Numerical Integration

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 Numerical Integration
• Calculus is the mathematics of change. Because engineers must
continuously deal with systems and processes that change,
calculus is an essential tool of engineering.
• Standing in the heart of calculus are the mathematical concepts
of differentiation and integration:

y f ( xi  x)  f ( xi )

x x b
dy
 lim
dx x  0
f ( xi  x)  f ( xi )
x
I  f ( x)dx
a
Differentiation Integration

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 Graphical representation of the integral
of f(x) between the limits x = a to b.

Figure PT6.2 The integral is equivalent to the area under the curve
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 Types of Functions to be Integrated
The function to be differentiated or integrated will
typically be in one of the following three forms:
• A simple continuous function such as polynomial, an
exponential, or a trigonometric function.
• A complicated continuous function that is difficult or
impossible to differentiate or integrate directly.
• A tabulated function where values of x and f(x) are
given at a number of discrete points, as is often the case
with experimental or field data.

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 Integrating a Function
 A complicated, continuous function.

 Table of discrete values of f(x)

generated from the function.

 Use of a numerical method (the strip

method here) to estimate the integral on
the basis of the discrete points.

Figure PT6.7
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 Newton-Cotes Integration Formulas
Chapter 21
• The Newton-Cotes formulas are the most common
numerical integration schemes.
• They are based on the strategy of replacing a
complicated function or tabulated data with an
approximating function that is easy to integrate: a
polynomial:
b b
I  f ( x)dx   f n ( x)dx
a a

f n ( x)  a0  a1 x   an 1 x n 1  an x n
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 The approximation of an integral
by the area under simple polynomials

straight line (1st order) parabola (2nd order)

Figure 21.1
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 The approximation of an integral by the
area under three straight-line segments.

Higher-order polynomials can

be utilized for the same purpose

Figure 21.2
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 The Trapezoidal Rule
• The Trapezoidal rule is the first of the Newton-Cotes
closed integration formulas, corresponding to the case
where the polynomial is first order:
b b
I   f ( x)dx   f1 ( x)dx
a a

• The area under this first order polynomial is an estimate

of the integral of f(x) between the limits of a and b:

f (a)  f (b)
I  (b  a)
2
The trapezoidal rule

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 Graphical depiction of the trapezoidal
rule.

Figure 21.4
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 Error of a Single Application of the
Trapezoidal Rule
• When we employ the integral under a straight line
segment to approximate the integral under a curve,
error may be substantial:
1
Et   f    b  a 
3

12
where  lies somewhere in the interval from a to b.

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 Sometimes the Trapezoidal Rule Can
Yield a Large Error

Figure 21.6
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 Multiple Application Trapezoidal Rule 1

• One way to improve the accuracy of the trapezoidal rule is to

divide the integration interval from a to b into a number of
segments and apply the method to each segment.
• The areas of individual segments can then be added to yield the
integral for the entire interval.
ba
h a  x0 b  xn
n
x1 x2 xn

I  f ( x)dx   f ( x)dx 
x0 x1
 
xn1
f ( x)dx

Substituting the trapezoidal rule for each integral yields:

f  x0   f  x1  f  x1   f  x2  f  xn 1   f  xn 
I h h  h
2 2 2
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 Multiple Application Trapezoidal Rule 2

Figure 21.8
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 Error of Multiple Application Trapezoidal
Rule
• An error for multiple-application trapezoidal rule can
be obtained by summing the individual errors for each
segment:

 f (i )  nf 
(b  a )3
Ea   2
f 
12n

Thus, if the number of segments is doubled, the

truncation error will be quartered.

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 Simpson’s Rules 1

• More accurate estimate of an integral is obtained if a

high-order polynomial is used to connect the points.
The formulas that result from taking the integrals under
2nd & 3rd-order polynomials are called Simpson’s rules.
Simpson’s 1/3 Rule:

• Results when a second-order interpolating polynomial

is used.

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 Simpson’s Rules 2

(a) Simpson’s 1/3 Rule (a) Simpson’s 3/8 Rule

a) Graphical depiction of Simpson’s 1/3 rule: It consists of taking the area under a
Figure 21.10 parabola connecting three points. (b) Graphical depiction of Simpson’s 3/8 rule: It
consists of taking the area under a cubic equation connecting four points.
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 Simpson’s 1/3 Rule
b b
I  f ( x)dx   f2 ( x)dx
a a
where a  x0 & b  x2
x2
 ( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 ) 
I  
( x  x1 )( x0  x2 )
f ( x0 ) 
( x1  x0 )( x1  x2 )
f ( x1 ) 
( x2  x0 )( x2  x1 )
f ( x2 dx
)
x0  0 

h ba
I  f ( x0 )  4 f ( x1 )  f ( x2 ) h
3 2

Simpson’s 1/3 Rule

Single segment application of Simpson’s 1/3 rule has a truncation error of:

(b  a)5 ( 4)
Et   f ( ) a  b
2880
Simpson’s 1/3 rule is more accurate than trapezoidal rule.
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 The Multiple-Application Simpson’s 1/3
Rule 1

• Just as the trapezoidal rule, Simpson’s rules can be

improved by dividing the integration interval into a
number of segments of equal width.
• Yields accurate results and considered superior to
trapezoidal rule for most applications.
• However, it is limited to cases where values are
equispaced.
• Further, it is limited to situations where there are an
even number of segments and odd number of points.

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 The Multiple-Application Simpson’s 1/3
Rule 2

Can only be
used for even
number of
segments

Figure 21.11 f ( x0 )  4 f ( x1 )  f ( x2 ) f ( x2 )  4 f ( x3 )  f ( x4 )
I  2h  2h
6 6
f ( xn  2 )  4 f ( xn 1 )  f ( xn )
  2h
6
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 WEIGHTS

Figure 21.11
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 The Multiple-Application Simpson’s 1/3
Rule 3

combining terms and using Eq. (21.17)

(b  a ) 5
(4)
Ea   4
f
180n
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 Simpson’s 3/8 Rule
• An odd-segment-even-point formula used in
conjunction with the 1/3 rule to permit evaluation of
both even and odd numbers of segments.
b b
I  f ( x)dx   f3 ( x)dx
a a

3h
I  f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
8
(b  a )
h
3
(b  a )5 (4)
Et   f ( )
6480
More accurate
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 Simpson’s 1∕3 and 3∕8 rules

Figure 21.12

Illustration of how
Simpson’s 1∕3 and 3∕8
rules can be applied in
tandem to handle
multiple applications
with odd numbers of
intervals.

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