Trapezoidal Rule of Integration

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

9/20/2020 http://numericalmethods.eng.usf.edu 1
 Trapezoidal Rule of
Integration

http://numericalmethods.eng.usf.edu
 What is Integration
b

 f ( x )dx
Integration: y
a

f(x)
The process of measuring
the area under a function
plotted on a graph.

b
I   f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of integration
a b x
b= upper limit of integration

3 http://numericalmethods.eng.usf.edu
 Basis of Trapezoidal Rule
Trapezoidal Rule is based on the Newton-Cotes
Formula that states if one can approximate the
integrand as an nth order polynomial…

b
I   f ( x )dx where f ( x )  fn( x )
a

and f n ( x )  a0  a1 x  ...  an 1 x n 1  an x n

4 http://numericalmethods.eng.usf.edu
 Basis of Trapezoidal Rule
Then the integral of that function is approximated
by the integral of that nth order polynomial.
b b

 f ( x )   fn( x )
a a

Trapezoidal Rule assumes n=1, that is, the area

under the linear polynomial,
b
   f ( a )  f ( b )
 f ( x )dx ( b a ) 2 
a

5 http://numericalmethods.eng.usf.edu
 Derivation of the Trapezoidal Rule

6 http://numericalmethods.eng.usf.edu
 Method Derived From Geometry
b

 f ( x )dx
1

The area under the y

a

f(x)
curve is a trapezoid.
The integral
b

 f ( x)dx  Area of
a
trapezoid
f1(x)
1
 ( Sum of parallel sides )( height )
2
1
  f ( b )  f ( a )( b  a )
2
 f ( a )  f ( b )
 ( b  a )  a b x
 2
Figure 2: Geometric Representation
7 http://numericalmethods.eng.usf.edu
 Example 1
The vertical distance covered by a rocket from t=8 to
t=30 seconds is given by:

30
  140000  
x    2000 ln    9.8t dt
8 140000  2100t  

a) Use single segment Trapezoidal rule to find the distance covered.

b) Find the true error, E t for part (a).
c) Find the absolute relative true error, a for part (a).

8 http://numericalmethods.eng.usf.edu
 Solution
 f ( a )  f ( b )
a) I  ( b  a ) 
 2
a 8 b  30
 140000 
f ( t )  2000 ln    9.8t
140000  2100t 

 140000 
f ( 8 )  2000 ln    9.8( 8 )  177.27 m / s
140000  2100( 8 )

 140000 
f ( 30 )  2000 ln    9.8( 30 )  901.67 m / s
140000  2100( 30 )

9 http://numericalmethods.eng.usf.edu
 Solution (cont)
177.27  901.67 
a) I  ( 30  8 ) 
 2

 11868 m

b) The exact value of the above integral is

30
  140000  
x    2000 ln    9.8t dt  11061 m
8 140000  2100t  

10 http://numericalmethods.eng.usf.edu
 Solution (cont)
b) Et  True Value  Approximate Value
 11061  11868
 807 m

c) The absolute relative true error, t , would be

11061  11868
t   100  7.2959%
11061

11 http://numericalmethods.eng.usf.edu
 Multiple Segment Trapezoidal Rule

In Example 1, the true error using single segment trapezoidal rule was
large. We can divide the interval [8,30] into [8,19] and [19,30] intervals
and apply Trapezoidal rule over each segment.

 140000 
f ( t )  2000 ln   9.8t
 140000  2100t 
30 19 30

 f ( t )dt   f ( t )dt   f ( t )dt

8 8 19

 f ( 8 )  f ( 19 )  f ( 19 )  f ( 30 )
 ( 19  8 )   ( 30  19 ) 
 2   2
12 http://numericalmethods.eng.usf.edu
 Multiple Segment Trapezoidal Rule
With

f ( 8 )  177.27 m / s
f ( 30 )  901.67 m / s
f ( 19 )  484.75 m / s
Hence:

177.27  484.75   484.75  901.67 

30


8
f (t )dt  (19  8) 
 2   ( 30  19 )  2 

 11266 m
13 http://numericalmethods.eng.usf.edu
 Multiple Segment Trapezoidal Rule
The true error is:
Et  11061 11266
 205 m

The true error now is reduced from -807 m to -205 m.

Extending this procedure to divide the interval into equal

segments to apply the Trapezoidal rule; the sum of the
results obtained for each segment is the approximate
value of the integral.

14 http://numericalmethods.eng.usf.edu
 Multiple Segment Trapezoidal Rule
y
f(x)
Divide into equal segments
as shown in Figure 4. Then
the width of each segment is:
ba
h
n
The integral I is:

b
I   f ( x )dx
a a
ba ba ba b x
a a2 a3
4 4 4

Figure 4: Multiple (n=4) Segment Trapezoidal Rule

15 http://numericalmethods.eng.usf.edu
 Multiple Segment Trapezoidal Rule
The integral I can be broken into h integrals as:
b ah a  2h a  ( n 1 )h b
 f ( x )dx   f ( x )dx   f ( x )dx  ...   f ( x )dx   f ( x )dx
a a ah a  ( n  2 )h a  ( n 1 )h

Applying Trapezoidal rule on each segment gives:

b
ba n 1  
 f ( x )dx   f ( a )  2  f ( a  ih )  f ( b )
a 2n   i 1 

16 http://numericalmethods.eng.usf.edu
 Example 2
The vertical distance covered by a rocket from to seconds is
given by:
30
  140000  
x    2000 ln    9.8t dt
8 140000  2100t  

a) Use two-segment Trapezoidal rule to find the distance covered.

b) Find the true error, Et for part (a).
c) Find the absolute relative true error, a for part (a).

17 http://numericalmethods.eng.usf.edu
 Solution
a) The solution using 2-segment Trapezoidal rule is

ba n 1  
I  f ( a )  2  f ( a  ih )  f ( b )
2n   i 1  

n2 a8 b  30

ba 30  8
h   11
n 2

18 http://numericalmethods.eng.usf.edu
 Solution (cont)
Then:
30  8  2 1  
I  f ( 8 )  2  f ( a  ih )  f ( 30 )
2( 2 )   i 1  
22
  f ( 8 )  2 f ( 19 )  f ( 30 )
4

22
 177.27  2( 484.75 )  901.67
4

 11266 m

19 http://numericalmethods.eng.usf.edu
 Solution (cont)
b) The exact value of the above integral is
30
  140000  
x    2000 ln    9.8t dt  11061 m
8 140000  2100t  

so the true error is

E t  True Value  Approximate Value

 11061  11266

20 http://numericalmethods.eng.usf.edu
 Solution (cont)
The absolute relative true error, t , would be

True Error
t   100
True Value

11061  11266
  100
11061

 1.8534%

21 http://numericalmethods.eng.usf.edu
 Solution (cont)
Table 1 gives the values n Value Et t % a %
obtained using multiple 1 11868 -807 7.296 ---
segment Trapezoidal rule for 2 11266 -205 1.853 5.343
30 3 11153 -91.4 0.8265 1.019
  140000  
x    2000 ln    9.8t dt 4 11113 -51.5 0.4655 0.3594
8 140000  2100t  
5 11094 -33.0 0.2981 0.1669
6 11084 -22.9 0.2070 0.09082
Exact Value=11061 m
7 11078 -16.8 0.1521 0.05482
8 11074 -12.9 0.1165 0.03560
Table 1: Multiple Segment Trapezoidal Rule Values

22 http://numericalmethods.eng.usf.edu
 Example 3
Use Multiple Segment Trapezoidal Rule to find
the area under the curve
300 x
f(x) from x0 to x  10
1 ex

Using two segments, we get 10  0

h 5 and
2

300( 0 ) 300( 5 ) 300( 10 )

f(0) 0 f (5)   10.039 f ( 10 )   0.136
1 e 0
1 e 5
1 e 10

23 http://numericalmethods.eng.usf.edu
 Solution
Then:

ba n 1  
I  f ( a )  2  f ( a  ih )  f ( b )
2n   i 1  

10  0  2 1  
  f ( 0 )  2  f ( 0  5 )  f ( 10 )
2( 2 )   i 1  


10
 f ( 0 )  2 f ( 5 )  f ( 10 )  10 0  2( 10.039 )  0.136
4 4

 50.535

24 http://numericalmethods.eng.usf.edu
 Solution (cont)
So what is the true value of this integral?
10
300 x
 dx  246.59
01 e
x

Making the absolute relative true error:

246.59  50.535
t   100%
246.59

 79.506%

25 http://numericalmethods.eng.usf.edu
 Solution (cont)
Table 2: Values obtained using Multiple Segment
Trapezoidal Rule for: 10
300 x
 dx
01 e
x

n Approximate
Et t
Value
1 0.681 245.91 99.724%
2 50.535 196.05 79.505%
4 170.61 75.978 30.812%
8 227.04 19.546 7.927%
16 241.70 4.887 1.982%
32 245.37 1.222 0.495%
64 246.28 0.305 0.124%
26 http://numericalmethods.eng.usf.edu
 Error in Multiple Segment
Trapezoidal Rule
The true error for a single segment Trapezoidal rule is given by:
( b  a )3
Et  f " (  ), a    b where  is some point in a ,b
12
What is the error, then in the multiple segment Trapezoidal rule? It will
be simply the sum of the errors from each segment, where the error in
each segment is that of the single segment Trapezoidal rule.

The error in each segment is

( a  h )  a 3
E1  f " (  1 ), a   1  a  h
12
h3
 f " ( 1 )
12
27 http://numericalmethods.eng.usf.edu
 Error in Multiple Segment
Trapezoidal Rule
Similarly:
( a  ih )  ( a  ( i  1 )h )3
Ei  f " (  i ), a  ( i  1 )h   i  a  ih
12
h3
 f " ( i )
12
It then follows that:

b  a  ( n  1 )h3
En  f " (  n ), a  ( n  1 )h   n  b
12

h3
 f" (n )
12
28 http://numericalmethods.eng.usf.edu
 Error in Multiple Segment
Trapezoidal Rule
Hence the total error in multiple segment Trapezoidal rule is
n
n
h3 n  f " ( i )
Et   Ei  3
  f " ( i ) 
12 i 1
( b a ) i 1
i 1
12n 2 n
n

The term  f " ( i )

is an approximate average value of the f " ( x ), a  x  b
i 1
n
n
Hence:
 f " ( i )
(b  a ) 3
i 1
Et 
12n 2 n

29 http://numericalmethods.eng.usf.edu
 Error in Multiple Segment
Trapezoidal Rule
30
  140000  
Below is the table for the integral  2000 ln 140000  2100t   9.8t dt

8

as a function of the number of segments. You can visualize that as the

number of segments are doubled, the true error gets approximately quartered.

n Value Et t % a %
2 11266 -205 1.854 5.343

4 11113 -51.5 0.4655 0.3594

8 11074 -12.9 0.1165 0.03560
16 11065 -3.22 0.02913 0.00401

30 http://numericalmethods.eng.usf.edu
 Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

http://numericalmethods.eng.usf.edu/topics/trapezoidal
_rule.html
 THE END

http://numericalmethods.eng.usf.edu