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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical IntegrationIntegration Definition –Total area within a region –In mathematical terms, it is the total value, or summation, of f(x) dx over the range from a to b:

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Newton-Cotes Formulas General Idea –replace a complicated function or tabulated data with a polynomial that is easy to integrate: –where f n (x) is an n th order interpolating polynomial.

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Newton-Cotes Illustrations 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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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration The Trapezoidal Rule Uses straight-line approximation for the function Uses linear interpolation

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Error of the Trapezoidal Rule 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 or –using a higher order function

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration 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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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Trapezoid Functions Trapezoid Functions For inline functions, use the ‘trap functions For tabulated data, use trapz(x,y) –Matlab built-in function for numerical integration based on trapezoidal rule –y(x) should be in a tabulated form –can handle unequally spaced data as long as x in ascending order –example: >> x=[0.12.22.32.4.44.54.64.7.8]; >> y=0.2+25*x-200*x.^2+675*x.^3-900*x.^4+400*x.^5; >> trapz(x,y) 1.5948

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Trapezoid Rule Examples Trapezoid Rule Examples Tabulated Inline Function % f(x)=cos(x)+sin(2x) on [0 pi/2] h=(pi/2-0)/10; >> x=0:h:pi/2; >> y=cos(x)+sin(2*x); >> I2=trapz(x,y) 1.9897 p=inline('cos(x)+sin(2*x)'); >> I3=trap(p,0,pi/2,10) 1.9897 % plot f(x) and I(x) >> for k=1:11 I4(k)=trap(p,0,x(k),20); end; >> plot(x,y,x,I4,'r')

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Simpson’s Rules Increasing the approximation order results in better integration accuracy –Simpson’s 1/3 rule based on taking 2 nd order polynomial integrations use two panels (three points) every integral only for even number of panels –Simpson’s 3/8 rule is based on taking 3 rd order polynomial integrations use three panels (four points) every integral only for three-multiple number of panels

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Simpson’s 1/3 Rule Using the Lagrange form for a quadratic fit of three points: –Integration over the three points simplifies to: Composite

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Simpson’s 3/8 Rule Basic Composite

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Combined Simpson’s Rule Combined Simpson’s rule –If n (number of panels) is even, use Simpson’s 1/3 rule –If n is odd, use Simpson’s 3/8 rule once at beginning or end and use Simpson’s 1/3 rule for the rest of the panels

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Error of Simpson’s 1/3 Rule If f(x) is a polynomial function of degree 3 or less, Simpson’s rule provides no error. Use smaller spacing (h decreases) or more panels to reduce the error. In general, Simpson’s rule is accurate enough for the most of functions f(x) with much less panels compared to that with the trapezoidal rule.

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical Integration Simpson’s Rule Example Simpson’s Rule Example By Hand x=[0.1 0.2 0.3 0.4 0.5 0.6 0.7]; y=[2.1 1.7 1.6 2.3 2.8 1.7 2.5]; 0=(0.1/3)*(y(1)+4*y(2)+2*y(3)+ 4*y(4)+2*y(5)+4*y(6)+y(7)) >>1.2067 % f(x)=cos(x)+sin(2x) on [0 pi/2] n=10; h=(pi/2-0)/10; % 10panels x=0:h:pi/2; y=cos(x)+sin(2*x); I2=0; for k=1:2:(n-1) I2=I2+h/3*(y(k)+4*y(k+1)+y(k+2)); end 2.0001 Fucntions % define function f(x) p=inline('cos(x)+sin(2.*x)'); I3=simps(p,0,pi/2,10) 2.0001 Try different number of panels Compare with trapezoid rule

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ES 240: Scientific and Engineering Computation. Chapter 17: Numerical IntegrationLab Ex 17.3

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