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Calc 1 Lecture Notes Section 4.7 1 of 8: FXDXM FC X Ba X N C A Xi

This document provides lecture notes on numerical integration techniques, including the midpoint rule, trapezoidal rule, and Simpson's rule. It defines each technique using geometric shapes (rectangles, trapezoids, parabolas) to approximate definite integrals. Formulas are given for computing approximations using each method, along with examples and derivations. Error bounds on the approximations are also presented, showing the techniques converge at different rates depending on properties of the integrated function.

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masyuki1979
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42 views8 pages

Calc 1 Lecture Notes Section 4.7 1 of 8: FXDXM FC X Ba X N C A Xi

This document provides lecture notes on numerical integration techniques, including the midpoint rule, trapezoidal rule, and Simpson's rule. It defines each technique using geometric shapes (rectangles, trapezoids, parabolas) to approximate definite integrals. Formulas are given for computing approximations using each method, along with examples and derivations. Error bounds on the approximations are also presented, showing the techniques converge at different rates depending on properties of the integrated function.

Uploaded by

masyuki1979
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
You are on page 1/ 8

Calc 1 Lecture Notes Section 4.

7 Page 1 of 8
Section 4.7: Numerical Integration
Big idea: There are several techniques, each using different geometric shapes, for computing a
numerical approximation to a given definite integral. Some of those shapes are: rectangles
(Midpoint Rule), trapezoids (Trapezoidal Rule), and parabolas (Simpsons Rule).
Big skill: You should be able to calculate numerical approximations of definite integrals using
the midpoint rule, the trapezoidal rule, and Simpsons rule.
Midpoint Rule: Uses rectangles whose height is determined at the midpoint of each interval and
whose width is simply the width of the interval.
Picture:
Rule: ( ) ( )
1
b
n
n i
i
a
f x dx M f c x

, where
b a
x
n

, and
1
2
i
c a x i
_
+

,
.
On a TI graphing calculator:
M
n
= sum(seq(f( a+x (I-0.5) )*x ,I, 1, n, 1))
Or
M
n
= sum(seq(f(X) *x,X,a+x/2,b-x/2, x))
OR
Y1 = 1+(X-0.5)* x, then
M
n
= sum(seq(f( Y1 )*x ,X, 1, n, 1))
Practice:
1.
1
3
2
1
4
3
x dx

Note: the exact answer is


1 4 4 4
3 3 3 3
2
2
1
1
4
2 1 1.519 842 100
3
x dx x

Calc 1 Lecture Notes Section 4.7 Page 2 of 8


2.
4 2
0
sin
x
dx

_

,

Trapezoid Rule: Uses sideways trapezoids whose bases are vertical segments at the endpoints
of each interval and whose height is the width of each interval. Recall: the area of a trapezoid is
( )
1 2
1
2
trap
A b b h +
Picture:
Rule:
( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
0 1 1 2 1
0 1 2 1
1
1
2 2 2
2 2 2
2
2
2
b
n
a
n n
n
n n n
n
n i
i
f x dx T
f x f x f x f x f x f x
T x
x
T f x f x f x f x f x
x
T f a f x f b

+ + + 1
+ + +
1
]

+ + + + + 1
]
1
+ +
1
]

K
K
where
b a
x
n

and
i
x a x i +
.
On a TI graphing calculator:
T
n
= (f(a) + f(b))* x/2 + sum(seq(f( a+x *I )*x , I, 1, n-1, 1))
Or
T
n
= (f(a) + f(b))* x/2 + sum(seq(f(X) *x, X, a+x, b-x, x))
Or
You can take the average of the left and right endpoint evaluations.
Calc 1 Lecture Notes Section 4.7 Page 3 of 8
Practice:
1.
1
3
2
1
4
3
x dx

2.
4 2
0
sin
x
dx

_

,

Simpsons Rule: Top off pairs of intervals with a parabola, and then sum up the exact areas
under all those approximate parabolas. This technique gives exact answers for polynomials of
degree three or less.
Picture:
Calc 1 Lecture Notes Section 4.7 Page 4 of 8
Magnified view of the parabola fit to the curve on the interval [1, 1.25] using the points
( 1.000, f(1.000) ), ( 1.125, f(1.125) ), and ( 1.250, f(1.250) ). Its a pretty darn good fit, eh?
Rule:
( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
0 1 2 3 1
/ 2
2 1 2
1
4 2 4 4
3
4 2
3
b
n
a
n n n
n
n i i
i
f x dx S
x
S f x f x f x f x f x f x
x
S f a f x f x f b

+ + + + + + 1
]
1
+ +
1
]

K
where
b a
x
n

and
i
x a x i +
.
Note: you must have an even number of intervals, since the parabolas are fit to pairs of intervals.
On a TI graphing calculator:
S
n
= (f(a) - f(b))* x/3 + sum(seq( (4f(a+x*(2I-1)) + 2f(a+x*2*I) )*x/3, I, 1, n/2, 1))
Or
S
n
= (f(a) - f(b))* x/3 + sum(seq( (4f(X) + 2f(X+x))*x/3, X, a+x, b-x, 2*x))
Practice:
1.
1
3
2
1
4
3
x dx

2.
4 2
0
sin
x
dx

_

,

Calc 1 Lecture Notes Section 4.7 Page 5 of 8


Calc 1 Lecture Notes Section 4.7 Page 6 of 8
Derivation of Simpsons Rule:
To begin, we need a formula for the parabola that passes through 3 given points. We have the
advantage that our points are uniformly separated by x in the x-direction. Also, to make the
algebra simpler, well switch to a coordinate system where the middle point lies on the x-axis, as
shown in the left-hand picture below. The parabola that actually passes through the points is
shown on the right hand side.

The equation for a parabola is:
2
y ax bx c + +
( )
( )
0
0 0 0
0
x
y c f
c f

+ +

( ) ( ) ( ) ( )
2
0
x x
y a x b x f f x
t
t + t + t
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( )
( ) ( ) ( ) ( )
( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
( )
( ) ( )
2 2
2 2
2
2
0 0
0 0
2 2 0 2
2 0
2
2
a x b x f f x a x b x f f x
a x b x f f x a x b x f f x
a x f f x f x b x f x f x
f x f x f f x f x
a b
x
x
+ + + + +
+ + +
+ +
+

Calc 1 Lecture Notes Section 4.7 Page 7 of 8


The area under the fit parabola is:
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
( ) ( ) ( )
( )
( ) ( )
( ) ( ) ( ) ( )
2
3 2
3 3 2 2
3
3
2
3 2
3 2
2
2
3
2 0
2
2 0
3
2
1
4 0
3
x
x
x
x
A ax bx c dx
a b
x x cx
a b
x x x x c x x
a
x c x
f x f x f
x f x
x
f x f f x x

+ +
_
+ +

,
+ +
+
+
+

+ +

Since we are fitting parabolas to the points x


i-2
, x
i-1
, and x
i
, for intervals of [x
i-2
, x
i
] the area under
the parabola for each double intervals is:
( ) ( ) ( ) ( )
interval 2 1
1
4
3
i i i
A f x f x f x x

+ + .
Thus,
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
0 1 2
2 3 4
4 5 5
2 1
0 1 2 3 1
/ 2
0 2 1 2
1
1
4
3
1
4
3
1
4
3
1
4
3
1
4 2 4 4
3
4 2
3
n
n n n
n n
n
i i n
i
S f x f x f x x
f x f x f x x
f x f x f x x
f x f x f x x
f x f x f x f x f x f x x
x
f x f x f x f x

+ +
+ + +
+ + +
+ + + +
+ + + + + + 1
]
1
+ +
1
]

K
K
Calc 1 Lecture Notes Section 4.7 Page 8 of 8
Error Bounds for Numerical Integration
Theorem 7.1: Error bounds for the midpoint and trapezoidal rules.
Let ET
n
be the error in using the (n+1)-point trapezoidal rule:
ET
n
= exact value approximate value = ( )
b
n
a
f x dx T

,
and let EM
n
be the error in using the midpoint rule:
EM
n
= exact value approximate value = ( )
b
n
a
f x dx M

,
If f (x) is continuous on [a, b] and | f (x)| K for all x [a, b], then
( )
3
2
12
n
b a
ET K
n

And
( )
3
2
24
n
b a
EM K
n

.
Theorem 7.2: Error bounds for Simpsons rule.
Let ES
n
be the error in using the (n+1)-point Simpsons rule:
ES
n
= exact value approximate value = ( )
b
n
a
f x dx S

,
If f
(4)
(x) is continuous on [a, b] and | f
(4)
(x)| L for all x [a, b], then
( )
5
4
180
n
b a
ES L
n

.
Practice:
How many intervals are needed to get an accuracy of 5 decimal places (i.e., error less
than 0.000 01) in the approximation of
2
1
1
dx
x

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