Applied Numerical Methods

with MATLAB®
for Engineers and Scientists
4th Edition
Steven C. Chapra

PowerPoints organized by Dr. Michael R. Gustafson II, Duke University and

Prof. Steve Chapra, Tufts University

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 Part 5
Chapter 19
Numerical Integration
Formulas

©McGraw-Hill Education. All rights reserved. Authorized only for instructor use in the classroom. No reproduction or further distribution permitted without the prior written consent of McGraw-Hill Education.
• Chapter Objectives, 1
Recognizing that Newton-Cotes integration formulas are
based on the strategy of replacing a complicated
function or tabulated data with a polynomial that is easy
to integrate.
Knowing how to implement the following single
application Newton-Cotes formulas:
• Trapezoidal rule
• Simpson’s 1/3 rule
• Simpson’s 3/8 rule
Knowing how to implement the following composite
Newton-Cotes formulas:
• Trapezoidal rule
• Simpson’s 3/8 rule
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• Chapter Objectives, 2
Recognizing that even-segment-odd-point
formulas like Simpson’s 1/3 rule achieve
higher than expected accuracy.

Knowing how to use the trapezoidal rule to

integrate unequally spaced data.

Understanding the difference between open

and closed integration formulas.

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• Integration
Integration:

is the total value, or summation, of f(x) dx over the range

from a to b:

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• Newton-Cotes Formulas
The Newton-Cotes formulas are the most
common numerical integration schemes.
Generally, they are based on replacing a
complicated function or tabulated data with a
polynomial that is easy to integrate:

where fn(x) is an nth order interpolating

polynomial.

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• Newton-Cotes Examples
The integrating function
can be polynomials for
any order—for example,
(a) straight lines or (b)
parabolas.

The integral can be

approximated in one step
or in a series of steps to
improve accuracy.

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• The Trapezoidal Rule
The trapezoidal rule is the
first of the Newton-Cotes
closed integration formulas;
it uses a straight-line
approximation for the
function:

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• Error of the Trapezoidal Rule
An estimate for the local truncation
error of a single application of the
trapezoidal rule is:

where is somewhere between a

and b.

This formula indicates that the error

is dependent upon the curvature of
the actual function as well as the
distance between the points.

Error can thus be reduced by

breaking the curve into parts.

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• Composite Trapezoidal Rule
Assuming n+1 data points are
evenly spaced, there will be n
intervals over which to integrate.
The total integral can be calculated
by integrating each subinterval and
then adding them together:

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• MATLAB Program

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• Simpson’s Rules
One drawback of the trapezoidal rule is that the error is
related to the second derivative of the function.
More complicated approximation formulas can improve the
accuracy for curves—these include using (a) 2nd and (b)
3rd order polynomials.
The formulas that result from taking the integrals under
these polynomials are called Simpson’s rules.

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• Simpson’s 1/3 Rule
Simpson’s 1/3 rule corresponds to using
second-order polynomials. Using the
Lagrange form for a quadratic fit of three
points:

Integration over the three points simplifies to:

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• Error of Simpson’s 1/3 Rule
An estimate for the local truncation error of a single
application of Simpson’s 1/3 rule is:

where again is somewhere between a and b.

This formula indicates that the error is dependent upon the
fourth-derivative of the actual function as well as the
distance between the points.
Note that the error is dependent on the fifth power of the
step size (rather than the third for the trapezoidal rule).
Error can thus be reduced by breaking the curve into parts.

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• Composite Simpson’s 1/3 Rule
Simpson’s 1/3 rule can be used on a
set of subintervals in much the same
way the trapezoidal rule was, except
there must be an odd number of points.
Because of the heavy weighting of the
internal points, the formula is a little
more complicated than for the
trapezoidal rule:

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• Simpson’s 3/8 Rule
Simpson’s 3/8 rule corresponds
to using third-order polynomials
to fit four points. Integration over
the four points simplifies to:

Simpson’s 3/8 rule is generally

used in concert with Simpson’s
1/3 rule when the number of
segments is odd.

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• Higher-Order Formulas
Higher-order Newton-Cotes formulas may also be
used—in general, the higher the order of the
polynomial used, the higher the derivative of the
function in the error estimate and the higher the
power of the step size.

As in Simpson’s 1/3 and 3/8 rule, the even-

segment-odd-point formulas have truncation errors
that are the same order as formulas adding one
more point. For this reason, the even-segment-odd-
point formulas are usually the methods of
preference.
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• Integration with Unequal
Segments
Previous formulas were simplified based on
equispaced data points—though this is not
always the case.
The trapezoidal rule may be used with data
containing unequal segments:

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• Integration Code for Unequal
Segments

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• MATLAB Functions
MATLAB has built-in functions to evaluate integrals
based on the trapezoidal rule
z = trapz(y)
z = trapz(x, y)

produces the integral of y with respect to x. If x is omitted,

the program assumes h = 1.

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• MATLAB Example

Unit Spacing Non Unit Spacing

Y=[ 1 4 9 16 25] X = 0:pi/100:pi;

Q = trapz(Y) Y = sin(X);
Q = trapz(X,Y)

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• MATLAB Example
Matrix Integral

X = [1 ;2;.;5 ;7 ;10]
Y = [5.2 4.8 4.9 5.1; 7.7 7.0 6.5 6.8; 9.6 10.5 10.5 9.0; 13.2 14.5 13.8 15.2]

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• Multiple Integrals
Multiple integrals can be
determined numerically by first
integrating in one dimension,
then a second, and so on for
all dimensions of the problem.

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• MATLAB Example
Multiple Integral

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• MATLAB Example
.

Function Integral

fun = @(x) exp(-x.^2).*log(x).^2;

q = integral(fun,0,Inf)

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• MATLAB Example
.

Calculate I using
integral2 command :

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