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MATLAB Examples - Numerical Integration

The document discusses numerical integration in MATLAB. It introduces the concept of approximating the area under a curve by dividing it into rectangles and summing their areas. As an example, it calculates the integral of y=x^2 from 0 to 1 using the trapezoid rule in MATLAB. It then demonstrates using built-in functions like quad() and quadl() for numerical integration. Finally, it shows how to calculate the integral of a polynomial function from -1 to 1 using the polyint() function.

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Danh Bich Do
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129 views

MATLAB Examples - Numerical Integration

The document discusses numerical integration in MATLAB. It introduces the concept of approximating the area under a curve by dividing it into rectangles and summing their areas. As an example, it calculates the integral of y=x^2 from 0 to 1 using the trapezoid rule in MATLAB. It then demonstrates using built-in functions like quad() and quadl() for numerical integration. Finally, it shows how to calculate the integral of a polynomial function from -1 to 1 using the polyint() function.

Uploaded by

Danh Bich Do
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MATLAB

Examples
Numerical Integration

Hans-Petter Halvorsen
Integration

The integral of a function 𝑓(𝑥) is denoted as:

'
% 𝑓 𝑥 𝑑𝑥
(
Integration
Given the function:
𝑦 = 𝑥+

We know that the exact solution is:


( -
𝑎
% 𝑥 + 𝑑𝑥 =
/ 3
The integral from 0 to 1 is:
1
1
+
% 𝑥 𝑑𝑥 = ≈ 0.3333
/ 3
Numerical Integration

An integral can be seen as the area under a curve.


Given 𝑦 = 𝑓(𝑥) the approximation of the Area (𝐴) under the curve can be found dividing the area up into
rectangles and then summing the contribution from all the rectangles (trapezoid rule):
Example: Numerical Integration
We know that the exact solution is:

We use MATLAB (trapezoid rule):


x=0:0.1:1;
y=x.^2;
plot(x,y)

% Calculate the Integral:


avg_y=y(1:length(x)-1)+diff(y)/2;
A=sum(diff(x).*avg_y)

A = 0.3350
Students: Try this example
Example: Numerical Integration
We know that the exact solution is:

In MATLAB we have several built-in functions we can use for numerical integration:
clear
clc
close all

x=0:0.1:1;
y=x.^2;

plot(x,y)

% Calculate the Integral (Trapezoid method):


avg_y = y(1:length(x)-1) + diff(y)/2;
A = sum(diff(x).*avg_y)

% Calculate the Integral (Simpson method):


A = quad('x.^2', 0,1)

% Calculate the Integral (Lobatto method):


A = quadl('x.^2', 0,1)
Numerical Integration
Given the following equation:

𝑦 = 𝑥 - + 2𝑥 + − 𝑥 + 3

• We will find the integral of y with respect to x, evaluated from -1


to 1
• We will use the built-in MATLAB functions diff(), quad() and
quadl()
Numerical Integration – Exact Solution
The exact solution is:
'
' : - +
- +
𝑥 2𝑥 𝑥
𝐼 = % (𝑥 + 2𝑥 − 𝑥 + 3)𝑑𝑥 = + − + 3𝑥 <
( 4 3 2
(
1 : 2 - 1 +
= 𝑏 − 𝑎 + 𝑏 − 𝑎 − 𝑏 − 𝑎+ + 3(𝑏 − 𝑎)
: -
4 3 2

𝑎 = −1 and 𝑏 = 1 gives:
1 2 1 22
𝐼 = 1−1 + 1+1 − 1−1 +3 1+1 =
4 3 2 3
Symbolic Math Toolbox
We start by finding the Integral using the Symbolic Math Toolbox:
clear, clc

syms f(x)
syms x

f(x) = x^3 + 2*x^2 -x +3

I = int(f)

This gives: I(x) = x^4/4 + (2*x^3)/3 - x^2/2 + 3*x

http://se.mathworks.com/help/symbolic/getting-started-with-symbolic-math-toolbox.html
Symbolic Math Toolbox
The Integral from a to b:
clear, clc
syms f(x)
syms x
f(x) = x^3 + 2*x^2 -x +3

a = -1;
b = 1;
Iab = int(f, a, b)

This gives: Iab = 22/3 ≈ 7.33

http://se.mathworks.com/help/symbolic/getting-started-with-symbolic-math-toolbox.html
clear, clc

x = -1:0.1:1;

y = myfunc(x);

plot(x,y)

% Exact Solution
a = -1;
b = 1;
Iab = 1/4*(b^4-a^4 )+2/3*(b^3-a^3 )-
1/2*(b^2-a^2 )+3*(b-a)

% Method 1
avg_y = y(1:length(x)-1) + diff(y)/2;
A1 = sum(diff(x).*avg_y)
MATLAB gives the following results:
% Method 2
A2 = quad(@myfunc, -1,1) Iab = 7.3333
A1 = 7.3400
% Method 3 A2 = 7.3333
A3 = quadl(@myfunc, -1,1)
A3 = 7.3333
Integration on Polynomials
Given the following equation:

𝑦 = 𝑥 - + 2𝑥 + − 𝑥 + 3

Which is also a polynomial. A polynomial can be written on the


following general form: 𝑦 𝑥 = 𝑎/ 𝑥 @ + 𝑎1 𝑥 @A1 + ⋯ + 𝑎@A1 𝑥 + 𝑎@

• We will find the integral of y with respect to x, evaluated from -1 to 1


• We will use the polyint() function in MATLAB
clear The solution is:
ans =
clc 0.2500 0.6667 -0.5000 3.0000 0

p = [1 2 -1 3]; The solution is a new polynomial:


[0.25, 0.67, -0.5, 3, 0]

polyint(p) Which can be written like this:

0.25𝑥 : + 0.67𝑥 - − 0.5𝑥 + + 3𝑥

We know from a example that the exact solution is:

'
' : - +
- +
𝑥 2𝑥 𝑥
% (𝑥 + 2𝑥 − 𝑥 + 3)𝑑𝑥 = + − + 3𝑥 <
( 4 3 2
(

→ So wee se the answer is correct (as expected).


Hans-Petter Halvorsen, M.Sc.

University College of Southeast Norway


www.usn.no

E-mail: hans.p.halvorsen@hit.no
Blog: http://home.hit.no/~hansha/

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