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5 Approximate Integration
Approximate Integration
MIDPOINT RULE:
Zb
where
x =
ba
n
1
and xi = (xi1 + xi ) = midpoint of [xi1 , xi ].
2
TRAPEZOIDAL RULE:
Zb
a
f (x)dx Tn =
x
[f (x0 ) + 2f (x1 ) + 2f (x2 ) + . . . + 2f (xn1 ) + f (xn )]
2
where
x =
and xi = a + ix.
ba
n
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 5 to approximate
the integral
Z2
1
dx
x
1
Solution:
(a) With n = 5, a = 1, and b = 2, we have x = (2 1)/5 = 0.2, and so the Trapezoidal Rule
gives
Z2
x
1
dx T5 =
[f (1) + 2f (1.2) + 2f (1.4) + 2f (1.6) + 2f (1.8) + f (2)]
x
2
1
0.2 1
2
2
2
2
1
0.695635
=
+
+
+
+
+
2 1 1.2 1.4 1.6 1.8 2
(b) The midpoints of the five subintervals are 1.1, 1.3, 1.5, 1.7, and 1.9, so the Midpoint Rule
gives
Z2
1
dx M5 = x[f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)]
x
1
1 1
1
1
1
1
0.691908
=
+
+
+
+
5 1.1 1.3 1.5 1.7 1.9
Z2
1
2
1
dx = ln x = ln 2 0.693147
1
x
therefore the errors in the Trapezoidal and Midpoint Rule approximations for n = 5 are
ET 0.002488 and EM 0.001239
We see that the size of the error in the Midpoint Rule is about half the size of the error in
the Trapezoidal Rule.
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
2
ex dx
0
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
2
ex dx
0
Solution:
(a) With n = 10, a = 0, and b = 1, we have x = (1 0)/10 = 0.1, and so the Trapezoidal
Rule gives
Z1
x
[f (0) + 2f (0.1) + 2f (0.2) + . . . + 2f (0.8) + 2f (0.9) + f (1)]
2
0
0.1 02
2
2
2
2
2
e + 2e0.1 + 2e0.2 + . . . + 2e0.8 + 2e0.9 + e1 1.467174693
=
2
2
ex dx T10 =
(b) The midpoints of the ten subintervals are 0.05, 0.15, 0.25, . . . , 0.85, 0.95, so the Midpoint
Rule gives
Z1
0
ex dx 1.462651746
therefore the errors in the Trapezoidal and Midpoint Rule approximations for n = 10 are
ET 0.004522947 and EM 0.002258655
We see that the size of the error in the Midpoint Rule is about half the size of the error in
the Trapezoidal Rule.
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
1 + x3 dx
0
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
1 + x3 dx
0
Solution:
(a) With n = 10, a = 0, and b = 1, we have x = (1 0)/10 = 0.1, and so the Trapezoidal
Rule gives
Z1
x
[f (0) + 2f (0.1) + 2f (0.2) + . . . + 2f (0.8) + 2f (0.9) + f (1)]
2
0
0.1
1 + 03 + 2 1 + 0.13 + 2 1 + 0.23 + . . . + 2 1 + 0.83 + 2 1 + 0.93 + 1 + 13
=
2
1 + x3 dx T10 =
1.112332391
(b) The midpoints of the ten subintervals are 0.05, 0.15, 0.25, . . . , 0.85, 0.95 so the Midpoint
Rule gives
Z1
0
1
1 + 0.053 + 1 + 0.153 + 1 + 0.253 + . . . + 1 + 0.853 + 1 + 0.953
10
1.111005559
REMARK: One can compute that
Z1
1 + x3 dx 1.111447979
therefore the errors in the Trapezoidal and Midpoint Rule approximations for n = 10 are
ET 0.000884412 and EM 0.000442420
We see that the size of the error in the Midpoint Rule is about half the size of the error in
the Trapezoidal Rule.
ERROR BOUNDS: Suppose |f (x)| K for a x b. If ET and EM are the errors in the
Trapezoidal and Midpoint Rules, then
|ET |
K(b a)3
12n2
and |EM |
K(b a)3
24n2
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z2
1
dx with n = 5.
x
1
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z2
1
dx with n = 5.
x
1
1
x2
and f (x) =
2
x3
2
is a decreasing function on [1, 2], we have
x3
2
2
|f (x)| = 3 3 = 2
x
1
2(2 1)3
1
K(b a)3
=
=
0.0067
2
2
12n
12(5)
150
|EM |
K(b a)3
2(2 1)3
1
=
=
0.0033
2
2
24n
24(5)
300
and
REMARK: Note that these error estimates are bigger than the actual errors 0.002488 and
0.001239.
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z1
2
ex dx with n = 10.
0
K(b a)3
6e(1 0)3
e
=
=
0.01359140914
12n2
12(10)2
200
|EM |
K(b a)3
6e(1 0)3
e
=
=
0.006795704570
24n2
24(10)2
400
and
REMARK: Note that these error estimates are bigger than the actual errors 0.004522947 and
0.002258655.
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z1
1 + x3 dx with n = 10.
0
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z1
1 + x3 dx with n = 10.
0
and f (x) =
3x(x3 + 4)
4(1 + x3 )3/2
3(x6 + 20x3 8)
8(1 + x3 )5/2
One can check that f (x) = 0 on [0, 1] at x 0.7320508076 which is a root of x6 +20x3 8 = 0.
It is easy to show that this is a point of a local maximum of f (x). So,
3
3x(x3 + 4)
3x(x
+
4)
1.467889825
|f (x)| =
4(1 + x3 )3/2
4(1 + x3 )3/2 x=0.7320508076...
1.467889825(1 0)3
K(b a)3
=
0.0006116207604
|EM |
24n2
24(10)2
REMARK: Note that these error estimates are bigger than the actual errors 0.000884412 and
0.000442420.
EXAMPLE: How large should we take n in order to guarantee that the Trapezoidal and MidZ2
1
dx are accurate to within 0.0001?
point Rule approximations for
x
1
EXAMPLE: How large should we take n in order to guarantee that the Trapezoidal and MidZ2
1
point Rule approximations for
dx are accurate to within 0.0001?
x
1
Solution: We saw in one of the previous examples that |f (x)| 2 for 1 x 2, so we can
take K = 2, a = 1, and b = 2 in
K(b a)3
K(b a)3
and
|E
|
M
12n2
24n2
Accuracy to within 0.0001 means that the size of the error should be less than 0.0001. Therefore,
we choose n so that
2 13
< 0.0001 (Trapezoidal Rule)
12n2
Solving the inequality for n, we get
1
2
= n >
40.8
n2 >
12(0.0001)
0.0006
Thus n = 41 will ensure the desired accuracy.
|ET |
For the same accuracy with the Midpoint Rule we choose n so that
2 13
< 0.0001
24n2
n>
1
29
0.0012
SIMPSONS RULE:
Zb
f (x)dx Sn =
x
[f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + . . . + 2f (xn2 ) + 4f (xn1 ) + f (xn )]
3
ba
.
n
ERROR BOUND FOR SIMPSONS RULE: Suppose that |f (4) (x)| K for a x b. If ES
is the error involved in using Simpsons Rule, then
|ES |
K(b a)5
180n4
EXAMPLE: How large should we take n in order to guarantee that the Simpsons Rule apZ2
proximation for x3 dx is accurate to within 0.0001?
0
EXAMPLE: How large should we take n in order to guarantee that the Simpsons Rule apZ2
proximation for x3 dx is accurate to within 0.0001?
0
f (x) = 6x,
f (x) = 6,
Z2
0
2
x4
24
x dx =
=
=4
4 0
4
3
1 3
[0 + 4 13 + 23 ]
3
REMARK: One can show that if f is a polynomial of degree 3 or lower, then Simpsons Rule
Zb
gives the exact value of f (x)dx.
a
EXAMPLE: How large should we take n in order to guarantee that the Simpsons Rule apZ2
1
dx is accurate to within 0.0001?
proximation for
x
1
Solution: If f (x) = 1/x, then f (4) (x) = 24/x5 . Since 24/x5 is a decreasing function on [1, 2], we
have
24 24
(4)
|f (x)| = 5 5 = 24
x
1
Therefore, we can take K = 24, a = 1, and b = 2 in
K(b a)5
180n4
Accuracy to within 0.0001 means that the size of the error should be less than 0.0001. Therefore,
we choose n so that
24 15
< 0.0001
180n4
Solving the inequality for n, we get
1
24
6.04
= n >
n4 >
4
180(0.0001)
0.00075
|ES |
Appendix
EXAMPLE: Let f (x) =
1 + x3 . Find f , f , and f .
f (x) =
3x2
2(1 + x3 )1/2
3
=
2
=
x2
(1 + x3 )1/2
2
[(1 + x3 )1/2 ]2
3 1/21
3 1/2
21
(1 + x3 )
3 2x(1 + x ) x 2 (1 + x )
=
2
1 + x3
3 1/2
21
2x(1
+
x
)
x
(1 + x3 )1/2 3x2
3
2
=
2
1 + x3
3 4
3 1/2
3 1/2
3 2x(1 + x ) 2 x (1 + x )
=
2
1 + x3
3 4
3 1/2
3 1/2
2(1 + x3 )1/2
2x(1 + x ) x (1 + x )
3
2
=
2
(1 + x3 ) 2(1 + x3 )1/2
3 4
3 1/2
3 1/2
3 1/2
2(1 + x3 )1/2
3 2x(1 + x ) 2(1 + x ) 2 x (1 + x )
=
2
2(1 + x3 )3/2
=
3 4x(1 + x3 ) 3x4
2
2(1 + x3 )3/2
3 4x + 4x4 3x4
2
2(1 + x3 )3/2
3
4x + x4
2 2(1 + x3 )3/2
3 x(4 + x3 )
2 2(1 + x3 )3/2
3x(4 + x3 )
=
4(1 + x3 )3/2
3x(4 + x3 )
f (x) =
4(1 + x3 )3/2
3 x(4 + x3 )
=
4 (1 + x3 )3/2
4
[(1 + x3 )3/2 ]2
3 3/21
3
3
3 3/2
3 3
(1 + x3 )
3 [x (4 + x ) + x(4 + x ) ](1 + x ) x(4 + x ) 2 (1 + x )
=
4
(1 + x3 )3
3
2
3 3/2
3 3
[1
(4
+
x
)
+
x
3x
](1
+
x
)
x(4
+
x
) (1 + x3 )1/2 3x2
3
2
=
3
3
4
(1 + x )
9 3
3
3 1/2
3
3
3 3/2
3 (4 + x + 3x )(1 + x ) 2 x (4 + x )(1 + x )
=
4
(1 + x3 )3
9 3
3
3 1/2
3
3 3/2
3 (4 + 4x )(1 + x ) 2 x (4 + x )(1 + x )
=
4
(1 + x3 )3
9 3
3
3 1/2
3
3 3/2
3 4(1 + x )(1 + x ) 2 x (4 + x )(1 + x )
=
4
(1 + x3 )3
9 3
3 5/2
x (4 + x3 )(1 + x3 )1/2
4(1
+
x
)
3
2
=
4
(1 + x3 )3
9 3
3
3 1/2
3 5/2
2(1 + x3 )1/2
4(1 + x ) x (4 + x )(1 + x )
3
2
=
4
(1 + x3 )3 2(1 + x3 )1/2
9
3 5/2
3 1/2
x3 (4 + x3 )(1 + x3 )1/2 2(1 + x3 )1/2
3 4(1 + x ) 2(1 + x )
2
=
4
2(1 + x3 )5/2
=
4
2(1 + x3 )5/2
4
2(1 + x3 )5/2
4
2(1 + x3 )5/2
4 2(1 + x3 )5/2
3(x6 + 20x3 8)
3(8 20x3 x6 )
=
8(1 + x3 )5/2
8(1 + x3 )5/2
10