Approximate

Integration

By iTutor.com
T- 1-855-694-8886
Email- info@iTutor.com
 Integration Techniques
 There are two situations in which it is impossible to find
the exact value of a definite integral.
 The first bsituation arises from the fact that, in order to
evaluate a f ( x) dx using the Fundamental Theorem of
Calculus (FTC), we need to know an anti-derivative of f.
 However, sometimes, it is difficult, or even impossible, to
find an anti-derivative.
 For example, it is impossible to evaluate the following
integrals exactly:
1 1
  1  x3 dx
x2
e dx
0 1

 The second situation arises when the function is

determined from a scientific experiment through
instrument readings or collected data.
 There may be no formula for the function :

© iTutor. 2000-2013. All Rights Reserved

 Approximate Integration
 We already know one method for approximate integration.
 Recall that the definite integral is defined as a limit of Riemann
sums.
 So, any Riemann sum could be used as an approximation to the
integral.
 If we divide [a, b] into n subintervals of equal length
∆x = (b – a)/n, we have:
n
f ( x) dx   f ( xi *) x ------- Equation 1
b
a
i 1
where xi* is any point in the i th subinterval [xi -1, xi].

Ln Approximation
 If xi* is chosen to be the left endpoint of the interval,
then xi* = xi -1 and we have:
n
f ( x) dx  Ln   f ( xi 1 ) x
b
a
i 1
 The approximation Ln is called the left endpoint approximation.
© iTutor. 2000-2013. All Rights Reserved
  If f(x) ≥ 0, the integral represents
an area and Equation 1 represents
an approximation of this area by
the rectangles shown here.

Rn Approximation
 If we choose xi* to be the right endpoint, xi* = xi and we
have: n
f ( x) dx  Rn   f ( xi ) x
b
 a
i 1
 The approximation Rn is called right endpoint approximation.

© iTutor. 2000-2013. All Rights Reserved

 Mn Approximation
 The figure shows the midpoint approximation Mn.

 Mn appears to be better than either Ln or Rn.

© iTutor. 2000-2013. All Rights Reserved

Midpoint Rule
y
 Let f be continuous on [a, b].
 The Midpoint Rule for approximating y  f (x)
b
 f ( x)dx is given by
a
b
a
f ( x) dx  M n
a x1
x
 x [ f ( x1 )  f ( x 2 )  ...  f ( x n )] x2 … xn b

ba
Where x 
n
and xi  12 ( xi 1  xi )  midpoint of [ xi 1 , xi ]
 EXAMPLE
Approximate the following integral by the midpoint rule.

 2x  3 dx;
4
n3
3
1

SOLUTION

We have Δx = (b – a)/n = (4 – 1)/3 = 1. The

endpoints of the four subintervals begin at a = 1 and
are spaced 1 unit apart. The first midpoint is at a +
Δx/2 = 1.5. The midpoints are also spaced 1 unit
apart. According to the midpoint rule, the integral is
approximately equal to

2 1.5  3  2  2.5  3  2  3.5  3 1  72.

3 3 3

© iTutor. 2000-2013. All Rights Reserved

 Trapezoidal Rule
 Let f be continuous on [a, b]. The Trapezoidal Rule for
b
approximating
b
 f ( x)dx is given by
a

a
f ( x) dx  Tn
x
  f ( x0 )  2 f ( x1 )  2 f ( x2 )
2
...  2 f ( xn 1 )  f ( xn ) 
where ∆x = (b – a)/n and xi = a + i ∆x

© iTutor. 2000-2013. All Rights Reserved

  The reason for the name can be seen from the figure, which
illustrates the case f(x) ≥ 0.
 The area of the trapezoid that lies above the i th subinterval
is:

 f ( xi 1 )  f ( xi )  x
x   [ f ( xi 1 )  f ( xi )]
 2  2

 If we add the areas of

all these trapezoids,
we get the right side of
the Trapezoidal Rule.

© iTutor. 2000-2013. All Rights Reserved

 EXAMPLE
Approximate the following integral by the trapezoidal rule.

 
4
1  n3
3
2 x 3 dx;

SOLUTION
As in the last example, Δx = 1 and the endpoints of the
subintervals are a0 = 1, a1 = 2, a2 = 3, and a3 = 4. The
trapezoidal rule gives

 3 3 3 3

2 1  3  2  2  2  3  2  2  3  3  2  4  3   90.
1
2

© iTutor. 2000-2013. All Rights Reserved

 Simpson’s Rule
 Rather than using straight lines to approximate the
curve, Simpson’s Rule uses parabolas.
b
 a
f ( x) dx  S n
x
 [ f ( x0 )  4 f ( x1 )  2 f ( x2 )  4 f ( x3 )
3
 ...  2 f ( xn  2 )  4 f ( xn 1 )  f ( xn )]

Where n is even
and ∆x = (b – a)/n.

© iTutor. 2000-2013. All Rights Reserved

 EXAMPLE
Use Simpson’s Rule with n = 10 to approximate
2

1
(1/ x) dx
SOLUTION
Putting f(x) = 1/x, n = 10, and ∆x = 0.1 in Simpson’s Rule,
we obtain:
2 1 x
 1 x
dx  S10 
3
[ f (1)  4 f (1.1)  2 f (1.2)  4 f (1.3)

 ...  2 f (1.8)  4 f (1.9)  f (2)]

1 4 2 4 2 4 2 4 
      
0.1 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 

  
3  2 4 1 
    
 1.8 1.9 2 
 0.693150
© iTutor. 2000-2013. All Rights Reserved
Call us for more
Information:
1-855-694-8886
Visit
www.iTutor.com

The End