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Numerical Integration

Numerical Integration. AP Calculus. Numerical Integration. * Used when normal definite integration is not possible. a). When there is no elementary function for the anti-derivative; i.e.: or

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Numerical Integration

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  1. Numerical Integration AP Calculus

  2. Numerical Integration * Used when normal definite integration is not possible. a). When there is no elementary function for the anti-derivative; i.e.: or b). Data is given in tabular or graphical form and it is too much effort to find the representative function.

  3. REM: Riemann’s Sum uses Rectangles to approximate the accumulation. A = bh => h - Left Endpoints - Right Endpoints - Midpoint The more accurate is the MidpointSum (must remember how to use all three – Left, Right, and Midpoint) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Midpoint Rule: with In Words: The width of the subinterval times the sum of the heights AT THE MIDPOINT of each subinterval. I. RIEMANN’S SUMS

  4. Illustration: Function: on [ 0 , 4 ] with n = 4

  5. Example: Graphical Find the Average Revenue for the 5 years.

  6. II. TRAPEZOID METHOD: Uses Trapezoids to fill the regions rather than rectangles: REM: --------------------------------------------------------------- (Notice this is the average of the Left and Right Riemann's Sums)

  7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . In Words: One half * width of subinterval * the ( 1 , 2 , 2 , … , 2 , 1 ) pattern of the heights found at the points of the subinterval. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trapezoid Rule:

  8. Illustration: (Trapezoid) Function: on [ 0 , 4 ] with n = 4

  9. Example: Data The data for the acceleration a(t) of a car from 1 to 15 seconds are given in the table below. If the velocity at t = 0 is 5 ft/sec, which of the following gives the approximate velocity at t = 15 using the Trapezoidal Rule?

  10. A lot is bounded by a stream. and two straight roads that meet at right angles. Use the Trapezoid Rule to approximate the area of the lot (x and y are measured in square meters)

  11. III. SIMPSON’S METHOD Built on:The area of the region below a quadratic function. REM:Three points are required to write a quadratic equation since the equation has 3 variables; A,B,C in Therefore, to get the 3 points needed, Simpson’s uses double subintervals to approximate the accumulation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . THEOREM: with n even

  12. EXTENDED: __________________________________________________ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Simpson’s Formula: Note the pattern: 1,4,2,4,1 1,4,2,4,2,4,1 etc Simpson’s: (cont)

  13. Illustration: (Simpson’s) Function: on [ 0 , 4 ] with n = 4

  14. Although the economy is continuously changing, we analyze it with discrete measurements. The following table records the annual inflation rate as measured each month for 13 consecutive months. Use Simpson’s Rule with n = 12 to find the overall inflation rate for the year.

  15. Example: Graphical - all three

  16. Error: Approximation gives rise to two questions>>>> 1) How close are we to the actual answer? and 2) How do we get close enough?

  17. Error: MIDPOINT Error using Midpoint with n partitions C is an un-findable number in [a,b] but whose existence is guaranteed; therefore do “ERROR BOUND” Where Mi the MAX of on i[a,b]

  18. Error: TRAPEZIOD Error using Trapezoid with n partitions C is an un-findable number in [a,b] but whose existence is guaranteed; therefore do “ERROR BOUND” Where Mi  the MAX of on i[a,b]

  19. Example: How close are we? Approximate using Trapezoid Method with 4 intervals and find the Error bound.

  20. Example: How many intervals are required? Approximate using Midpoint Rule to within .

  21. Error: SIMPSONS Error using Simpson’s with n partitions C is an un-findable number in [a,b] but whose existence is guaranteed; therefore do “ERROR BOUND” Where Mi the MAX of on i[a,b]

  22. Last Update: • 02/05/10

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