Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Part 5 Integration and Differentiation

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3 Part 5 Numerical Differentiation and 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:

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Slope 5 x 1, y 1 x 2, y 2 y x

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Part 5 Organization Chapter 19 – Numerical Integration of Data –Newton-Cotes formulas Chapter 20 – Numerical Integration of Functions –Romberg Integration –Gauss Quadrature Chapter 21 – Numerical Differentiation –High Accuracy Finite Difference Approaches –Richardson Extrapolation 9

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 10 Chapter 19A Numerical Integration Formulas

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Objectives Understand and use single and multiple application Newton-Cotes formulas to find the integral 11

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 12 Methods for Differentiation and Integration 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.

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 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. Evaluate Analytically –By Hand –Using MATLAB’s Symbolic capability Approximate Methods are required 13

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Graphical Integration Count the number of grid squares Figure PT6_05.jpg

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 17 Consider this function Try to integrate using MATLAB’s symbolic capability

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 18 So… this won’t work!! We’ll need an approximate approach

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 19 Consider this function Try to integrate using MATLAB’s symbolic capability Evaluate at discrete points Plot Estimate the integral using the strip technique

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 21 Newton-Cotes Integration Formulas 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:

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Approximation of an Integral based on a simple polynomial approximation 22 A single straight lineA single parabola

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 24 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: The area under this first order polynomial is an estimate of the integral of f(x) between the limits of a and b: Trapezoidal rule

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 26 Error 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: where  lies somewhere in the interval from a to b.

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 28 The Multiple Application Trapezoidal Rule/ 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. Substituting the trapezoidal rule for each integral yields:

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 31 An error for multiple-application trapezoidal rule can be obtained by summing the individual errors for each segment: Thus, if the number of segments is doubled, the truncation error will be quartered.

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 34 Single Segment Two Segments

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. trapz The built-in function trapz accepts an array of x and y values They do not need to be evenly spaced 36

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. trapz Can be used to integrate a function, by evaluating it at a number of x’s Can be used to integrate data, even if you don’t know the function. 37

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 38 Chapter 19B Numerical Integration Formulas

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 39 Simpson’s Rules 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 such polynomials are called Simpson’s rules.

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Simpson’s 1/3 Rule Results when a second-order interpolating polynomial is used. 40 Simpson’s 1/3 Rule

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Simpson’s 3/8 Rule Results when a 3 rd order interpolating polynomial is used 41 Simpson’s 3/8 Rule

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 42 Simpson’s 1/3 Rule Single segment application of Simpson’s 1/3 rule has a truncation error of: Simpson’s 1/3 rule is more accurate than trapezoidal rule.

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 43 The Multiple-Application Simpson’s 1/3 Rule Just as the trapezoidal rule, Simpson’s rule 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.

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 44 even number of segments and odd number of points.

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 47 Single application of the Simpson 1/3 rule Multiple application of the Simpson 1/3 rule

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 48 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. More accurate

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Which Technique Should We Choose? 51 # Points# Segments Trapezoidal Rule21 Simpson’s 1/332 Simpson’s 3/843 Multiple Simpson’s 1/354 Composite 1/3 and 3/865 Multiple Simpson’s 1/376 Composite 1/3 and 3/887

Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Higher Order Newton-Coates Formulas Check out Table 19.2 Usually a combination of the Simpson 1/3 rule and the Simpson 3/8 rule is used. 52

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Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Double and Triple Integration quad quadl dblquad triplequad 55 All are built-in Matlab techniques to integrate functions