(Thomas) Simpson’s rule A great mathematician Riley Wang Mr. Sidanycz Block 2 nd.

Slides:



Advertisements
Similar presentations
1 Press Ctrl-A ©G Dear2009 – Not to be sold/Free to use Simpson’s Rule Stage 6 - Year 12 General Mathematic (HSC)
Advertisements

1 Chapter 5 Numerical Integration. 2 A Review of the Definite Integral.
A Riemann sum is a method for approximating the total area underneath a curve on a graph. This method is also known as taking an integral. There are 3.
Mathematics1 Mathematics 1 Applied Informatics Štefan BEREŽNÝ.
Finding Approximate Areas Under Curves. The Trapezium Rule y 0 y 1 y 2 y 3 y 4 y 5 This curve has a complicated equation so instead of integrating split.
Chapter 7 Numerical Differentiation and Integration
Numerical Integration Lecture (II)1
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 30 Numerical Integration & Differentiation.
MANE 4240 & CIVL 4240 Introduction to Finite Elements Numerical Integration in 1D Prof. Suvranu De.
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 29 Numerical Integration.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Numerical Differentiation and Integration Standing.
8 TECHNIQUES OF INTEGRATION. There are two situations in which it is impossible to find the exact value of a definite integral. TECHNIQUES OF INTEGRATION.
Numerical Solution of Ordinary Differential Equation
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 ~ Numerical Differentiation and Integration ~ Newton-Cotes.
NUMERICAL DIFFERENTIATION The derivative of f (x) at x 0 is: An approximation to this is: for small values of h. Forward Difference Formula.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Numerical Differentiation and Integration Standing.
CISE301_Topic7KFUPM1 SE301: Numerical Methods Topic 7 Numerical Integration Lecture KFUPM Read Chapter 21, Section 1 Read Chapter 22, Sections 2-3.
CISE301_Topic71 SE301: Numerical Methods Topic 7 Numerical Integration Lecture KFUPM (Term 101) Section 04 Read Chapter 21, Section 1 Read Chapter.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Numerical Differentiation and Integration Part 6 Calculus.
Integration. Problem: An experiment has measured the number of particles entering a counter per unit time dN(t)/dt, as a function of time. The problem.
Simpson’s 1/3 rd Rule of Integration. What is Integration? Integration The process of measuring the area under a.
The Islamic University of Gaza Faculty of Engineering Civil Engineering Department Numerical Analysis ECIV 3306 Chapter 21 Newton-Cotes Integration Formula.
1 NUMERICAL INTEGRATION Motivation: Most such integrals cannot be evaluated explicitly. Many others it is often faster to integrate them numerically rather.
Numerical Integration Approximating Definite Integral.
MAT 1235 Calculus II Section 7.7 Approximate (Numerical) Integration
1 Numerical Analysis Lecture 12 Numerical Integration Dr. Nader Okasha.
5.5 Numerical Integration. Using integrals to find area works extremely well as long as we can find the antiderivative of the function. But what if we.
INTRODUCTORY MATHEMATICAL ANALYSIS For Business, Economics, and the Life and Social Sciences  2011 Pearson Education, Inc. Chapter 14 Integration.
Numerical Differential & Integration. Introduction If a function f(x) is defined as an expression, its derivative or integral is determined using analytical.
Copyright © 2007 Pearson Education, Inc. Publishing as Pearson Prentice Hall 5.4 Fundamental Theorem of Calculus.
4.6 Numerical Integration -Trapezoidal Rule -Simpson’s Rule
1 Simpson’s 1/3 rd Rule of Integration. 2 What is Integration? Integration The process of measuring the area under a curve. Where: f(x) is the integrand.
Introduction to Numerical Analysis I
4.6 Numerical Integration Trapezoid and Simpson’s Rules.
4.6 Numerical Integration. The Trapezoidal Rule One method to approximate a definite integral is to use n trapezoids.
CSE 330 : Numerical Methods
Wicomico High School Mrs. J. A. Austin AP Calculus 1 AB Third Marking Term.
1 Trapezoidal Rule of Integration. What is Integration Integration: The process of measuring the area under a function.
Simpson Rule For Integration.
EE3561_Unit 7Al-Dhaifallah EE 3561 : Computational Methods Unit 7 Numerical Integration Dr. Mujahed AlDhaifallah ( Term 342)
Integration Copyright © Cengage Learning. All rights reserved.
The Trapezoidal Rule Some elementary functions simply do not have antiderivatives that are elementary functions. For example, there is no elementary function.
INTRODUCTORY MATHEMATICAL ANALYSIS For Business, Economics, and the Life and Social Sciences  2007 Pearson Education Asia Chapter 14 Integration.
Chap. 11 Numerical Differentiation and Integration
Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Part 6 - Chapter 21.
Numerical Integration
State Standard – 15.0b Students use the fundamental theorem of calculus to interpret integrals as antidervivatives. – 14.0 Students apply the definition.
6. Numerical Integration 6.1 Definition of numerical integration. 6.2 Reasons to use numerical integration. 6.3 Formulas of numerical Integration. 6.4.
Copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 Part 5 Integration and Differentiation.
SE301_Topic 6Al-Amer20051 SE301:Numerical Methods Topic 6 Numerical Integration Dr. Samir Al-Amer Term 053.
Calculus, 9/E by Howard Anton, Irl Bivens, and Stephen Davis Copyright © 2009 by John Wiley & Sons, Inc. All rights reserved. Major theorems, figures,
Quadrature – Concepts (numerical integration) Don Allen.
Numerical Integration
NUMERICAL DIFFERENTIATION Forward Difference Formula
LECTURE 4 OF SOLUTIONS OF NON-LINEAR EQUATIONS OBJECTIVES
Chapter 7 Numerical Differentiation and Integration
Approximate Integration
Numerical Analysis Lecture 42.
Integration Review Problems
TECHNIQUES OF INTEGRATION
Chapter 7 Numerical Differentiation and Integration
Composite Numerical Integration
Copyright © Cengage Learning. All rights reserved.
(4)² 16 3(5) – 2 = 13 3(4) – (1)² 12 – ● (3) – 2 9 – 2 = 7
Numerical Integration
Objectives Approximate a definite integral using the Trapezoidal Rule.
©G Dear2009 – Not to be sold/Free to use
Numerical Integration
Presentation transcript:

(Thomas) Simpson’s rule A great mathematician Riley Wang Mr. Sidanycz Block 2 nd

Thomas Simpson 1. Thomas Simpson, born on August 20, 1710, in Market Bosworth, Leicestershire, England, was the son of a self-taught weaver. 2. Simpson’s father naturally expected his son to take up the same profession as his “ol’ man”. However, with the occurrence of a solar eclipse in 1724, Thomas Simpson turned to “mathematical interests”, changing his life forever.

Thomas Simpson 3. By 1735, he was able to solve puzzles concerning infinitesimal calculus. 4. Not only did Simpson work on mathematics, but he also delved heavily into probability theory and the concept of approximation and error. 5. Simpson died on May 14, 1761, he is usually remembered for his contribution to numerical integration: “Simpson’s Rule”.

Simpson’s rule 1.Discussed here at the Holistic Numerical Methods Institute, Simpson’s Rule “has become a popular and useful special case of the Newton-Cotes formula for approximating an integral”. Simpson's rule is a method for numerical integration, the numerical approximation of definite integrals. Specifically, it is the following approximation:.

Simpson’s rule Simpson’s Quadrati interpolation Error of Simpson's rule

Simpson's rule Example Example 1: Approximating the graph of y = f(x) with parabolic arcs across successive pairs of intervals to obtain Simpson's Rule Since only one quadratic function can interpolate any three (non-colinear) points, we see that the approximating function must be unique for each interval. Note that the following quadratic function interpolates the three points

Example of Simpson's rule Then you get

Finally we get To nine decimal places, we get better approximation

Probability Theory This part of mathematics is concerned with the analysis of random phenomena that much of Simpson’s life was dedicated to. Simpson found this to be true by deriving several equations with an end result of p =(1 + i)ax/ax + 1 He used several proofs and De Moivre’s work to compile to this answer. This ’branch’ of Simpson’s work in mathematics deals with things such as mortality rates and life insurance.

How much it is better than trapezoid rule Table 7.2 Composite Trapezoidal Rule for f (x) = 2 + sin(2√x) over [1, 6] M h T ( f, h) ET ( f, h) = O(h2) − − − − − Table 7.3 Composite Simpson Rule for f (x) = 2 + sin(2√x) over [1, 6] M h S( f, h) ES( f, h) = O(h4)

Now we get how Simpson's rule works and why it has better approximation