MATH 250a: Fall Semester 2007 - Integration: Examples and Improper Integrals, Study notes of Differential Equations

Examples and explanations of integration concepts, including the calculation of anti-derivatives (integrals) and numerical approximation of integrals. It also covers improper integrals and their applications in probability theory.

Typology: Study notes

Pre 2010

Uploaded on 08/31/2009

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MATH 250a
Fall Semester 2007
Section 2 (J. M. Cushing)
Thursday, October 4
http://math.arizona.edu/~cushing/250a.html
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MATH 250a

Fall Semester 2007

Section 2 (J. M. Cushing)

Thursday, October 4

http://math.arizona.edu/~cushing/250a.html

Chapter 7: Integration

Sections 1 โ€“ 6

Two main themes:

Calculation of anti-derivatives (integrals)

One goal is to evaluate integrals usingthe Fundamental Theorem of Calculus

Numerical approximation of integrals

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ

decreasing

( ) 2 2 2 2 2

x x

dy

xe

dx dy

x

e

dx

โˆ’ โˆ’

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ

decreasing

LEFT(

n

) & RIGHT(

n

provide error bounds

( ) 2 2 2 2 2

x x

dy

xe

dx dy

x

e

dx

โˆ’ โˆ’

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ

concavity changes at

TRAP(

n

) & MID(

n

provide no error bounds

x

( ) 2 2 2 2 2

x x

dy

xe

dx dy

x

e

dx

โˆ’ โˆ’

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ n

RIGHT(

n

LEFT(

n 2

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ n

RIGHT(

n

LEFT(

n 2

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ n

RIGHT(

n

LEFT(

n 2

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ n

RIGHT(

n

LEFT(

n 2

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0 x e dx โˆ’ โˆซ n

TRAP(

n

MID(

n 2

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** n

TRAP(

n

MID(

n 2

2 1 0 x e dx โˆ’ โˆซ

EXAMPLE

y = e

-x 2 x

**-

0 1 2 3 1.0 0.8 0.6 0.4 0.** 2 1 0

x e dx โˆ’ โ‰ˆ โˆซ n

TRAP(

n

MID(

n 2

n

RIGHT(

n

LEFT(

n

n

TRAP(

n

MID(

n 2

Assuming 0.7468 is the correct answer, note that

TRAP & MID provide more accuracy for each

n

TRAP & MID

converge faster

as

n

increases

n

LEFT(

n

ERROR(

n

x

  • 4

x

  • 8

x

  • 16

x

  • 32

x

  • 64

x

  • 128

x

  • 256

x

  • 512

x

n

TRAP(

n

ERROR(

n 2

x

  • 4

x

  • 8

x

  • 16

x

  • 32

Assuming 0.7468 is the correct answer, note that

TRAP & MID provide more accuracy at each step

TRAP & MID converge faster as

n

increases