Integration with Unequal Segments

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Presentation transcript:

Integration with Unequal Segments Equal segments might not be appropriate Function vary very slowly Function vary very abruptly Experimental data may be unequally spaced If need fewer number of function values without affecting accuracy Approach Curve fitting of data points; get continuous function; then use equal segments with Newton-Cotes Use data directly with Newton-Cotes – h depends on data spacing

Integration with Unequal Segments (Newton-Cotes) If possible, use Simpson's 1/3 Rule or 3/8 Rule Check for consecutive segments of equal spacing N segments divisible by 2 - 1/3 Rule N segments divisible by 3 - 3/8 Rule If adjacent segments of unequal lengths; use Trapezoidal Rule on each segment

Gauss Quadrature Evaluation of integrand at specified, unequal intervals A proper choice of trapezoid will give an exact integral (graphical demonstration) Simplest by Gauss-Legendre formulas Using Method of Undetermined Coefficients

Improper Integrals Infinite limits In program, use different values of n until successive tries does not change I significantly (within tolerance limit) Singularities Break around the singularity Approach from left and right Select small value of ε & compute I = I1 + I2 Select smaller value of ε and repeat Stop when successive I doesn't change significantly (within tolerance limit) Other methods – math tricks (integration by parts, change of variables...