Approximate Integration: Trapezoidal and Simpson's Rules, Study notes of Calculus

How to approximate integrals using trapezoidal and simpson's rules in numerical integration. The author discusses the advantages of using trapezoids and parabolas to fit under the curve and provides examples of approximating definite integrals using these methods. The document also includes tables and formulas for calculating the approximations.

Typology: Study notes

Pre 2010

Uploaded on 08/19/2009

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Approximate Integration ~ p. 1
J. Ahrens 2001-2006
NUMERICAL INTEGRATION
Objective: Approximate integrals using trapezoidal and Simpson’s rules
Numerical integration can be useful
If it is impossible (for us, at least) to integrate the function
If there is no formula for the function
Previous methods of approximate integration using rectangles: left, right, and midpoint
Left rectangles: Area under the graph of
y = f(x) from x = 1 to x = 5
using 4 subintervals:
x1
Δ
=
4
A
L [f(1) f(2) f(3) f(4)](1) 24.8≈= + + + =
Right rectangles: Area under the graph of
y = f(x) from x = 1 to x = 5
using 4 subintervals:
x1
Δ
=
4
A
R [f(2) f(3) f(4) f(5)](1) 26.24≈= + + + =
Midpoint rectangles: Area under the graph of
y = f(x) from x = 1 to x = 5
using 4 subintervals:
x1
Δ
=
4
AM [f
(
1.5
)
f
(
2.5
)
f
(
3.5
)
f
(
4.5
)
]
(
1
)
26.36≈= + + + =
Use left, right, and midpoint rectangles to approximate using 6
3
5
0
1dy
1y+
rectangles. Round answers to 6 decimal places.
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Approximate Integration ~ p. 1

NUMERICAL INTEGRATION

Objective: Approximate integrals using trapezoidal and Simpson’s rules

Numerical integration can be useful

  • If it is impossible (for us, at least) to integrate the function
  • If there is no formula for the function

Previous methods of approximate integration using rectangles: left, right, and midpoint

  • Left rectangles: Area under the graph of

y = f(x) from x = 1 to x = 5

using 4 subintervals:

Δ x = 1

A ≈ L 4 = f(1) + f(2) + f(3) + f(4) =24.

  • Right rectangles: Area under the graph of

y = f(x) from x = 1 to x = 5

using 4 subintervals:

Δ x = 1

A ≈ R 4 = f(2) + f(3) + f(4) + f(5) =26.

  • Midpoint rectangles: Area under the graph of

y = f(x) from x = 1 to x = 5

using 4 subintervals:

Δ x = 1

A ≈ M 4 = f(1.5) + f(2.5) + f(3.5) + f(4.5) =26.

Use left, right, and midpoint rectangles to approximate using 6

3

0 5

dy 1 +y

rectangles. Round answers to 6 decimal places.

Approximate Integration ~ p. 2

Using trapezoids instead of rectangles allows the figures to more closely fit under the curve.

  • Area of a trapezoid = (^1 )

h(b b ) 2

  • Trapezoidal rule: =

b

a

f(x)dx

0 1 1 2 2 3 n 2 n 1 n 1 n

f(x x ) x f(x x ) x f(x x ) x... f(x x ) x f(x x ) x 2 2 2 2 2

b

a

f(x)dx

∫ n^0 1 2 n^1 n

x T [f(x ) 2f(x ) 2f(x ) 2f(x ) f(x )] 2

≈ = + + + K − +

  • Trapezoids: Area under the graph of

y = f(x) from x = 1 to x = 5

using 4 subintervals:

Δ x = 1

4

A T (1){[f(1) f(2)] [f(2) f(3)] [f(3) f(4)] [f(4) f(5)]} 25. 2

or (^4)

A T [f(1) 2f(2) 2f(3) 2f(4) f(5)] 25. 2

NOTE: 4 4 4! (24.8 + 26.24) = 25.

T (L R )

Use trapezoids with n = 6 to approximate to 6 decimal places.

3

0 5

dy 1 +y