Integración Numérica

Dr. Luis Sanchez

What is Integration?
• Integrate means “to bring together”, as parts, into a
whole; to indicate total amount.
b
I   f ( x ).dx
a

• The above stands for integral of function f(x) with

respect to the independent variable x between the limits
x = a to x = b.
What is Integration?
• Graphically integration is simply to find the area under
a certain curve between the 2 integration limits.

b
I   f ( x ).dx  A
a
Newton-Cotes integration Formulas
Introduction
• The Newton-Cotes formulas are the most common
numerical integration methods.
• They are based on the strategy of replacing a
complicated function with an approximating function
that is easy to integrate.
b b
I   f ( x)dx   f n ( x)dx
a a

f n ( x)  a0  a1 x    an 1 x n 1  an x n
 1. Trapezoidal Rule
The trapezoidal rule uses a polynomial of the first degree to
replace the function to be integrated.
b b
I   f ( x ).dx   f
a a
1 ( x ).dx

f ( b)  f ( a )
f1 ( x )  a  ( x  a)
ba
b b
I   f ( x ).dx   f1 ( x ).dx
a a

 f ( b)  f ( a ) 
b
  a  ( x  a ) .dx
a 
ba 
f (a)  f (b)
I  (b  a)
2
Trapezoid Method
Derivation-One Interval
b b f (b)  f (a) 
I   f ( x)dx    f (a)  ( x  a) dx
a a
 ba 
b f (b)  f (a) f (b)  f (a) 
I    f (a)  a  x dx
a
 ba ba 
b 2 b
 f (b)  f (a)  f (b)  f (a) x
  f (a)  a x 
 ba  a ba 2 a

 f (b)  f (a)  f (b)  f (a) 2

  f (a)  a b  a   (b  a 2 )
 ba  2(b  a)
f (b)  f (a)
 b  a 
2
Trapezoid Method

f(x)

f (b)

f (a)
ba
Area   f (a)  f (b)
2
a b
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:

1


Et   f ( )(b  a) 3

12

Where x lies somewhere in the interval from a to b.

Trapezoidal Rule
Multiple 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.
Trapezoid Method
Multiple Application Rule
f ( x2 )  f ( x1 )
Area  x2  x1 
f(x) 2
The interval [a, b] is
partitioned into n segments
a  x0  x1  x2  ...  xn  b
b
a
f ( x)dx  sum of the areas
of the trapezoids
x
x0 x1 x2 x3
a b
Multiple Trapezoidal Rule
 Multiple Trapezoidal Rule
ba
h a  x0 b  xn
n
x1 x2 xn

I  f ( x)dx   f ( x)dx     f ( x)dx

x0 x1 xn1

Substitute into the integrals for f(x) by f1(x) in each

segment and integrate:
f ( x0 )  f ( x1 ) f ( x1 )  f ( x2 ) f ( xn1 )  f ( xn )
I h h  h
2 2 2
h n 1

I   f ( x0 )  2 f ( xi )  f ( xn )
2 i 1 
 h n 1

I   f ( x0 )  2 f ( xi )  f ( xn )
2 i 1 
Multiple Trapezoidal Rule
An error for multiple-application trapezoidal rule can
be obtained by summing the individual errors for each
segment:

 f (i)  nf 
(b  a)3
Ea   2
f 
12n
Example
Given a tabulated values Time (s) 0.0 1.0 2.0 3.0
of the velocity of an
object. Velocity (m/s) 0.0 10 12 14

Obtain an estimate of the

distance traveled in the
interval [0,3].

Distance = integral of the velocity

3
Distance   0
V (t ) dt
Example 1
The interval is divided Time (s) 0.0 1.0 2.0 3.0
into 3subintervals
Velocity 0.0 10 12 14
Base points are 0,1,2,3 (m/s)

Trapezoid Method
h  xi 1  xi  1
 n 1 
T  h  f ( xi )   f ( x0 )  f ( xn ) 
1
 i 1 2 
 1 
Distance  1(10  12)  (0  14)  29
 2 
Algoritmos computacionales para la
regla del trapecio
Matlab Codigo: Multiples segmentos
function I = trap(func,a,b,n,varargin)
if nargin<3
error('at least 3 input arguments required');
end
if ~(b>a)
error('upper bound must be greater than lower');
end
if nargin<4||isempty(n)
n = 100;
end
x = a; h = (b-a)/n;
s=func(a,varargin{:});
for i=1:n-1
x = x + h;
s = s + 2*func(x,varargin{:});
end
s = s + func(b,varargin{:});
I = (b-a)*s/(2*n);
end
Ejemplo
Determine the distance fallen by the free-falling bungee jumper in the first 3 s by
evaluating the integral of Eq. (1). For this example, assume the following parameter
values: g = 9.81 m/s2, m = 68.1 kg, and cd = 0.25 kg/m. Note that the exact value of the
integral can be computed as 41.94805.
>> v=@(t)
…..(1) sqrt(9.81*68.1/0.25)*tanh(sqrt(9.81*0.2
5/68.1)*t)
>> format long
>> trap(v,0,3,5)

Con cd=12.5
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.
 Simpson’s Rules
• Simpson’s 1/3 Rule
Results when a second-order interpolating polynomial
is used.

• Simpson’s 3/8 Rule

Results when a third-order (cubic) interpolating
polynomial is used.
Simpson’s Rules

Simpson’s 1/3 Rule Simpson’s 3/8 Rule

Simpson’s 1/3 Rule
b b
I   f ( x)dx   f 2 ( x)dx
a a

a  x0 b  x2
 ( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 ) 
x2

I   f ( x0 )  f ( x1 )  f ( x2 )dx
x0 
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 ) 

ba
I
h
 f ( x0 )  4 f ( x1 )  f ( x2 ) h
3 2

Simpson’s 1/3 Rule

Simpson’s 1/3 Rule
• Single segment application of Simpson’s 1/3 rule has a
truncation error of:

(b  a)5 ( 4)
Et   f ( ) a  b
2880
• Simpson’s 1/3 rule is more accurate than trapezoidal rule.
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.

f ( xo )  4 f ( x1 )  f ( x2 ) f ( x2 )  4 f ( x3 )  f ( x4 )
I  2h  2h
6 6
f ( x n  2 )  4 f ( x n 1 )  f ( x n ) ba
..........  2h with h 
6 n
 n 1 n2 
 f ( xo )  f ( xn )  4  f ( xi )  2  f ( x j ) 
 (b  a )  
i 1, 3, 5 j  2 , 4 ,6

3n
(b  a)5 ( 4)
Et   4
f ( )
180n
The Multiple-Application
Simpson’s 1/3 Rule
Simpson’s 3/8 Rule
If there are 2 extra points between the integration limits
a and b, then a 3rd degree polynomial can be used
instead of the parabola to replace the function to be
integrated:

b b
I   f ( x)dx   f 3 ( x)dx
a a

(b  a)
I   f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 ), h 
3h
8 3
(b  a)5 ( 4)
Et   f ( ) Simpson’s 3/8 Rule
6480
Newton Cotes Integration-Example
Find the integral of:
f(x) = 0.2 +25 x – 200 x 2 + 675 x 3 – 900 x 4 + 400 x 5
Between the limits 0 to 0.8, f(0) = 0.2, f(0.8) = 0.232,
Iexact=1.640533
1. The trapezoidal rule (ans. 0.1728)
f (a)  f (b) 0.2  0.232
I  (b  a)  I  (0.8  0)  0.1728
2 2
Et  1.640533  0.1728  1.467733   t  89.5%
f '' ( x)  400  4050 x  10,800 x 2  8000 x 3
0.8

f ''
( x) 

0
(400  4050 x  10,800 x 2  8000 x 3 )dx
 60
0.8  0
1
Ea   (60)(0.8)3  2.56
12
Newton Cotes Integration-Example
2. Multiple trapezoidal rule (n=4) (ans. 1.4848)

f(0)=0.2, f(0.2)=1.288, f(0.4)=2.456, f(0.6)=3.464 ,f(0.8)=0.232

(b  a) (0.8  0)
h   0.2
4 4

h n 1

I   f ( x0 )  2 f ( xi )  f ( xn )
2 i 1 

0.8
0.2  2(1.288  2.456  3.464)  0.232  1.4848
2
Newton Cotes Integration-Example
3. The Simpson 1/3 rule (ans. 1.367467)
f(0) = 0.2, f(0.4) = 0.2.456, f(0.8) = 0.232
b  a 0.8  0
h   0.4
2 2
I   f ( x0 )  4 f ( x1 )  f ( x2 )
h
3

0.4
0.2  4  2.456  0.232  1.367467
3
Et  1.640533  1.367467  0.2730667   t  16.6%
f ( 4) ( x)  2400

(b  a)5 ( 4) (0.8  0)5

Ea   f ( )   (2400)  0.2730667
2880 2880
 Newton Cotes Integration-Example
4. Multiple application of Simpson 1/3 rule (n=4)
(ans. 1.623467).
f(0)=0.2, f(0.2)=1.288, f(0.4)=2.456, f(0.6)=3.464 ,f(0.8)=0.232
(b  a) (0.8  0)
h   0.2
4 4
h n 1 n2

I   f ( x0 )  4  f ( xi )  2  f ( xi )  f ( xn )
3 i 1, 3, 5 i  2 , 4.6 

0.2
0.2  4(1.288  3.464)  2(2.456)  0.232  1.623467
3
Et  1.640533 1.623467  0.017067   t  1.04%
(b  a)5 ( 4) 0.85
Ea   4
f ( )   4
(2400)  0.017067
180n 180(4)
Newton Cotes Integration-Example
5. The Simpson 3/8 rule (ans. 1.519170)
f(0)=0.2, f(0.2667)=1.432724, f(0.5333)=3.487177, f(0.8)=0.232
(b  a) (0.8  0)
h   0.2667
3 3
I  I   f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
3h
8

0.8
0.2  3 1.432724  3  3.487177  0.232  1.519170
8
Et  1.640533  1.51917  0.121363   t  7.4%

(b  a)5 ( 4) 0.85
Ea   f ( )   (2400)  0.1213630
6480 6480
Pseudocódigo para las reglas de Simpson. a) Regla de Simpson 1/3
para una sola aplicación, b) regla de Simpson 3/8 para una
sola aplicación, c) regla de Simpson 1/3 de aplicación múltiple y d)
regla de Simpson de aplicación múltiple para un número de
segmentos tanto impares como pares. Observe que para todos los
casos n debe ser >= 1.