NUMERICAL

INTEGRATION
Dr.rer.nat. Wiwin Windupranata
GD2203 Estimation and Approximation
Geodesy and Geomatics Engineering Study
Program, FITB - ITB
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Newton-Cotes Integration Formula

• The Newton-Cotes formulas are the most common
numerical integration schemes.
• They are based on the strategy of replacing a complicated
function or tabulated data with an approximating function
that is easy to integrate
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Newton-Cotes Integration Formula

The approximation of an integral by the area under

(a) a single straight line and (b) a single parabola
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Newton-Cotes Integration Formula

The approximation of an integral by the area under three straight-line segments

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Newton-Cotes Integration Formula

The difference between

(a) closed and (b) open integration formulas
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The Trapezoidal Rule

• The trapezoidal rule is the first of the Newton-Cotes
closed integration formulas.
• It corresponds to the case where the polynomial is in the
first-order:
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The Trapezoidal Rule

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The Trapezoidal Rule

Graphical depiction of the trapezoidal rule

or
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The Trapezoidal Rule

(a) The formula for computing the area of a trapezoid: height times
the average of the bases.
(b) For the trapezoidal rule, the concept is the same but the trapezoid
is on its side.
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The Trapezoidal Rule

• Error in the Trapezoidal Rule

Graphical depiction of
the use of a single
application of the
trapezoidal rule to
approximate the
integral of

f(x) = 0.2 + 25x − 200x2 +

675x3 − 900x4 + 400x5

from x = 0 to 0.8
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The Trapezoidal Rule

Example
• Use the trapezoidal rule to numerically integrate the
following equation for a=0 to b=0.8

• Exact solution ???

1.640533
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The Trapezoidal Rule

• Approximate Error
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The Multiple App. of Trapezoidal Rule

One way to improve the accuracy of the trapezoidal rule is
to divide the integration interval from a to b into a number
of segments and apply the method to each segment
Illustration of the multiple application
trapezoidal rule.
(a) two segments,
(b) three segments,
(c) four segments, and
(d) five segments.
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The Multiple App. of Trapezoidal Rule

• The areas of individual segments can then be added to
yield the integral for the entire interval. The resulting
equations are called multiple-application, or composite,
integration formulas
• There are n + 1 equally spaced base points (x0, x1, x2,
…, xn). Consequently, there are n segments of equal
width
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The Multiple App. of Trapezoidal Rule

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The Multiple App. of Trapezoidal Rule

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The Multiple App. of Trapezoidal Rule

Example
• Use the two-segment trapezoidal rule to estimate the
integral of

• from a = 0 to b = 0.8, remember the correct value is

1.640533
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The Multiple App. of Trapezoidal Rule

• Notice how the error decreases as the number of segments

increases. However, also notice that the rate of decrease is
gradual.
• This is because the error is inversely related to the square of n
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Quiz
• Use the multiple application of trapezoidal rule to estimate
the integral of

• for n = 3 to 10, remember the exact value is 1.640533

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Simpson’s Rule
• Aside from applying the trapezoidal rule with finer
segmentation, another way to obtain a more accurate
estimate of an integral is to use higher-order polynomials
to connect the points
• For example, if there is an extra point midway between
f(a) and f(b), the points can be connected with a parabola
or with a third-order polynomial
• The formulas that result from taking the integrals under
these polynomials are called Simpson’s rules.
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Simpson’s Rule

(a) Graphical depiction of Simpson’s 1/3 rule: It consists of taking the area under a
parabola connecting three points.
(b) Graphical depiction of Simpson’s 3/8 rule: It consists of taking the area under
a cubic equation connecting four points.
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Simpson’s 1/3 Rule

• Simpson’s 1/3 Rule uses second order interpolating
polynomial
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Simpson’s 1/3 Rule

• After integration and algebraic manipulation
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Simpson’s 1/3 Rule

Example
• Use the Simpson’s 1/3 Rule to estimate the integral of

• from a = 0 to b = 0.8, remember the correct value is

1.640533
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The Multiple App. of Simp’s 1/3 Rule

• Just as with the trapezoidal rule, Simpson’s rule can be
improved by dividing the integration interval into a number
of segments of equal width

• The total integral can be represented as

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The Multiple App. of Simp’s 1/3 Rule

• Substituting Simpson’s 1/3 rule for the individual integral
yields

• or
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The Multiple App. of Simp’s 1/3 Rule

Graphical representation of the multiple application of Simpson’s 1/3

rule. Note that the method can be employed only if the number of
segments is even.
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The Multiple App. of Simp’s 1/3 Rule

• Error Estimate

• Where is the fourth derivative for the interval

• Using the previous example
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Simpson’s 3/8 Rule

• In a similar manner to the derivation of the trapezoidal
and Simpson’s 1/3 rule, a third order Lagrange polynomial
can be fit to four points and integrated

• to yield

• where h = (b – 1)/3
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Simpson’s 3/8 Rule

• This equation is called Simpson’s 3/8 rule because h is
multiplied by 3/8. It is the third Newton-Cotes closed
integration formula.
• The 3/8 rule can also be expressed in the form of

• and the approximate error

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THANK YOU
Dr.rer.nat. Wiwin Windupranata
GD2203 Estimation and Approximation
Geodesy and Geomatics Engineering Study
Program, FITB - ITB