Numerical integration

Joko Wintoko
Matematika Teknik Kimia 2
JTK/FT/UGM/2011
 Numerical integration
• There are two main reasons to do numerical
integration:
– analytical integration may be impossible or infeasible,
or
– you may wish to integrate tabulated data rather than
known functions.
• Methods:
– Trapezoidal rule
– Simpson's rule
– Gauss quadrature
 Manual method

Manual method for determining integral by superimposing a grid on a graph of the

integrand. The boxes indicated in grey are counted.
Newton-Cotes Integration
Trapezoidal rule
Trapezoidal rule
Simpson’s Rule
 Basis of Simpson’s 1/3 Rule rd

Trapezoidal rule was based on approximating the

integrand by a first order polynomial, and then
integrating the polynomial in the interval of
integration. Simpson’s 1/3rd rule is an extension of
Trapezoidal rule where the integrand is approximated
by a second order polynomial.
Hence
b b
I   f ( x )dx   f 2 ( x )dx
a a

Where f2( x ) is a second order polynomial.

f 2 ( x )  a0  a1 x  a2 x 2
Basis of Simpson’s 1/3 Rulerd
b b
I   f ( x )dx   f 2 ( x )dx
a a

f 2 ( x )  a0  a1 x  a2 x 2
f(x)

f2(x)
Basis of Simpson’s 1/3 Rule rd

Choose

 a  b  a  b 
( a , f ( a )),  ,f  , and ( b , f ( b ))
 2  2 
as the three points of the function to evaluate a0, a1 and a2.

f ( a )  f 2 ( a )  a 0  a1 a  a 2 a 2
2
a  b a  b a  b a  b
f   f2    a 0  a1    a2  
 2   2   2   2 

f ( b )  f 2 ( b )  a 0  a1b  a 2 b 2
 Basis of Simpson’s 1/3 Rule rd

Solving the previous equations for a0, a1 and a2 give

2 a  b 2
a f ( b )  abf ( b )  4abf    abf ( a )  b f ( a )
a0   2 
a 2  2ab  b 2
a  b a  b
af ( a )  4af    3af ( b )  3bf ( a )  4bf    bf ( b )
a1    2   2 
a 2  2ab  b 2
 a  b 
2 f ( a )  2 f    f ( b ) 
 2 
a2   
a 2  2ab  b 2
Basis of Simpson’s 1/3 Rule
rd

Then b
If2(x)dx
a

a 2  dx
b
2
 a
x
0 1ax
a

3b
 x 2
x

ax
0 
a1 a
2 
 2 3
a

22 33

bab a

a
0(
b
a
)a
1 
a2
2 3
Basis of Simpson’s 1/3 Rule rd

Substituting values of a0, a1, a 2 give

b
ba a  b 
 f 2 ( x )dx   f(a) 4 f    f ( b )
a 6   2  

Since for Simpson’s 1/3rd Rule, the interval [a, b] is

broken
into 2 segments, the segment width
ba
h
2
 Basis of Simpson’s 1/3 Rule rd

f x  x 0.03x  2.4x10  0

3 2 6
Hence
b

h 
a
b 

f(x
)
dxf
(
a
)4
ff
(b
)
 
2
a 3
 2 
Because the above form has 1/3 in its formula,
it is called Simpson’s 1/3rd Rule.
Gaussian quadratures
 Gaussian Quadratures
• Newton-Cotes Formulae
– use evenly-spaced functional values

• Gaussian Quadratures
– select functional values at non-uniformly distributed
points to achieve higher accuracy
– change of variables so that the interval of integration
is [-1,1]
– Gauss-Legendre formulae
 Gaussian Quadratures

Trapezoidal rule Gaussian quadrature

 Gaussian Quadrature on [-1, 1]
1 n

 f ( x )dx   c i f ( x i )  c 1 f ( x 1 )  c 2 f ( x 2 )    c n f ( x n )
1
i 1

1
n2:  1
f(x)dx
 c 1 f(x 1 )  c 2 f(x 2 )

-1 x1 x2 1
• Choose (c1, c2, x1, x2) such that the method
yields “exact integral” for f(x) = x0, x1, x2, x3
Gaussian Quadrature on [-1, 1]
1
n2: 
1
f(x)dx  c 1 f(x 1 )  c 2 f(x 2 )
Exact integral for f = x0, x1, x2, x3
– Four equations for four unknowns
f 1
 1   1dx  2  c 1  c 2 c 1  1
 1
c  1
 1
 2
f  x   xdx  0  c 1 x 1  c 2 x 2 1
1 
 12   x1 
f  x   x dx   c 1 x 12  c 2 x 22
2 2
 3
 1 3  1
f 1
 x   x 3 dx  0  c 1 x 13  c 2 x 23
3  x2  3
 1


1 1 1
I   f ( x )dx  f (  ) f ( )
1
3 3
Gaussian Quadrature on [-1, 1]
1
n3: 
1
f ( x )dx  c 1 f ( x 1 )  c 2 f ( x 2 )  c 3 f ( x 3 )

-1 x1 x2 x3 1
• Choose (c1, c2, c3, x1, x2, x3) such that
the method yields “exact integral” for
f(x) = x0, x1, x2, x3,x4, x5
Gaussian Quadrature on [-1, 1]
1
f  1   x 0 dx  2  c1  c2  c3
1
1
f  x   xdx  0  c1 x1  c2 x2  c3 x3
1 c1  5 / 9
1 c  8 / 9
2  2
f  x   x dx   c1 x12  c2 x22  c3 x32
2 2

1
3 c3  5 / 9

 x1   3 / 5
1
f  x 3   x 3 dx  0  c1 x13  c2 x23  c3 x33
1
 x2  0
1

2  x3  3 / 5
f  x   x dx   c1 x14  c2 x24  c3 x34
4 4

1
5
1
f  x 5   x 5 dx  0  c1 x15  c2 x25  c3 x35
1
Gaussian Quadrature on [-1, 1]

Exact integral for f = x0, x1, x2, x3, x4, x5

1 5 3 8 5 3
I f ( x )dx  f (  ) f (0 ) f ( )
1 9 5 9 9 5
Gaussian Quadrature on [a, b]
Coordinate transformation from [a,b] to [-1,1]

ba ba
t x
2 2
 x  1  t  a

x  1  t  b

a t1 t2 b
b 1 ba ba ba 1

a
f ( t )dt  
1
f(
2
x
2
)(
2
)dx   g ( x )dx
1
 Example: Gaussian Quadrature
4

Evaluate I  te 2 t dt  5216.926477
0

Coordinate transformation
ba ba
t x  2 x  2 ; dt  2dx
2 2
4 1 1
I   te dt   ( 4 x  4 )e
2t 4 x4
dx   f ( x )dx
0 1 1

Two-point formula
4 4
1 1 1 4 4 4 4
I   f ( x )dx  f ( ) f ( ) (4  )e 3
(4  )e 3
1
3 3 3 3
 9.167657324  3468.376279  3477.543936 (   33.34%)
Example: Gaussian Quadrature
Three-point formula
1 5 8 5
I   f ( x )dx  f (  0.6 )  f ( 0 )  f ( 0.6 )
1 9 9 9
5 4  0.6 8 5
 ( 4  4 0.6 )e  ( 4 )e  ( 4  4 0.6 )e 4  0.6
4

9 9 9
5 8 5
 ( 2.221191545 )  ( 218.3926001 )  ( 8589.142689 )
9 9 9
 4967.106689 (   4.79%)

Four-point formula
I   f ( x )dx  0.34785 f ( 0.861136 )  f ( 0.861136 )
1

1
 0.652145 f ( 0.339981 )  f ( 0.339981 )
 5197.54375 (   0.37%)
 Integration with unequal
segments
• Trapezoidal rule with unequal segments
 Contoh
• Kerja yang dilakukan oleh sebuah proses termodinamis
dengan suhu tetap dapat dihitung dengan persamaan:

W   pdV
dengan W = kerja, p = tekanan, dan V = volume.
Hitunglah kerja yang dilakukan dengan data sebagai
berikut:
Tekan 336 494.4 266.4 260.8 260.5 249.6 193.6 165.6
an,
kPa
Volum 0.5 2 3 4 6 8 10 11
e, m3
Memakai aturan trapezoidal

P V DV Pi+1 + Pi Ii = DV/2*(Pi+1 + Pi)

336 0.5      
294.4 2 1.5 630.4 472.8
266.4 3 1 560.8 280.4
260.8 4 1 527.2 263.6
260.5 6 2 521.3 521.3
249.6 8 2 510.1 510.1
193.6 10 2 443.2 443.2
165.6 11 1 359.2 179.6
 I 2671
 Memakai aturan trapezoidal
• Jadi kerja yang dilakukan adalah 2671 kJ
Memakai aturan Simpson 1/3
Faktor utk
P
V P DV (Simpson'
Faktor * P Pi+1 + Pi Ii Metode
s rule)
0.5 336          
Trapz
2 294.4 1.5     630.4 472.8

2 294.4   1 294.4  
3 266.4 1 4 1065.6   540.2667 Simps
4 260.8 1 1 260.8  

4 260.8   1 260.8  
6 260.5 2 4 1042   1034.933 Simps
8 249.6 2 1 249.6  

8 249.6          
10 193.6 2     443.2 443.2 Trapz
11 165.6 1     359.2 179.6
I 2670.8  
 Memakai aturan Simpson 1/3
• Jadi kerja yang dilakukan adalah 2670,8
kJ