Numerical Integration

Numerical Methods

Prashant R. Anerao
[email protected]
Department of Mechanical Engineering
Prepared by: P. R. Anerao

BRACT’S, Vishwakarma Institute of Information Technology, Pune-48

(An Autonomous Institute affiliated to Savitribai Phule Pune University)
(NBA and NAAC accredited, ISO 9001:2015 certified)
 Trapezoidal Rule
6
1
Example: Using trapezoidal rule evaluate - I=න 𝑑𝑥
1 + 𝑥2
0
𝟏
Solution: 𝒊 𝒙 = 𝒙𝟎 + 𝒊𝒉 𝒚=
𝟏 + 𝒙𝟐
Divide the interval (0, 6) into six parts each of width ℎ = 1
0 0 1.0000
or
𝑥 −𝑥
Assume, number of strips i.e. 𝑛 = 6 so, ℎ = 𝑛 0 = 1 1 1 0.5000
𝑛
2 2 0.2000
1
𝐴 = ℎ 𝑦0 + 𝑦𝑛 + 2 𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−1 3 3 0.1000
2
Prepared by: P. R. Anerao

1 4 4 0.0588
𝐴 = ℎ 1 + 0.027 + 2 0.5 + 0.2 + 0.1 + 0.0588 + 0.0385
2 5 5 0.0385

6 6 0.0270
𝑨 = 𝟏. 𝟒𝟏𝟎𝟕
Department of Mechanical Engineering, VIIT,Pune-48 2
 Newton’s Cotes Method

Approximate polynomial of degree

Prepared by: P. R. Anerao

• One i.e. linear equation: Trapezoidal Rule

• Two i.e quadratic equation: Simpson’s 1/3rd Rule
• Three i.e cubic equation: Simpson’s 3/8th Rule

Department of Mechanical Engineering, VIIT,Pune-48 3

 Simpson’s 1/3rd Rule
𝑥𝑛

I = න 𝑓 𝑥 𝑑𝑥 ≈ 𝐴
𝑥0

𝐴 = 𝐴0−2 + 𝐴2−4 + ⋯ +𝐴(𝑛−2) −(𝑛)

1
𝐴0−2 = ℎ(𝑦0 + 4𝑦1 + 𝑦2 )
3
1
𝐴2−4 = ℎ(𝑦2 + 4𝑦3 + 𝑦4 )
3
Prepared by: P. R. Anerao

1
𝐴4−6 = ℎ(𝑦4 + 4𝑦5 + 𝑦6 )
3
⋮ Note that the method can be employed
1 only if the number of segments is EVEN
𝐴(𝑛−2) −(𝑛) = ℎ(𝑦𝑛−2 + 4𝑦𝑛−1 + 𝑦𝑛 )
3
Department of Mechanical Engineering, VIIT,Pune-48 4
 Simpson’s 1/3rd Rule

𝑥𝑛

I = න 𝑓 𝑥 𝑑𝑥 ≈ 𝐴
𝑥0
1 1 1 1
= ℎ(𝑦0 + 4𝑦1 + 𝑦2 ) + ℎ(𝑦2 + 4𝑦3 + 𝑦4 ) + ℎ(𝑦4 + 4𝑦5 + 𝑦6 ) + ⋯ + ℎ(𝑦𝑛−2 + 4𝑦𝑛−1 + 𝑦𝑛 )
3 3 3 3

𝟏
𝑨 = 𝒉 𝒚𝟎 + 𝒚𝒏 + 𝟒 𝒚𝟏 + 𝒚𝟑 + ⋯ + 𝒚𝒏−𝟏 + 𝟐 𝒚𝟐 + 𝒚𝟒 + ⋯ + 𝒚𝒏−𝟐
𝟑
Prepared by: P. R. Anerao

Department of Mechanical Engineering, VIIT,Pune-48 5

 Newton’s Cotes Method

Approximate polynomial of degree

Prepared by: P. R. Anerao

• One i.e. linear equation: Trapezoidal Rule

• Two i.e quadratic equation: Simpson’s 1/3rd Rule
• Three i.e cubic equation: Simpson’s 3/8th Rule

Department of Mechanical Engineering, VIIT,Pune-48 6

 Simpson’s 3/8th Rule
𝑥𝑛

I = න 𝑓 𝑥 𝑑𝑥 ≈ 𝐴
𝑥0

𝐴 = 𝐴0−3 + 𝐴3−6 + ⋯ +𝐴(𝑛−3) −(𝑛)

3
𝐴0−3 = ℎ(𝑦0 + 3𝑦1 + 3𝑦2 + 𝑦3 )
8

3
𝐴3−6 = ℎ(𝑦3 + 3𝑦4 + 3𝑦5 + 𝑦6 )
Prepared by: P. R. Anerao

8
⋮
Note that the method can be employed only if
3
𝐴(𝑛−3) −(𝑛) = ℎ(𝑦𝑛−3 + 3𝑦𝑛−2 + 3𝑦𝑛−1 + 𝑦𝑛 ) the number of segments is multiples of 3
8
Department of Mechanical Engineering, VIIT,Pune-48 7
 Simpson’s 3/8th Rule

𝑥𝑛

I = න 𝑓 𝑥 𝑑𝑥 ≈ 𝐴
𝑥0
3 3 3
= ℎ 𝑦0 + 3𝑦1 + 3𝑦2 + 𝑦3 + ℎ(𝑦3 + 3𝑦4 + 3𝑦5 + 𝑦6 ) + ⋯ + ℎ(𝑦𝑛−3 + 3𝑦𝑛−2 + 3𝑦𝑛−1 + 𝑦𝑛 )
8 8 8

𝟑
𝑨 = 𝒉 𝒚𝟎 + 𝒚𝒏 + 𝟑 𝒚𝟏 + 𝒚𝟐 + ⋯ + 𝒚𝒏−𝟏 + 𝟐 𝒚𝟑 + 𝒚𝟔 + ⋯ + 𝒚𝒏−𝟑
𝟖
Prepared by: P. R. Anerao

Department of Mechanical Engineering, VIIT,Pune-48 8

 Simpson’s 1/3rd Rule
Example:

20
Solution: 𝑑𝑠ൗ = 𝜗 𝑑𝑠 = 𝜗𝑑𝑡 𝑥𝑛 − 𝑥0 20 − 0
𝑑𝑡 𝑠0−20 = න 𝜗 𝑑𝑡 ℎ= = =2
𝑛 10
0
1
𝐴 = ℎ 𝑦0 + 𝑦𝑛 + 4 𝑦1 + 𝑦3 + ⋯ + 𝑦𝑛−1 + 2 𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛−2
3
Prepared by: P. R. Anerao

1
𝐴= × 2 × 0 + 0 + 4 10 + 25 + 32 + 11 + 2 + 2 18 + 29 + 20 + 5
3

𝒔 = 𝟑𝟎𝟗. 𝟑𝟑𝟑𝟑 𝑲𝑴
Department of Mechanical Engineering, VIIT,Pune-48 9
 Simpson’s 3/8th Rule
Example:
𝒊 𝒙 = 𝒙𝟎 + 𝒊𝒉 𝒚 = 𝐬𝐢𝐧 𝒙 − 𝐥𝐨𝐠 𝒙 + 𝒆𝒙
0 0.2 3.0295
Solution: 𝑥𝑛 − 𝑥0 1 0.3 2.8494
𝑛 = 12 ℎ= = 0.1
𝑛 2 0.4 2.7975

3 0.5 2.8213

3 4 0.6 2.8976
𝐴 = ℎ 𝑦0 + 𝑦𝑛 + 3 𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−1 + 2 𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−3 5 0.7 3.0146
8
6 0.8 3.1660

3 7 0.9 3.3483
Prepared by: P. R. Anerao

𝐴= × 0.1 × 3.0295 + 4.7042 + 3 𝟐𝟔. 𝟗𝟎𝟕𝟓 + 2 𝟗. 𝟕𝟖𝟕𝟒

8 8 1 3.5598

9 1.1 3.8001

𝑨 = 4.0511 10 1.2 4.0698

11 1.3 4.3705

12 1.4 4.7042

Department of Mechanical Engineering, VIIT,Pune-48 10

 Example

1 https://forms.gle/3HLtKdpBgKPNYtCQ8
𝐴 = ℎ 𝑦0 + 𝑦𝑛 + 2 𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−1
2
Prepared by: P. R. Anerao

1
𝐴 = ℎ 𝑦0 + 𝑦𝑛 + 4 𝑦1 + 𝑦3 + ⋯ + 𝑦𝑛−1 + 2 𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛−2
3
3
𝐴 = ℎ 𝑦0 + 𝑦𝑛 + 3 𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛−1 + 2 𝑦3 + 𝑦6 + ⋯ + 𝑦𝑛−3
8
Department of Mechanical Engineering, VIIT,Pune-48 11
 -
Prepared by: P. R. Anerao

Thank you
Department of Mechanical Engineering, VIIT,Pune-48 12