CSE 330 : Numerical Methods Lecture 15: Numerical Integration - Trapezoidal Rule Dr. S. M. Lutful Kabir Visiting Professor, BRAC University & Professor.

Slides:



Advertisements
Similar presentations
Numerical Methods.  Polynomial interpolation involves finding a polynomial of order n that passes through the n+1 points.  Several methods to obtain.
Advertisements

Romberg Rule of Integration
Numerical Integration Lecture (II)1
Newton-Cotes Integration Formula
MANE 4240 & CIVL 4240 Introduction to Finite Elements Numerical Integration in 1D Prof. Suvranu De.
CSE 330 : Numerical Methods Lecture 17: Solution of Ordinary Differential Equations (a) Euler’s Method (b) Runge-Kutta Method Dr. S. M. Lutful Kabir Visiting.
8/8/ Gauss Quadrature Rule of Integration Major: All Engineering Majors Authors: Autar Kaw, Charlie Barker
CISE301_Topic7KFUPM1 SE301: Numerical Methods Topic 7 Numerical Integration Lecture KFUPM Read Chapter 21, Section 1 Read Chapter 22, Sections 2-3.
8/15/ Differentiation-Continuous Functions Major: All Engineering Majors Authors: Autar Kaw, Sri Harsha Garapati.
CISE301_Topic71 SE301: Numerical Methods Topic 7 Numerical Integration Lecture KFUPM (Term 101) Section 04 Read Chapter 21, Section 1 Read Chapter.
Simpson’s 1/3 rd Rule of Integration. What is Integration? Integration The process of measuring the area under a.
Today’s class Numerical Integration Newton-Cotes Numerical Methods
MECN 3500 Inter - Bayamon Lecture Numerical Methods for Engineering MECN 3500 Professor: Dr. Omar E. Meza Castillo
1 Chapter 7 NUMERICAL INTEGRATION. 2 PRELIMINARIES We use numerical integration when the function f(x) may not be integrable in closed form or even in.
1 Simpson’s 1/3 rd Rule of Integration. 2 What is Integration? Integration The process of measuring the area under a curve. Where: f(x) is the integrand.
CSE 330 : Numerical Methods
9/14/ Trapezoidal Rule of Integration Major: All Engineering Majors Authors: Autar Kaw, Charlie Barker
1 Trapezoidal Rule of Integration. What is Integration Integration: The process of measuring the area under a function.
Chapter 5 .3 Riemann Sums and Definite Integrals
1 Interpolation. 2 What is Interpolation ? Given (x 0,y 0 ), (x 1,y 1 ), …… (x n,y n ), find the value of ‘y’ at a.
EE3561_Unit 7Al-Dhaifallah EE 3561 : Computational Methods Unit 7 Numerical Integration Dr. Mujahed AlDhaifallah ( Term 342)
Integration Copyright © Cengage Learning. All rights reserved.
5.1.  When we use the midpoint rule or trapezoid rule we can actually calculate the maximum error in the calculation to get an idea how much we are off.
Trapezoidal Rule of Integration
11/30/ Romberg Rule of Integration Mechanical Engineering Majors Authors: Autar Kaw, Charlie Barker
12/1/ Trapezoidal Rule of Integration Civil Engineering Majors Authors: Autar Kaw, Charlie Barker
Distance Traveled Area Under a curve Antiderivatives
1 INTERPOLASI. Direct Method of Interpolation 3 What is Interpolation ? Given (x 0,y 0 ), (x 1,y 1 ), …… (x n,y n ), find the value of ‘y’ at a value.
Section 7.6 – Numerical Integration. represents the area between the curve 3/x and the x-axis from x = 4 to x = 8.
Section 7.6 – Numerical Integration. represents the area between the curve 3/x and the x-axis from x = 4 to x = 8.
3/12/ Trapezoidal Rule of Integration Computer Engineering Majors Authors: Autar Kaw, Charlie Barker
SE301_Topic 6Al-Amer20051 SE301:Numerical Methods Topic 6 Numerical Integration Dr. Samir Al-Amer Term 053.
3/20/ Trapezoidal Rule of Integration Chemical Engineering Majors Authors: Autar Kaw, Charlie Barker
Numerical Methods. Introduction Prof. S. M. Lutful Kabir, BRAC University2  One of the most popular techniques for solving simultaneous linear equations.
Numerical Methods. Prof. S. M. Lutful Kabir, BRAC University2  One of the most popular techniques for solving simultaneous linear equations is the Gaussian.
Numerical Integration
Trapezoidal Rule of Integration
Air Force Admin College, Coimbatore
Numerical Analysis Lecture 42.
1. 2 What is Integration? Integration The process of measuring the area under a curve. Where: f(x) is the integrand a= lower limit of integration b=
Copyright © Cengage Learning. All rights reserved.
Gauss Quadrature Rule of Integration
Interpolation.
Differentiation-Continuous Functions
Section 3.2 – Calculating Areas; Riemann Sums
Trapezoidal Rule of Integration
Trapezoidal Rule of Integration
MATH 2140 Numerical Methods
Copyright © Cengage Learning. All rights reserved.
Gauss Quadrature Rule of Integration
Copyright © Cengage Learning. All rights reserved.
Simpson’s 1/3rd Rule of Integration
INTERPOLASI.
Section 3.2 – Calculating Areas; Riemann Sums
Numerical Computation and Optimization
Simpson’s 1/3rd Rule of Integration
Pengintegralan Numerik (lanjutan) Pertemuan 10
Simpson’s 1/3rd Rule of Integration
Romberg Rule of Integration
Simpson’s 1/3rd Rule of Integration
Numerical Integration
Romberg Rule of Integration
Numerical Computation and Optimization
Objectives Approximate a definite integral using the Trapezoidal Rule.
Romberg Rule of Integration
Numerical Computation and Optimization
Romberg Rule of Integration
Air Force Admin College, Coimbatore
Presentation transcript:

CSE 330 : Numerical Methods Lecture 15: Numerical Integration - Trapezoidal Rule Dr. S. M. Lutful Kabir Visiting Professor, BRAC University & Professor (on leave) IICT, BUET

What is Integration? Integration: Prof. S. M. Lutful Kabir, BRAC University 2 The process of measuring the area under a function plotted on a graph. Where: f(x) is the integrand a= lower limit of integration b= upper limit of integration

Basis of Trapezoidal Rule Trapezoidal Rule is based on the Newton-Cotes Formula that states if one can approximate the integrand as an n th order polynomial… Prof. S. M. Lutful Kabir, BRAC University 3 where and Then the integral of that function is approximated by the integral of that n th order polynomial. Trapezoidal Rule assumes n=1, that is, the area under the linear polynomial,

Method Derived From Geometry Prof. S. M. Lutful Kabir, BRAC University 4 The area under the curve is a trapezoid. The integral

Example 1 The vertical distance covered by a rocket from t=8 to t=30 seconds is given by: Prof. S. M. Lutful Kabir, BRAC University 5 a)Use single segment Trapezoidal rule to find the distance covered. b)Find the true error, for part (a). c)Find the absolute relative true error, for part (a).

Integration of Velocity of Rocket Prof. S. M. Lutful Kabir, BRAC University 6 a)

Solution (cont) Prof. S. M. Lutful Kabir, BRAC University 7 a) b) The exact value of the above integral is

Solution (cont) Prof. S. M. Lutful Kabir, BRAC University 8 b) c) The absolute relative true error,, would be

Multiple Segment Trapezoidal Rule Prof. S. M. Lutful Kabir, BRAC University 9 In previous example, the true error using single segment trapezoidal rule was large. We can divide the interval [8,30] into [8,19] and [19,30] intervals and apply Trapezoidal rule over each segment.

Multiple Segment Trapezoidal Rule Prof. S. M. Lutful Kabir, BRAC University 10 With Hence: The true error now is reduced from -807 m to -205 m.

Multiple Segment Trapezoidal Rule Prof. S. M. Lutful Kabir, BRAC University 11 Figure 4: Multiple (n=4) Segment Trapezoidal Rule Divide into equal segments as shown in Figure 4. Then the width of each segment is: The integral I is:

Multiple Segment Trapezoidal Rule Prof. S. M. Lutful Kabir, BRAC University 12 The integral I can be broken into n integrals as: Applying Trapezoidal rule on each segment gives:

Example 2 Prof. S. M. Lutful Kabir, BRAC University 13 The vertical distance covered by a rocket from t=8 to t=30 seconds is given by: a) Use n-segment Trapezoidal rule to find the distance covered (n=1 to 8). b) Find the true error, for part (a). c) Find the absolute relative true error, for part (a).

Solution Prof. S. M. Lutful Kabir, BRAC University 14 Table 1 gives the values obtained using multiple segment Trapezoidal rule for: nValueEtEt Table 1: Multiple Segment Trapezoidal Rule Values

Thanks 15 Prof. S. M. Lutful Kabir, BRAC University