Approximate Integration: HCMC - 2019

APPROXIMATE INTEGRATION
ELECTRONIC VERSION OF LECTURE
HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics
HCMC — 2019.
(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 1 / 34

OUTLINE
1 PROBLEMS

OUTLINE
1 PROBLEMS
2 TRAPEZOIDAL RULE

OUTLINE
1 PROBLEMS
2 TRAPEZOIDAL RULE
3 SIMPSON’S RULE

Problems
PROBLEMS
There are two situations in which it is impossible to

find the exact value of a definite integral.

Problems
PROBLEMS

1
It is difficult, or even impossible, to find an
Z 1
2
antiderivative. For example e x d x,
Z 1p 0
1 + x 3 d x.
−1

Problems
PROBLEMS

1
It is difficult, or even impossible, to find an
Z 1
2
antiderivative. For example e x d x,
Z 1p 0
1 + x 3 d x.
−1
2
The function is determined from a scientific
experiment through instrument readings or
collected data. There may be no formula for the
function.
Trapezoidal Rule Riemann sum
RIEMANN SUM
Suppose the interval [a, b] is partitioned into n equal

b−a
parts, each of width ∆x = h = by the subdivision
n
points a = x 0 , x 1 = x 0 + h, . . . , x k = x 0 + kh, . . . , x n = b.
Then we have
Z b n
X
f (x)d x ≈ f (x i∗ )∆x, (1)
a i =1
where x i∗ is any point in the i th subinterval [x i −1 , x i ].

Trapezoidal Rule Left endpoint approximation
If x i∗ is chosen to be the left endpoint of the interval,

then x i∗ = x i −1 and we have
Z b n
X
f (x)d x ≈ L n = f (x i −1 )∆x (2)
a i =1

Trapezoidal Rule Left endpoint approximation
If x i∗ is chosen to be the left endpoint of the interval,

then x i∗ = x i −1 and we have
Z b n
X
f (x)d x ≈ L n = f (x i −1 )∆x (2)
a i =1

Trapezoidal Rule Right endpoint approximation
If x i∗ is chosen to be the right endpoint of the

interval, then x i∗ = x i and we have
Z b n
X
f (x)d x ≈ R n = f (x i )∆x (3)
a i =1

Trapezoidal Rule Right endpoint approximation
If x i∗ is chosen to be the right endpoint of the

interval, then x i∗ = x i and we have
Z b n
X
f (x)d x ≈ R n = f (x i )∆x (3)
a i =1

Trapezoidal Rule Midpoint approximation
If x i∗ is chosen to be the midpoint of the interval,

x i −1 + x i
then x i∗ = and we have
2
Z b n ³x + x ´
i −1 i
∆x
X
f (x)d x ≈ M n = f (4)
a i =1 2

Trapezoidal Rule Midpoint approximation
If x i∗ is chosen to be the midpoint of the interval,

x i −1 + x i
then x i∗ = and we have
2
Z b n ³x + x ´
i −1 i
∆x
X
f (x)d x ≈ M n = f (4)
a i =1 2

Trapezoidal Rule Trapezoidal Rule
TRAPEZOIDAL RULE
Let y k = f (x k ), k = 0, 1, . . . , n
hh i
The k − t h trapezoid has area f (x k−1 ) + f (x k ) .
2

TRAPEZOIDAL RULE
Let y k = f (x k ), k = 0, 1, . . . , n
hh i
The k − t h trapezoid has area f (x k−1 ) + f (x k ) .
2

So the sum of these areas of n trapezoids is

Zb Zx1 Zx2 Zxn
f (x)d x = f (x)d x + f (x)d x + . . . + f (x)d x
a x0 x1 x n−1
y0 + y1 y1 + y2 y n−1 + y n
≈ Tn = h · +h · +...+h ·
2 2 2
h n−1
X h³ ´
Tn = (y k + y k+1 ) = y 0 + 2y 1 + 2y 2 + . . . + 2y n−1 + y n
2 k=0 2
(5)

Trapezoidal Rule Error Bounds
ERROR BOUNDS
DEFINITION 2.1
The error in using an approximation is defined to be
the amount that needs to be added to the
approximation to make it exact.
Z b
f (x)d x = appr oxi mat i on + er r or (6)
a

ERROR BOUNDS
DEFINITION 2.1
The error in using an approximation is defined to be
the amount that needs to be added to the
approximation to make it exact.
Z b
f (x)d x = appr oxi mat i on + er r or (6)
a
In general, we have
Z b Z b
ET = f (x)d x − Tn , EM = f (x)d x − M n
a a
THEOREM 2.1
Suppose | f 00 (x)| É K , for a É x É b. If E T and E M are the
errors in the Trapezoidal and Midpoint Rules, then
K (b − a)3 K (b − a)3
|E T | É , |E M | É (7)
12n 2 24n 2

EXAMPLE 2.1
Use the Trapezoidal Rule and Left endpoint, Right
endpoint, Midpoint Rules with n = 5 to approximate
2
dx
Z
the integral ·
1 x

EXAMPLE 2.1
Use the Trapezoidal Rule and Left endpoint, Right
endpoint, Midpoint Rules with n = 5 to approximate
2
dx
Z
the integral ·
1 x
SOLUTION.
2−1 1 k 1 5
h= = , x 0 = 1, x k = 1 + , y k = f (x k ) = =
5 5 5 1 + k5 5 + k
h P
µ ¶
4 1 P4 5 5
I≈ (y k + y k+1 ) = +
2 k=0 10 k=0 5 + k 5 + (k + 1)
≈ 0.695635

h³ ´
I≈ y 0 + 2y 1 + 2y 2 + 2y 3 + 2y 4 + y 5
2
CASIO.
0.2
A = A+ × B × (1 ÷ X ) : X = X + 0.2
2
CALC A=0, X=1, B=1=.
A=, X=, B=2=.
...,...,...
A=, X=2, B=1=.
Answer: I ≈ 0.695635

MIDPOINT
h ³x + x ´ ³x + x ´ ³x + x ´
0 1 1 2 2 3
I ≈h f +f +f +
2 2 2
³x + x ´ ³x + x ´i
3 4 4 5
+f +f
2 2
CASIO.
A = A + 0.2 × (1 ÷ X ) : X = X + 0.2
CALC A=0, X=1.1.
A=, X=.
...,...,...
A=, X=1.9.
Answer: I ≈ 0.691908
LEFT ENDPOINT
h i
I ≈ h f (x 0 ) + f (x 1 ) + f (x 2 ) + f (x 3 ) + f (x 4 )
CASIO.
A = A + 0.2 × (1 ÷ X ) : X = X + 0.2
CALC A=0, X=1.

A=, X=.
...,...,...
A=, X=1.8.
Answer: I ≈ 0.745635
RIGHT ENDPOINT
h i
I ≈ h f (x 1 ) + f (x 2 ) + f (x 3 ) + f (x 4 ) + f (x 5 )
CASIO.
A = A + 0.2 × (1 ÷ X ) : X = X + 0.2
CALC A=0, X=1.2.

A=, X=.
...,...,...
A=, X=2.
Answer: I ≈ 0.645635
2
dx
Z
Approximations to
1 x
n Ln Rn Tn Mn
5 0.745635 0.645635 0.695635 0.691908
10 0.718771 0.668771 0.693771 0.692835
20 0.705803 0.680803 0.693303 0.693069
2
dx
Z ¯2
The exact value = ln x ¯ = ln 2.
¯
1 x 1
Corresponding errors
n EL ER ET EM
5 -0.052488 0.047512 -0.002488 0.001239
10 -0.025624 0.024376 -0.000624 0.000312
20 -0.012656 0.012344 -0.000156 0.000078
EXAMPLE 2.2
UseZthe trapezoidal rule with n = 10 to estimate
1
dx
I= ·
0 1+x

EXAMPLE 2.2
UseZthe trapezoidal rule with n = 10 to estimate
1
dx
I= ·
0 1+x
SOLUTION.
b −a 1−0 1 k
h= = = , x 0 = 0, x k = ,
n 10 10 10
1 10
y k = f (x k ) = =
k 10 + k
1+
10
h P
µ ¶
9 1 P9 10 10
I≈ (y k + y k+1 ) = +
2 k=0 20 k=0 10 + k 10 + (k + 1)
≈ 0.6938
I≈
h³ ´
y 0 +2y 1 +2y 2 +2y 3 +2y 4 +2y 5 +2y 6 +2y 7 +2y 8 +2y 9 + y 10
2
CASIO.
0.1
A = A+ × B × (1 ÷ (1 + X )) : X = X + 0.1
2
CALC A=0, X=0, B=1=.
A=, X=, B=2=.
...,...,...
A=, X=1, B=1=.
Answer: I ≈ 0.6938

EXAMPLE 2.3
How large should we take n in order to guarantee that
the ZTrapezoidal and Midpoint Rule Approximations
2
dx
for are accurate to within 0.0001?
1 x

EXAMPLE 2.3
2
dx
1 x
2
SOLUTION. f 00 (x) = 3 . So
x
2(2 − 1)3
¯ ¯
¯2¯
| f 00 (x)| = ¯¯ 3 ¯¯ É 2, ∀x ∈ [1, 2] ⇒ |E T | É < 0.0001
x 12n 2
1
⇒n> p ≈ 40.8 ⇒ n = 41.
0.0006

EXAMPLE 2.3
2
dx
1 x
2
SOLUTION. f 00 (x) = 3 . So
x
2(2 − 1)3
¯ ¯
¯2¯
| f 00 (x)| = ¯¯ 3 ¯¯ É 2, ∀x ∈ [1, 2] ⇒ |E T | É < 0.0001
x 12n 2
1
⇒n> p ≈ 40.8 ⇒ n = 41.
0.0006
2(2 − 1)3 1
|E M | É < 0.0001 ⇒ n > p ≈ 28.86 ⇒ n = 29.
24n 2 0.0012
EXAMPLE 2.4
If the function f (x) is defined by table
x 1.0 1.2 1.4 1.6 1.8 2.0 2.2
then using
f (x) 4 3.3 2.4 4.3 10.2 6.2 7.4
the ZTrapezoidal Rule to approximate the integral
2.2 ³ ´
2 3
I= x f (x) + 4.4x d x
1.0

EXAMPLE 2.4
If the function f (x) is defined by table
x 1.0 1.2 1.4 1.6 1.8 2.0 2.2
then using
f (x) 4 3.3 2.4 4.3 10.2 6.2 7.4
the ZTrapezoidal Rule to approximate the integral
2.2 ³ ´
2 3
I= x f (x) + 4.4x d x
1.0
b − a 2.2 − 1.0
h= = = 0.2 ⇒ n = 6,
n n
x 0 = 1.0, x k = 1.0 + 0.2k, y k = x k f 2 (x k ) + 4.4x k3 .

Therefore
h P5 h
I≈ (y k + y k+1 ) = (y 0 +2y 1 +2y 2 +2y 3 +2y 4 +2y 5 + y 6 ).
2 k=0 2
CASIO h = 0.2, we have
h
A = A+ × B × (X Y 2 + 4.4X 3 ) : X = X + h
2
X 1.0 1.2 1.4 1.6 1.8 2.0 2.2
Y 4 3.3 2.4 4.3 10.2 6.2 7.4
B 1 2 2 2 2 2 1
CALC A=0, X=1.0, Y=4, B=1=.
CALC A=, X=, Y=3.3, B=2=.
...,...,...
CALC A=, X=2.2, Y=7.4, B=1=.
Answer. I ≈ 101.4579
Simpson’s Rule
SIMPSON’S RULE
Another rule for approximate integration results
from using parabolas instead of straight line
segments to approximate a curve.

Simpson’s Rule
SIMPSON’S RULE
Another rule for approximate integration results
from using parabolas instead of straight line
segments to approximate a curve.
Suppose the interval [a, b] is partitioned into 2n
b−a
equal parts, each of width ∆x = h = by the
2n
subdivision points a = x 0 , x 1 = x 0 + h, . . . ,
x k = x 0 + kh, . . . , x 2n = b. Let y k = f (x k ), k = 0, 1, . . . , 2n

Simpson’s Rule
We know that the equation of the parabola through

P 0 , P 1 and P 2 is of the form y = A(x − x 1 )2 + B (x − x 1 ) +C
and so the area under the parabola from x 0 = x 1 − h to
x 2 = x 1 + h is
Z x2 h i Z h
2
A(x − x 1 ) + B (x − x 1 ) +C d x = (At 2 + B t +C )d t
x0 −h

Simpson’s Rule
Z h Z h
2
(At + B t +C )d t = 2 (At 2 +C )d t
−h 0
¸h
t3 h
·
= 2 A +C t = (2Ah 2 + 6C )
3 0 3

Simpson’s Rule
Z h Z h
2
(At + B t +C )d t = 2 (At 2 +C )d t
−h 0
¸h
t3 h
·
= 2 A +C t (2Ah 2 + 6C )
=
3 0 3
But, since the parabola passes through P 0 (x 0 , y 0 ),
P 1 (x 1 , y 1 ), and P 2 (x 2 , y 2 ), we have
y 0 = A(−h)2 + B (−h) +C = Ah 2 − Bh +C
y1 = C
y 2 = Ah 2 + Bh +C
and therefore y 0 + 4y 1 + y 2 = 2Ah 2 + 6C . Thus the area
h
under the parabola is (y 0 + 4y 1 + y 2 ).
3
Simpson’s Rule
Similarly, the region under the curve y = f (x) on each

hh i
interval [x k , x k+2 ] has area f (x k )+4 f (x k+1 )+ f (x k+2 ) .
3
So the sum of these areas of n regions is
Z b Z x2 Z x4 Z x2n
f (x)d x = f (x)d x + f (x)d x + . . . + f (x)d x
a x0 x2 x 2n−2
h h h
≈ (y 0 +4y 1 +y 2 )+ (y 2 +4y 3 +y 4 )+..+ (y 2n−2 +4y 2n−1 +y 2n )
3 3 3
h n−1
X
I≈ (y 2k + 4y 2k+1 + y 2k+2 ) (8)
3 k=0
h³ ´
= y 0 + 4y 1 + 2y 2 + 4y 3 + 2y 4 + . . . + 2y 2n−2 + 4y 2n−1 + y 2n
3
Simpson’s Rule
ERROR BOUNDS
THEOREM 3.1
Suppose | f (4) (x)| É K , for a É x É b. If E S is the error
involved in using Simpson’s Rule, then
K (b − a)5
|E S | É (9)
2880n 4

Simpson’s Rule
EXAMPLE 3.1
UseZSimpson’s rule with 2n = 20 to approximate
1
dx
I= and estimate the error involved in this
0 1+x
approximation.

Simpson’s Rule
EXAMPLE 3.1
UseZSimpson’s rule with 2n = 20 to approximate
1
dx
I= and estimate the error involved in this
0 1+x
approximation.
SOLUTION.
b −a 1−0 1 k
h= = = , x 0 = 0, x k = ,
2n 20 20 20
1 20
y k = f (x k ) = k
= ·
1 + 20 20 + k

Simpson’s Rule
Therefore
h n−1
X
I≈ (y 2k + 4y 2k+1 + y 2k+2 ) =
3 k=0
9 µ ¶
1 X 20 20 20
= +4 + ≈ 0.6931
60 k=0 20 + 2k 2k + 21 2k + 22

Simpson’s Rule
Therefore
h n−1
X
I≈ (y 2k + 4y 2k+1 + y 2k+2 ) =
3 k=0
9 µ ¶
1 X 20 20 20
= +4 + ≈ 0.6931
60 k=0 20 + 2k 2k + 21 2k + 22
h³
I≈ y 0 +4y 1 +2y 2 +4y 3 +2y 4 +4y 5 +2y 6 +4y 7 +2y 8 +4y 9 +2y 10 +
3
´
+4y 11 +2y 12 +4y 13 +2y 14 +4y 15 +2y 16 +4y 17 +2y 18 +4y 19 +y 20

Simpson’s Rule
CASIO.
B 1 1
A = A+ × :X =X+
6 × 10 X + 1 2 × 10
CALC A=0, B=1, X=0;
A=, B=4;X=;
A=, B=2;X=;
A=, B=4;X=;
A=, B=2;X=;
......
A=, B=1;X=1;
Answer. I ≈ 0.6931

Simpson’s Rule
1 4!
The fourth derivative of f (x) = is f (4) (x) =
1+x (1 + x)4
⇒ | f (4) (x)| É 4!, ∀x ∈ [0, 1].
So we see that the error is at most

4!(1 − 0)5
4
≈ 8.33−7
2880 × 10

Simpson’s Rule
EXAMPLE 3.2
Suppose the function f (x) is defined by table
x | 1.0 1.2 1.4 1.6 1.8 2.0 2.2
. Using
f (x) | 2 3.3 2.4 4.3 5.1 6.2 7.4
Simpson’s rule to approximate the integral
Z 2.2 h i
I= x f 2 (x) + 2.2x 3 d x .
1.0

Simpson’s Rule
EXAMPLE 3.2
Suppose the function f (x) is defined by table
x | 1.0 1.2 1.4 1.6 1.8 2.0 2.2
. Using
f (x) | 2 3.3 2.4 4.3 5.1 6.2 7.4
Simpson’s rule to approximate the integral
Z 2.2 h i
I= x f 2 (x) + 2.2x 3 d x .
1.0
b − a 2.2 − 1.0
h= = = 0.2 ⇒ 2n = 6,
2n 2n
x 0 = 1.0, x k = 1.0 + 0.2k.
y k = x k f 2 (x k ) + 2.2x k3 .

Simpson’s Rule
0.2
I≈ (y 0 + 4y 1 + 2y 2 + 4y 3 + 2y 4 + 4y 5 + y 6 )
3
CASIO.
0.2
A = A +B ∗ ∗ (X Y 2 + 2.2X 3 ) : X = X + 0.2
3
CALC A=0, B, X, Y is given by table
X | 1.0 1.2 1.4 1.6 1.8 2.0 2.2
Y | 2 3.3 2.4 4.3 5.1 6.2 7.4
B | 1 4 2 4 2 4 1
Therefore I = 59.82501333 ≈ 59.8250

Simpson’s Rule
THANK YOU FOR YOUR ATTENTION

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APPROXIMATE INTEGRATION

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 1 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 2 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 2 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 2 / 34

There are two situations in which it is impossible to

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 3 / 34

There are two situations in which it is impossible to

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 3 / 34

There are two situations in which it is impossible to

Suppose the interval [a, b] is partitioned into n equal

where x i∗ is any point in the i th subinterval [x i −1 , x i ].

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 4 / 34

If x i∗ is chosen to be the left endpoint of the interval,

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 5 / 34

If x i∗ is chosen to be the left endpoint of the interval,

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 5 / 34

If x i∗ is chosen to be the right endpoint of the

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 6 / 34

If x i∗ is chosen to be the right endpoint of the

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 6 / 34

If x i∗ is chosen to be the midpoint of the interval,

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 7 / 34

If x i∗ is chosen to be the midpoint of the interval,

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 7 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 8 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 8 / 34

So the sum of these areas of n trapezoids is

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 9 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 10 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 11 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 12 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 12 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 13 / 34

CALC A=0, X=1.

CALC A=0, X=1.2.

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 18 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 19 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 20 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 20 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 21 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 21 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 23 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 23 / 34

We know that the equation of the parabola through

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 24 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 25 / 34

Similarly, the region under the curve y = f (x) on each

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 27 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 28 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 28 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 29 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 29 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 30 / 34

So we see that the error is at most

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 31 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 32 / 34

(HCMUT) APPROXIMATE INTEGRATION HCMC — 2019. 32 / 34

Therefore I = 59.82501333 ≈ 59.8250

THANK YOU FOR YOUR ATTENTION