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Numerical Integration Lecture Notes Ndung'u Reuben

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24 views7 pages

Numerical Integration Lecture Notes Ndung'u Reuben

Uploaded by

Felix Omondi
Copyright
© © All Rights Reserved
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Numerical Integration Lecture Notes Ndung’u Reuben

NUMERICAL INTEGRATION

In applications, evaluation of integrals by analytical methods may be very complicated and impractical
when,
i) the antiderivative of is difficult to find, and
ii) the integral is a tabulated function
In such cases we resort to numerical integration which is also called numerical quadrature.

Definition
Numerical quadrature is the process of finding or evaluating the value of a definite integral
from a set of numerical values of the integrand.

Numerical integration can be performed on a continuous function or a set of data.


General Quadrature formula for equidistant ordinates
Consider or for corresponding to
.
is divided into subintervals, with width.
a) Newton-Cotes Quadrature Formula
Let

Divide into subintervals of equal length by means of points


.
Hence we have

where is approximated by NFDIF.


Since , the above integral becomes,

After evaluation of the integral and simplification, we obtain

We obtain various integration formulae from the general formula by taking {For
practical problems, the trapezoidal rule ( and Simpson’s rule ( are simple and most
useful; and better accuracy can be ensured by using composite trapezoidal rule and composite
Simpson’s rule with smaller step size }
i) Trapezoidal Rule
Taking in equation and neglecting all differences higher than the first, we obtain

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Numerical Integration Lecture Notes Ndung’u Reuben

Similarly for

for

Adding we obtain
General (or Composite) Formula

Therefore,

Where sum of the extreme ordinates and


sum of the remaining ordinates
The Trapezoidal Rule can be applied to any number of subintervals, that is, when is even or
odd.

ii) Simpson’s Rule


Taking in equation and neglecting all differences higher than the second, we obtain

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Numerical Integration Lecture Notes Ndung’u Reuben
Adding we obtain.
General (or Composite) Formula

where sum of the extreme ordinates;


sum of the odd ordinates;
sum of the even ordinates.
Simpson’s Rule can be applied when the number of subintervals is even ( ).

iii) Simpson’s Rule.


Assume the interpolating polynomial is of degree . Hence, taking in equation
and neglecting all differences higher than the third, it can be shown that,
The General (or Composite) Formula

Where Sum of the extreme ordinates;


Sum of the ordinates , with suffixes by ;
Sum of the remaining ordinates.
Simpson’s Rule can be applied when the number of subintervals is a multiple of i.e.
( ).
Examples

1) Evaluate by:
(i) Trapezoidal rule, and
(ii) Simpson’s rule.
2) Evaluate with equally spaced quadrature nodes and
separated by using
(i) Trapezoidal rule,
(ii) Simpson’s.
(iii) Simpson’s rule with

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Numerical Integration Lecture Notes Ndung’u Reuben
3) The velocity in of a car which starts from rest is measured at fixed intervals of
time (hours) as shown below:

Estimate the distance covered in hours

4) Evaluate taking seven grid points by

(i) Simpsons rule and


(ii) Simpson’s rule
b) Roomberg Formula

Let be the Trapezoidal rule with subdivisions of the interval . Let be a given positive
integer. For then we inductively define

For and

The first column of numbers is just the numbers computed using the trapezoidal rule with
subdivisions for .

Romberg Table
Trapezoidal
No. of 2nd order
approximatio 1st order 3rd order 4th order 5th order
trapezoids n simpson

Steps
I. First compute the trapezoid approximations starting with and doubling each time.
II. Next use the formula
The easiest way to keep track of computations is to build a table of the form shown above.
Stopping criterion
There are two conditions which may cause the iteration process to halt:
If the step between successive iterates is sufficiently small, that is, ,

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Numerical Integration Lecture Notes Ndung’u Reuben
If we have iterated some maximum number of times, say , and condition have not been met,
we halt and indicate that a solution was not found be
Examples
1. Use Romberg integration of order to evaluate .
2. Use order of Romberg integration to evaluate to an accuracy of .
3. The data in the table below was generated from the normal distribution. Use (i) Simpson’s rule
and (ii) Romberg’s method to integrate the data from to .

4. The velocity profile of a fluid in a circular pipe can be represented as where


velocity, radial distance measured out from the pipes centreline, the pipe’s radius
and a parameter. Determine the flow in the pipe if and using Romberg
integration.
c) Numerical Double Integration

Consider an integral of the form

Integral can be evaluated numerically by two successive integration in and directions


respectively, taking into account one variable at a time.

Formulae for the evaluation of a double integral can be obtained by repeatedly applying the
Trapezoidal and Simpson’s rules.
Consider, for example, the double integral defined by:

where and .

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Numerical Integration Lecture Notes Ndung’u Reuben

i) TRAPEZOIDAL RULE
By repeated ‘application of trapezoidal rule’ to equation , we can derive the formula,

where: sum of values at the corners


sum of values at the remaining nodes of the region of integration
sum of values at the internal nodes of the region of integration

The weights of the Trapezoidal rule are as illustrated below


For For

ii) SIMPSON’S RULE


Applying Simpson’s rule,

Using the same rule again gives,

For ,

where sum of values at the corners


sum of values at the remaining nodes of the region of integration
sum of values at the internal nodes

The weights of the Trapezoidal rule are as illustrated below

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Numerical Integration Lecture Notes Ndung’u Reuben

For For For

EXAMPLE/EXERCISES

1) Evaluate using the trapezoidal and Simpson’s rules with .


2) Taking , evaluate by trapezoidal rule.

3) Evaluate taking and , using (i) Trapezoidal rule, (ii) Simpson’s rule.

4) Evaluate taking using (i) Trapezoidal rule, (ii) Simpson’s rule.

5) Evaluate the double integral using:

a) The Trapezoidal rule with .


b) The Simpson’s rule with .

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