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Computational Physics Numerical Integration. Dr. Guy Tel- Zur. Tulips by Anna Cervova , publicdomainpictures.net. MHJ- Chap. 7 – Numerical Integration. Agenda 1D integration (Trapezoidal and Simpson rules) Gaussian quadrature (when the abscissas are not equally spaced)

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computational physics numerical integration

Computational PhysicsNumerical Integration

Dr. Guy Tel-Zur

Tulips by Anna Cervova, publicdomainpictures.net

mhj chap 7 numerical integration
MHJ- Chap. 7 – Numerical Integration
  • Agenda
    • 1D integration (Trapezoidal and Simpson rules)
    • Gaussian quadrature (when the abscissas are not equally spaced)
    • Singular integrals
    • Physics case study
    • Parallel Computing (part 1)
slide4

The strategy then is to find a reliable Taylor expansion for f(x) in the smaller sub intervals

7.2

Let’s define x0 = a + h and use x0 as the midpoint.

The general form for the Taylor expansion around x0 goes like:

slide5

Let us now suppose that we split the integral in Eq. (7.2) in two parts, one from x0−h to x0 and the other from x0 to x0 + h, that is, our integral is rewritten as:

Next we assume that we can use the two-point formula for the derivative, meaning that we approximate f(x) in these two regions by a straight line, as indicated in the figure. This means that every small element under the function f(x) looks like a trapezoid.

we are trying to approximate our

function f(x) with a first order polynomial, that is f(x) = a + bx. The constant b is the slope given by the first derivative at x = x0:

trapezoidal rule
Trapezoidal Rule
  • A worked out example in “C”.
  • We will learn how to Integrate a general form of a function?
  • The code is under: lecture02/code_ch_07/trapez.c
slide8

// Computational Physics

// Guy Tel-Zur, August 2010

// Trapezoidal Rule

// Based on MHJ Page 129, Chapter 7, 2009 Fall Edition

// Usage: standard gcc -o fnfn.c -lm

#include <math.h>

#include<stdio.h>

int main() {

// functions declarations:

double TrapezoidalRule(double a , double b , int n, double(*func )(double));

double MyFunction(double x);

// variables declarations:

double a = 0.0;

double b = 10.0;

int n = 1000;

double s;

s = TrapezoidalRule(a, b, n, &MyFunction);

printf("Trapezoidal Rule Integral=%Lf\n",s);

return 0;

} // end of main

slide9

double TrapezoidalRule (double a , double b , int n, double(*func )(double)) {

double TrapezSum;

double fa ,fb ,x ,step ;

int j;

step =(b-a)/((double)n );

fa =(*func)(a)/2.;

fb =(*func)(b)/2.;

TrapezSum= 0.;

for(j=1;j<=n-1;j++) {

x=j*step+a;

TrapezSum+=(*func)(x);

}

TrapezSum=(TrapezSum+fb+fa)*step;

return TrapezSum;

} // end TrapezoidalRule

double MyFunction(double x) {

// write below the mathematical expression of the

// function to be integrated

return x*x;

}

section 7 5 rectangle rule
Section 7.5 – Rectangle Rule

Another very simple approach is the so-called midpoint or rectangle method. In this case the integration

area is split in a given number of rectangles with length h and height given by the mid-point value

of the function. This gives the following simple rule for approximating an integral

  • Demo: ch7 code folder. Program: rectangle_trapez.c

double RectangleRule (double a , double b , int n, double(*func )(double)) {

double RectangleSum;

double fa ,fb ,x ,step ;

int j;

step =(b-a)/((double)n );

RectangleSum= 0.;

for(j=0;j<=n;j++) {

x=(j+0.5)*step+a;

RectangleSum+=(*func)(x);

}

RectangleSum *= step;

return RectangleSum;

} // end Rectangle Rule

error analysis
Error analysis
  • Trapezoidal & Rectangle rules:
    • Local error: α h^3
    • Global error: α h^2
    • Global error: α (b-a)
can t we do better
Can’t we do better?
  • So far: Linear two-points approximations for f
  • Now (Simpson’s): three-points formula (a parabola):
  • Recall from Chapter 3, the 1st and the 2nd derivatives approximations:
  • f’=
  • f’’=
slide13

With the latter two expressions we can now approximate the function f as:

I gave up using Equation Editor – Sorry…

Next Slide…

slide15

Note that the improved accuracy in the evaluation of the derivatives gives a

better error approximation, O(h5) vs. O(h3) . - This is the local error.

The global error goes like: O(h4).

The full integral is therefore:

7 3 adaptive integration
7.3 Adaptive Integration
  • Naïve approach, for example, two parts of Trapezoidal Integration with a different step size
7 4 gaussian quadrature gq
7.4 Gaussian Quadrature (GQ)

We could fit a polynomial of order N with N equally spaced points, but Gauss, who was a genius, suggested to fit a polynomial of order 2N-1 with N points!!!

recommended online video
Recommended online video:

http://physics.orst.edu/~rubin/COURSES/VideoLecs/Integration/Integration.html

speaking about references you can always check google books
Speaking about references, you can always check Google Books

http://www.google.com/search?tbs=bks%3A1&tbo=1&q=computational+physics&btnG=Search+Books

another recommended reference computational physics by steven e koonin
Another recommended reference: Computational Physics By Steven E. Koonin

So far – equally spaced points:

Our derivation is exact if f is polynomial

4.9

Note: This is a set of N linear equations (for each p) !!!

sage demo
Sage demo
  • Upload: “Gaussian Quadrature Demo.sws”
  • Reference: http://wiki.sagemath.org/interact/calculus
let s sum what we did so far
Let’s sum what we did so far

2 points integration: Trapezoidal Rule (+Rectangle Rule),fit straight line

3 points integration: Simpson’s Rule, fit a parabola

Quadrature Formula:

Gauss Quadrature:

slide31

The program1.cpp is a ready for comparing the 3 integrations methods mentioned.

The Trapezoidal, Simpson’s and GQ function are to be written.

>> Explain this program (open DevC++ IDE)