Unit VI

Numerical Integration and

its Applications

PRESENTED BY
Parkhe Ravindra Ambadas

Parkhe R A 1 Numerical Methods & Optimizations

 Numerical Integration
INTEGRAL CALCULUS :
It is the branch of calculus which deals with
functions to be integrated.
 INTEGRATION :
 Integration is the reverse process of differentiation.
 The function to be integrated is referred to as integrand
while the result of an integration is called integral.
 The integral is equivalent to the area under the curve.

Parkhe R A 2 Numerical Methods & Optimizations

 Numerical Integration contd..

The integral symbol is an elongated S – denoting sum, was

introduced by Leibniz, who named integral calculus as
calculus summatorious.

Numerical integration is carried by the numerical methods

and they are of three types:

 Trapezoidal rule
 Simpson’s 1 st rule (1/3 Rule)
 Simpson’s 2 nd rule (3/8 Rule)

Parkhe R A 3 Numerical Methods & Optimizations

 Numerical Integration contd..

DEFINITE INTEGRAL : defined by the limit values a & b

of the independent variable.
INDEFINITE/PRIMITIVE INTEGRAL :
An integral with no restrictions imposed on its
independent variable.

Parkhe R A 4 Numerical Methods & Optimizations

 Trapezoidal Rule

It is applicable for equal intervals.

The error is of order h2.
The accuracy can be improved by increasing the
no. of intervals & by decreasing the value of h.
In this rule, y(x) is a linear function of x.
In general, trapezoidal rule is less accurate when
compared with Simpson's rule.

Parkhe R A 5 Numerical Methods & Optimizations

 Simpson’s 1 st rule (1/3 Rule)

 It is also known as Simpson's one-third (1/3) rule.

 It is applicable for even intervals.
 The error is of order h4.
 In this rule, y(x) is a polynomial of degree 2.
 It uses 3 data points.

Parkhe R A 6 Numerical Methods & Optimizations

 Simpson’s 2 nd rule (3/8 Rule)

It is also known as Simpson's 3/8 th rule.

The error is of order h5.
In this rule, y(x) is a polynomial of degree 3.
It is applicable for the intervals which is
multiple of 3.
It uses four data points.

Parkhe R A 7 Numerical Methods & Optimizations

 Trapezoidal Rule
𝒙𝒙 𝒉
∫𝒙𝟎 𝒇 𝒙 𝒅𝒅 = ∗ [𝑦0 + 𝑦𝑛 + 2(𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛− 1)]
𝟐

Simpson’s 1 st rule (1/3 Rule)

𝒙𝒏 𝒉
∫𝒙𝟎 𝒇 𝒙 𝒅𝒅 = ∗ [𝑦0 + 𝑦𝑛 + 2(𝑦2 +y4+y6 ⋯)+4(𝑦1 +y3+y5 ⋯)]
𝟑
𝒙𝒏 𝒉
∫𝒙𝟎 𝒇 𝒙 𝒅𝒅 = ∗ [𝑦0 + 𝑦𝑛 + 2(Even terms)+4(Odd terms)]
𝟑

Simpson’s 2 nd rule (3/8 Rule)

𝒙𝒏 𝟑∗𝒉
∫𝒙𝟎 𝒇 𝒙 𝒅𝒅 = 𝟖 ∗ [𝑦0 + 𝑦𝑛 + 2(𝑦3 +y6+y9 ⋯)+3(𝑦1
+y2+y4+y5 ⋯)]
𝒙𝒏 𝟑∗𝒉
∫𝒙𝟎 𝒇𝒙 𝒅𝒅 =
𝟖
∗ [𝑦0 + 𝑦𝑛 + 2(Terms multiple of
3)+3(remaining terms)]
Parkhe R A 8 Numerical Methods & Optimizations
 ∗ Where…
x0 = initial value of x,
y0 = initial value of y,
xn = final value of x,
yn = final value of y,
h = interval distance,
n = no. of intervals.

Parkhe R A 9 Numerical Methods & Optimizations

 Applications of Numerical Integrations

 It helps to
 Find the area.
 Locate the centroid.
 Find the arc length of a graph.
 Find the surface area of a solid.
 Find the volume of a solid figure.
 Solve for the work done.
 Solve the moment of inertia.

Parkhe R A 10 Numerical Methods & Optimizations

 Trapezoidal Rule

Find the integration of (4x+2) in limits 1 to 4 by using

six strips.
Solution: f(x)= (4x+2)
x0=1 xn=4 n=6
h=(xn-x0)/6=0.5
4
A=∫1 4𝑥 + 2 𝑑𝑑

Parkhe R A 11 Numerical Methods & Optimizations

 By applying trapezoidal rule formula
A=(h/2)*[ 𝑦0 + 𝑦𝑛 + 2(𝑦1 + 𝑦2 + ⋯ + 𝑦𝑛− 1)
for 6 number of strips formula will be modified as
A=y0+y6+2(y1+y2+y3+y4+y5)
x0= 1 y0= (4*x0+2)=6
x1=x0+h=1.5 y1= (4*x1+2)=8
x2=x1+h= 2 y2= (4*x2+2)=10
x3= x2+h=2.5 y3= (4*x3+2)=12
x4= x3+h=3 y 4= (4*x4+2)=14
x5= x4+h=3.5 y5= (4*x5+2)=16
x6= x5+h=4 y6= (4*x6+2)=18
A=(h/2)*[y0+y6+2(y1+y2+y3+y4+y5)]
=(0.5/2)*[6+18+2*(8+10+12+14+16)]
A=36
Parkhe R A 12 Numerical Methods & Optimizations
 Simpson’s 1 st rule (1/3 Rule)

4
Evaluate∫0 ex 𝑑𝑑 using Simpson’s 1/3 Rule using
four strips.
Solution: f(x)= (ex)
x0=0 xn=4 n=4
h=(xn-x0)/6=1
4
A=∫1 ex 𝑑𝑑

Parkhe R A 13 Numerical Methods & Optimizations

 By applying Simpson’s 1 st rule (1/3 Rule) formula
A=(h/3)*[𝑦0 + 𝑦𝑛 + 2(Even terms)+4(Odd terms)]
for 4 number of strips formula will be modified as
A=(h/3)*[y0+y4+2(y2)+4*(y1+y3)]
x0= 0 y0= (ex0)=1
x1=x0+h=1 y1= (ex1)=2.7182
x2=x1+h= 2 y2= (ex2)=7.3890
x3= x2+h=3 y3= (ex3)=20.0855
x4= x3+h=4 y 4= (ex4)=54.5981

A=(h/3)*[𝑦0 + 𝑦𝑛 + 2(Even terms)+4(Odd terms)]

=(1/3)*(1+54.5981+2*(7.3890)+4*(2.7182+20.0855))
A=53.8636
Parkhe R A 14 Numerical Methods & Optimizations
 Simpson’s 2 nd rule (3/8 Rule)

4
Find the integration ∫1 4x−1 𝑑𝑑.dx using Simpson’s
3/8 Rule using 6 strips.
Solution: f(x)= (4x−1)
x0=1 xn=4 n=6
h=(xn-x0)/6=0.5
4
A=∫1 4x−1 𝑑𝑑

Parkhe R A 15 Numerical Methods & Optimizations

 By applying Simpson’s 2 rule (3/8 Rule) formula
A=(3*h/8)*[𝑦0 + 𝑦𝑛 + 2(Terms multiple of 3)+3(remaining terms)]
for 6 number of strips formula will be modified as
A=(3*h/8)*[𝑦0 + 𝑦𝑛 + 2(Terms multiple of 3)+3(remaining terms)]
x0= 1 y0= (4x0−1)=3
x1=x0+h=1.5 y1= (4x1−1)=5
x2=x1+h= 2 y2= (4x2−1)=7
x3= x2+h=2.5 y3= (4x3−1)=9
x4= x3+h=3 y 4= (4x4−1)=11
x5= x4+h=3.5 y 5= (4x5−1)=13
x6= x5+h=4 y 6= (4x6−1)=15

A=(3*h/8)*[𝑦0 + 𝑦𝑛 + 2(Terms multiple of 3)+3(remaining terms)]

=(3*0.5/8)*(3+15+2*(9)+3*(5+7+11+13))
A=27
Parkhe R A 16 Numerical Methods & Optimizations