Professional Documents
Culture Documents
Integration
04/06/17 1
Simpsons 1/3 Rule of
rd
Integration
What is Integration?
b
Integration f ( x )dx
a
f(x)
y
The process of
measuring the area
under a curve.
b
I f ( x )dx
a
Where:
f(x) is the integrand
a= lower limit of
integration a b x
b= upper limit of
3 integration
Simpsons 1/3rd Rule
4
Basis of Simpsons 1/3rd
Rule
Trapezoidal rule was based on approximating the integrand by a first
order polynomial, and then integrating the polynomial in the interval
of
integration. Simpsons 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
f 2 ( x ) a0 a1 x a2 x 2
5
Basis of Simpsons 1/3rd
Rule
Choose
a b a b
( a , f ( a )), ,f an ( b , f ( b ))
,
2 2
d
as the three points of the function to evaluate a0, a1
and a2.
f ( a ) f 2 ( a ) a 0 a1a a 2 a 2
2
a b a b a b a b
f f2 a0 a1 a2
2 2 2 2
f ( b ) f 2 ( b ) a0 a1b a 2 b 2
6
Basis of Simpsons 1/3rd
Rule
Solving the previous equations for a0, a1 and a2 give
a b
a f ( b ) abf ( b ) 4abf
2
abf ( a ) b f ( a )
2
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
7
Basis of Simpsons 1/3rd
Rule
Then
b
I f 2 ( x )dx
a
a0 a1 x a 2 x 2 dx
b
b
x 2
x 3
a0 x a1 a 2
2 3 a
b2 a2 b3 a3
a0 ( b a ) a1 a2
2 3
8
Basis of Simpsons 1/3rd
Rule
Substituting values of a0, a1, a 2 give
b
ba a b
f 2 ( x )dx f ( a ) 4 f f ( b )
a 6 2
ba
h
2
9
Basis of Simpsons 1/3rd
Rule
Hence
b
h a b
2
f ( x )dx f ( a ) 4 f f ( b )
a 3 2
Because the above form has 1/3 in its formula, it is called Simpsons 1/3r
10
Example 1
30
140000
x 2000 ln 9.8t dt
8 140000 2100t
t
c) Find the absolute relative true error,
11
Solution
a) 30
x f (t )dt
8
b a a b
x f ( a ) 4 f f ( b )
6 2
30 8
f ( 8 ) 4 f ( 19 ) f ( 30 )
6
22
177.2667 4( 484.7455 ) 901.6740
6
11065 .72 m
12
Solution (cont)
b) The exact value of the above integral is
30
140000
x 2000 ln 9 .8t dt
8 140000 2100t
11061 .34 m
True Error
0.0396%
14
Multiple Segment Simpsons
1/3rd Rule
15
Multiple Segment Simpsons
1/3rd Rule
Just like in multiple segment Trapezoidal Rule, one can subdivide the inter
[a, b] into n segments and apply Simpsons 1/3rd Rule
repeatedly over
every two segments. Note that n needs to be even. Divide
interval
[a, b] into equal segments, hence the segment width
b xn
ba
h f ( x )dx f ( x )dx
n a x0
where
x0 a xn b
16
Multiple Segment Simpsons
1/3rd Rule
f(x)
b x2 x4
f ( x )dx f ( x )dx f ( x )dx .....
a x0 x2
. . .
xn 2 xn
.... f ( x )dx f ( x )dx x
xn 4 xn 2 x0 x2 xn- xn
2
f ( xn 2 ) 4 f ( xn 1 ) f ( xn )
( xn xn 2 )
6
Since
xi x i 2 2 h i 2 , 4 , ..., n
18
Multiple Segment Simpsons
1/3rd Rule
Then
b
f ( x0 ) 4 f ( x1 ) f ( x2 )
f ( x )dx 2h ...
a 6
f ( x2 ) 4 f ( x3 ) f ( x4 )
2h ...
6
f ( x n 4 ) 4 f ( xn 3 ) f ( x n 2 )
2h ...
6
f ( xn 2 ) 4 f ( xn 1 ) f ( xn )
2h
6
19
Multiple Segment Simpsons
1/3rd Rule
b h
f ( x )dx 3 f ( x0 ) 4 f ( x1 ) f ( x3 ) ... f ( xn 1 ) ...
a
30
140000
x 2000 ln 9.8t dt
8 140000 2100t
30 8
h 5 .5
4
So
f (t 0 ) f (8)
f (t1 ) f (8 5.5) f (13.5)
f (t 2 ) f (13.5 5.5) f (19)
f (t 3 ) f (19 5.5) f (24.5)
f (t 4 ) f (30)
22
Solution (cont.)
ba n 1 n2
x f (t 0 ) 4 f (t i ) 2 f (t i ) f (t n )
3n i 1 i 2
i odd i even
30 8 3 2
f (8) 4 f (t i ) 2 f (t i ) f (30)
3(4) i 1 i 2
i odd i even
22
f (8) 4 f (t1 ) 4 f (t 3 ) 2 f (t 2 ) f (30)
12
23
Solution (cont.)
cont.
11
f (8) 4 f (13.5) 4 f (24.5) 2 f (19) f (30)
6
11
177.2667 4(320.2469) 4(676.0501) 2(484.7455) 901.6740
6
11061 .64 m
24
Solution (cont.)
b) In this case, the true error is
0.0027%
25
Solution (cont.)
able 1: Values of Simpsons 1/3rd Rule for Example 2 with multiple segments
n Approximate Et |t |
Value
2 11065.72 4.38 0.0396%
4 11061.64 0.30 0.0027%
6 11061.40 0.06 0.0005%
8 11061.35 0.01 0.0001%
10 11061.34 0.00 0.0000%
26
Error in the Multiple Segment
Simpsons 1/3rd Rule
The true error in a single application of Simpsons 1/3rd Rule is given
(b a ) 5 ( 4)
Et f ( ), a b
2880
In Multiple Segment Simpsons 1/3rd Rule, the error is the sum of the er
in each application of Simpsons 1/3rd Rule. The error in n segment
Simpsons
1/3rd Rule is given by
( x2 x0 )5 ( 4 ) h5 ( 4 )
E1 f ( 1 ) f ( 1 ), x0 1 x2
2880 90
( x4 x2 )5 ( 4 )
x2 2 x 4
5
E2 f ( 2 )
h
f ( ),
( 4)
2
90
2880
27
Error in the Multiple Segment
Simpsons 1/3rd Rule
( x2i x2( i 1 ) )5 h 5
Ei f (4)
( i ) f ( 4 ) ( i ), x2( i 1 ) i x2i
2880 90
.
.
.
( xn 2 xn 4 )5 ( 4 )
f n f ( 4 ) n , x n 4 n x n 2
5
En h
1 2880 2 1 90 1 1
2 2 2
( xn xn 2 )5 4 h 5 ( 4) , x x
En f n
f n n2 n n
2
2880 2 90 2 2
28
Error in the Multiple Segment
Simpsons 1/3rd Rule
Hence, the total error in Multiple Segment Simpsons 1/3rd Rule is
n n n
2 h 5
2 (b a ) 5 2
Et Ei f ( 4 ) ( i ) f ( 4)
( i )
i 1 90 i 1 90n 5 i 1
n
2 ( 4)
( i )
(b a ) 5
f
i 1
90n 4 n
29
Error in the Multiple Segment
Simpsons 1/3rd Rule
n
2
f
( 4)
( i )
The term i 1 is an approximate average value of
n
f ( 4) ( x), a x b
Hence
(b a) 5 ( 4)
Et 4
f
90n
n
where 2
f
( 4)
( i )
( 4)
f i 1
n
30
THE END