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    Ch8 (2) Numerical Integraton

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    The document discusses numerical integration methods including composite trapezoidal rules, Simpson's rules, and Romberg integration. These methods divide intervals into subintervals and evaluate integrals over each subinterval to approximate definite integrals that cannot be solved analytically. Examples demonstrate applying these methods to evaluate sample integrals and improve approximations using Richardson extrapolation. The document also includes sample problems and exercises for readers to practice these numerical integration techniques.

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    Ch8 (2) Numerical Integraton

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    72 views18 pages
    The document discusses numerical integration methods including composite trapezoidal rules, Simpson's rules, and Romberg integration. These methods divide intervals into subintervals and evaluate integrals over each subinterval to approximate definite integrals that cannot be solved analytically. Examples demonstrate applying these methods to evaluate sample integrals and improve approximations using Richardson extrapolation. The document also includes sample problems and exercises for readers to practice these numerical integration techniques.

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    The document discusses numerical integration methods including composite trapezoidal rules, Simpson's rules, and Romberg integration. These methods divide intervals into subintervals and evaluate integrals over each subinterval to approximate definite integrals that cannot be solved analytically. Examples demonstrate applying these methods to evaluate sample integrals and improve approximations using Richardson extrapolation. The document also includes sample problems and exercises for readers to practice these numerical integration techniques.

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    Download as pptx, pdf, or txt
    72 views18 pages

    Ch8 (2) Numerical Integraton

    Uploaded by

    আসিফ রেজা
    The document discusses numerical integration methods including composite trapezoidal rules, Simpson's rules, and Romberg integration. These methods divide intervals into subintervals and evaluate integrals over each subinterval to approximate definite integrals that cannot be solved analytically. Examples demonstrate applying these methods to evaluate sample integrals and improve approximations using Richardson extrapolation. The document also includes sample problems and exercises for readers to practice these numerical integration techniques.

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    Numerical Integration

    Lecture-2

    1
    Specific aims
     Discuss about Composite trapezoidal, Simpson’s rules and
    Romberg integration methods.
     Use this numerical integration methods to obtain
    approximate values for definite integrals that cannot be
    solved analytically.
    Applications
     Mathematics
     Engineering
    Advantages
    • To avoid the use of higher order methods and still obtain accurate
    results, we use the composite integration methods.
    • The interval [a, b] is divided into a number of subintervals and
    evaluate the integral in each required number of subintervals by a
    particular method. 2
    Composite Trapezoidal Rules
     We divide the interval [a, b] into N subintervals each of length
    h=(b-a)/N, and , r=1,2,3,….,N. We can write,

    Evaluating each integral on the right hand side by the trapezoidal


    rule

    The error in the formula is

    3
    Composite Simpson’s Rules
     Wedivide the interval [a, b] into N, an even number of subintervals ,
    each of length h=(b-a)/N, and , r=1,2,3,….,N. We can write,

    Evaluating each integral on the right hand side by the Simpson’s rule

    The error in the formula is

    4
    Romberg Integration
     
    Romberg integration is an extrapolation formula of the
    Trapezoidal Rule for integration. It provides a better
    approximation of the integration by repeated applications of the
    Richardson’s Extrapolation formula. It is known that the
    Trapezoidal rule approximation to an integral I has error behavior

     Suppose that is a Trapezoidal estimation of the integral, with n


    subintervals and step size h. By doubling the step size the
    corresponding estimate is .

      The first Richardson extrapolated value

      has error of order .


    5
     The
    Simpson’s rule has an error of order . In fact, is exactly the
    Simpson’s rule estimate. The second improved estimate is

      has error of order and so on.

    6
    Example
    Problem 1:  The table below shows the values of at different
    Values of x.
    x 0 0.2 0.4 0.6 0.8 1.0 1.2
    f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

    Evaluate by using extrapolation and (i) trapezoidal rule

    (ii) Simpson’s rule


    Solution: (i) Given table is
    x 0 0.2 0.4 0.6 0.8 1.0 1.2
    f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

    7
    We know, the composite trapezoidal rule is

    So

    And consider another subintervals be,


    h=0.4-0=0.4,
    h=0.8-0.4=0.4,
    h=1.2-0.8=0.4
    8
    Again, Given table is
    x 0 0.2 0.4 0.6 0.8 1.0 1.2
    f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

    Now, the integral with composite trapezoidal rule is

    Using Richardson extrapolation

    9
    (ii) Given table is
    x 0 0.2 0.4 0.6 0.8 1.0 1.2
    f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

    We know, the composite Simpson’s rule is

    So the integral with composite Simpson’s rule is

    10
    With step size , h=0.4 , the number of subintervals, 1.2/0.4=3 (odd
    number intervals)and Simpson’s rule cannot be used
    Taking h = 0.6, now the number of subintervals is 2 that is even. From
    given table we get
    x 0 0.2 0.4 0.6 0.8 1.0 1.2
    f(x) 1.000 1.780 1.954 2.000 1.976 1.909 1.814

    So the integral with composite Simpson’s rule is

    Using Richardson extrapolation

    11
    Example
    1 2
      𝑥
    ( )
    Problem 2: Evaluate ∫ 𝑥 exp 2 𝑑𝑥
    0

    using Trapezoidal rule with 1, 2 and 4 subintervals. Improve the


    results using Romberg integration.

    Solution:
    Here,

    12
    First order extrapolated values are

    And

    Second extrapolated value is

    13
    Results are summarized below in a Table:
    N H
    1 1 0.8244    
    2 0.5 0.6955 0.6528  
    4 0.25 0.6606 0.6490 0.6488

    Outcomes
     Numerically solved problems by using Composite Trapezoidal
    Rule, Composite Simpson’s Rule and Romberg integration
    method.

    14
    Multiple questions
    S.No. Questions
    1 Which one can be used for numerical integration?
    (a) Composite Simpson’s rule, (b) Composite Trapezoidal rule, (c) Romberg
    Integration, (d) all of them
    2 What type of solution could be by applying above rules?
    (a) Analytical solution, (b) Numerical solution
    5 Which formula can be used for Composite Trapezoidal rule?
    (a) , (b)
    6 Which formula can be used for Composite Simpson’s rule?
    6 (a) ,
    (b)
    (c) Both of them

    15
    Try to do yourself
    Exercise 1: A river is 50 meters wide. The depth ‘d’ in meters at
    distance x meters from one back is given by the following table.
    Calculate the arc of cross-section of the river using Simpson’s
    rule.
    x 0 10 20 30 40 50
    d 0 4 7 9 12 15

    Exercise 2: The table below shows the values of at different values


    of x.
    x 1.0 1.2 1.4 1.6 1.8
    f(x) 1.831 2.592 3.515 4.643 5.926
    1.8
     
    Evaluate ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 using Trapezoidal rule with 1, 2 and 4 subintervals.
    1.0

    Improve your results using Romberg integration. 16


    17
    Reference
    [1] Applied Numerical Methods With Matlab for Engineers and Scientists ( Steven
    C.Chapra).

    18

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