Introduction to Numerical Analysis I MATH/CMPSC 455 Introduction to Numerical Analysis I Numerical Integration
Numerical Integration Mathematical Problem: Example: Example:
By calculus, find that , then use Numerical Integration: replace by another function that approximates well and is easily integral, then we have
Newton-Cotes Formulas Idea: use polynomial interpolation to find the approximation function Step 1: Select nodes in [a,b] Step 2: Use Lagrange form of polynomial interpolation to find the approximation function Step 3:
Trapezoid rule Use two nodes: and
Simpson’s rule Use three nodes:
Example: Apply the Trapezoid Rule and Simpson’s Rule to approximate
Error of the trapezoid rule: The trapezoid rule is exact for all polynomial of degree less than or equal to 1.
Error of the Simpson’s rule: The Simpson’s rule is exact for all polynomial of degree less than or equal to 3.
The Composite Trapezoid Rule Why? ? The high order polynomial interpolations are unbounded! Step 1: Partition the interval into n subintervals by introducing points Step 2: Use the trapezoid rule on each subinterval Step 3: Sum over all subintervals
The Composite Simpson’s Rule
Error of Composite Rules Error of the composite trapezoid rule: Error of the composite Simpson’s rule:
Example: Apply the composite Trapezoid Rule and Simpson’s Rule ( 4 subintervals ) to approximate