Air Force Admin College, Coimbatore

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Air Force Admin College, Coimbatore Integration Numerical Analysis BPKC Air Force Admin College, Coimbatore

What is Integration Integration: The process of measuring the area under a function plotted on a graph. Where: f(x) is the integrand a= lower limit of integration b= upper limit of integration

Trapezoidal Rule of Integration

Basis of Trapezoidal Rule Trapezoidal Rule is based on the Newton-Cotes Formula that states if one can approximate the integrand as an nth order polynomial… where and http://numericalmethods.eng.usf.edu

Basis of Trapezoidal Rule Then the integral of that function is approximated by the integral of that nth order polynomial. Trapezoidal Rule assumes n=1, that is, the area under the linear polynomial, http://numericalmethods.eng.usf.edu

Derivation of the Trapezoidal Rule http://numericalmethods.eng.usf.edu

Method Derived From Geometry The area under the curve is a trapezoid. The integral http://numericalmethods.eng.usf.edu

Multiple Segment Trapezoidal Rule Divide into equal segments as shown in Figure 4. Then the width of each segment is: The integral I is: Figure 4: Multiple (n=4) Segment Trapezoidal Rule

Integration

Integration

Integration

Error in Multiple Segment Trapezoidal Rule The true error for a single segment Trapezoidal rule is given by: where is some point in What is the error, then in the multiple segment Trapezoidal rule? It will be simply the sum of the errors from each segment, where the error in each segment is that of the single segment Trapezoidal rule. The error in each segment is

Error in Multiple Segment Trapezoidal Rule Similarly: It then follows that:

Error in Multiple Segment Trapezoidal Rule Hence the total error in multiple segment Trapezoidal rule is The term is an approximate average value of the Hence:

Simpson’s 1/3rd Rule http://numericalmethods.eng.usf.edu

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration

Integration