What is Integration

Integration:
The process of measuring
the area under a function
plotted on a graph.
b

I f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of
integration
b= upper limit of
integration
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Engineering Numerical Analysis

Basis of Trapezoidal Rule

Trapezoidal Rule is based on the Newton-Cotes Formula
that states if one can approximate the integrand as an
nth order polynomial
b

I f ( x )dx
a

where

f ( x ) fn( x )

and
f n ( x ) a0 a1 x ... an1 x n 1 an x n

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Engineering Numerical Analysis

Basis of Trapezoidal Rule

Then the integral of that function is approximated by the
integral of that nth order polynomial.
b

f ( x ) fn( x )
Trapezoidal Rule assumes n=1, that is, the area under the
linear polynomial,
b

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f ( x )dx ( b a ) f ( a ) f ( b )

Engineering Numerical Analysis

Derivation of the Trapezoidal Rule

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Engineering Numerical Analysis

Method Derived From Geometry

The area under the curve is a trapezoid. The integral
b

f ( x)dx Area of

trapezoid

1
( Sum of parallel sides )( height )
2

1
f ( b ) f ( a )( b a )
2

f ( a ) f ( b )
( b a )

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Engineering Numerical Analysis

Example 1
The vertical distance covered by a rocket from t = 8 to t = 30 seconds is given by:

140000

x 2000 ln

9
.
8
t
dt

140000 2100t

8
a) Use single segment Trapezoidal rule to find the distance
covered.
b) Find the true error, Et for part (a).
c) Find the absolute relative true error, |a| for part (a).
30

1/30/15

Engineering Numerical Analysis

Solution
a)

f ( a ) f ( b )
I ( b a )

a 8

b 30

140000

9.8t

140000 2100t

140000

f ( 8 ) 2000 ln
9.8( 8 )

140000 2100( 8 )
f ( t ) 2000 ln

177.27 m / s

140000

f ( 30 ) 2000 ln
9.8( 30 ) 901.67 m / s

140000 2100( 30 )

177.27 901.67
I ( 30 8 )

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11868 m

Engineering Numerical Analysis

Solution (cont)
b)The exact value of the above integral is
140000

x 2000 ln

9
.
8
t
dt

140000 2100t

8
30

11061 m

Et True Value Approximat e Value 11061 11868

807 m

c) The absolute relative true error

, t , would be
11061 11868
t
100 7.2959%
11061

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Engineering Numerical Analysis

Multiple Segment Trapezoidal Rule

In Example 1, the true error using single segment trapezoidal rule
was large. We can divide the interval [8,30] into [8,19] and
[19,30] intervals and apply Trapezoidal rule over each segment.

140000

f ( t ) 2000 ln
9.8t
140000 2100t
30

19

30

19

f ( t )dt f ( t )dt f ( t )dt

f ( 8 ) f ( 19 )
f ( 19 ) f ( 30 )
( 19 8 )
( 30 19 )

2
2

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Engineering Numerical Analysis

Multiple Segment Trapezoidal Rule

Multiple Segment Trapezoidal Rule
With

f ( 8 ) 177.27 m / s
f ( 30 ) 901.67 m / s

f ( 19 ) 484.75 m / s
Hence:
30

177.27 484.75
484.75 901.67

(
30

19
)

2
2

f (t )dt (19 8)

11266 m
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Engineering Numerical Analysis

10

Multiple Segment Trapezoidal Rule

Multiple Segment Trapezoidal Rule
The true error is:

Et 11061 11266
205 m

The true error now is reduced from -807 m to -205

m.
Extending this procedure to divide the interval into
equal segments to apply the Trapezoidal rule; the
sum of the results obtained for each segment is
the approximate value of the integral.

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Engineering Numerical Analysis

11

Multiple Segment Trapezoidal Rule

Divide into equal
segments as shown in
Figure 4. Then the width
of each segment is:

ba
h
n

The integral I is:

b

I f ( x )dx
a

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Figure 4: Multiple (n=4) Segment Trapezoidal Rule

Engineering Numerical Analysis

12

Multiple Segment Trapezoidal Rule

The integral I can be broken into h integrals
as:
b

f ( x )dx
a

ah

a 2h

a ( n 1 )h

ah

a ( n 2 )h

f ( x )dx f ( x )dx ...

f ( x )dx

f ( x )dx

a ( n 1 ) h

pplying Trapezoidal rule on each segment gives:

b

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ba

f
(
a
)

2
f ( x )dx

2n

f
(
a

ih
)

f
(
b
)

i 1

n 1

Engineering Numerical Analysis

13

Example 2
The vertical distance covered by a rocket from to
seconds is given by:
30

140000

x 2000 ln
9.8t dt

140000 2100t

a) Use two-segment Trapezoidal rule to find the distance

Et
covered.
a
b) Find the true error,
for part (a).
c) Find the absolute relative true error,
for part (a).

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Engineering Numerical Analysis

14

Solution
a) The solution using 2-segment Trapezoidal rule is

ba

I
f
(
a
)

2n

n2

n 1

i 1

f ( a ih ) f ( b )

a8

ba
30 8
h

n
2

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Engineering Numerical Analysis

b 30
11

15

Solution (cont)
Then:

30 8

I
f
(
8
)

2( 2 )

2 1

i 1

f ( a ih ) f ( 30 )

22
f ( 8 ) 2 f ( 19 ) f ( 30 )
4

22
177.27 2( 484.75 ) 901.67
4

11266 m

1/30/15

Engineering Numerical Analysis

16

Solution (cont)
b) The exact value of the above integral is
30

140000

x 2000 ln

9
.
8
t
dt 11061 m

140000 2100t

so the true error is

E t True Value Approximat e Value

11061 11266

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Engineering Numerical Analysis

17

Solution (cont)
The absolute relative true error
,t
t

, would be

True Error
100
True Value
11061 11266
100
11061

1.8534%

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Engineering Numerical Analysis

18

Solution (cont)
Table 1 gives the values obtained using multiple segment Trapezoidal
rule for:
30

140000

x 2000 ln

9
.
8
t
dt

140000 2100t

Value

Et

t %

a %

11868

-807

7.296

---

11266

-205

1.853

5.343

11153

-91.4

0.8265

1.019

11113

-51.5

0.4655

0.3594

11094

-33.0

0.2981

0.1669

11084

-22.9

0.2070

0.0908
2

11078

-16.8

0.1521

0.0548
2

Table
8 1: Multiple
11074 Segment
-12.9Trapezoidal
0.1165Rule0.0356
Values

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Engineering Numerical Analysis

19

Example 3
Use Multiple Segment Trapezoidal
Rule to find the area under the curve

300 x
f(x)
1 ex

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from

x0

Engineering Numerical Analysis

to

x 10

20

Solution

Using two segments, we get

f(0)

Then:

300( 0 )
0
0
1 e

f (5)

ba
I
f ( a ) 2
2n

10 0

f ( 0 ) 2
2( 2 )

10 0
h
5
2

300( 5 )
10.039
5
1 e

f ( 10 )

and

300( 10 )
0.136
10
1 e

f ( a ih ) f ( b )

i 1

n 1

f ( 0 5 ) f ( 10 )

i 1

2 1

10
10

f ( 0 ) 2 f ( 5 ) f ( 10 ) 0 2( 10.039 ) 0.136 50.535

4
4
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Engineering Numerical Analysis

21

Solution (Cont.)
So what is the true value of this integral?
10

300 x

01

dx 246.59

Making the absolute relative true error:

t

246.59 50.535
100%
246.59

79.506%

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Engineering Numerical Analysis

22

Solution (Cont.)
Table 2:

Values obtained using Multiple Segment

Trapezoidal Rule for:

1/30/15

10

300 x

01 e

dx

Approximate
Value

Et

0.681

245.91

99.724%

50.535

196.05

79.505%

170.61

75.978

30.812%

227.04

19.546

7.927%

16

241.70

4.887

1.982%

32

245.37

1.222

0.495%

64

246.28

0.305

0.124%

Engineering Numerical Analysis

23

Error in Multiple Segment Trapezoidal Rule

e true error for a single segment Trapezoidal rule is given by:

( b a )3
Et
f " ( ), a b
12

where

is some point in a ,b

What is the error, then in the multiple segment Trapezoidal rule? It

will be simply the sum of the errors from each segment, where the
error in each segment is that of the single segment Trapezoidal rule.
The error in each segment is
E1

( a h ) a 3
12

f " ( 1 ), a 1 a h

h3

f " ( 1 )
12
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Engineering Numerical Analysis

24

Error in Multiple Segment Trapezoidal Rule

Similarly:
Ei

( a ih ) ( a ( i 1 )h ) 3
12

f " ( i ), a ( i 1 )h i a ih

h3

f " ( i )
12
It then follows that:
En

b a ( n 1 )h 3
12

f " ( n ), a ( n 1 )h n b

h3

f" (n )
12

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Engineering Numerical Analysis

25

Error in Multiple Segment Trapezoidal Rule

ence the total error in multiple segment Trapezoidal rule is

n

Et Ei
i 1

The term

i 1

3
h3 n
(
b

a
)

f " ( i )
12 i 1
12n 2

f " ( i )

i 1

f " ( iis) an approximate average value of the

f " ( x ), a x b
n

Hence:

Et

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(b a )
12n 2

f " ( i )

i 1

Engineering Numerical Analysis

26

Error in Multiple Segment Trapezoidal Rule

Below is the table for the
integral

30

140000

2000
ln

9
.
8
t

dt

140000 2100t

as a function of the number of segments. You can visualize that as

the number of segments are doubled, the true error gets
approximately quartered.

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Value

Et

t %

a %

11266

-205

1.854

5.343

11113

-51.5

0.4655

0.3594

11074

-12.9

0.1165

0.0356
0

16

11065

-3.22

0.02913

0.0040
1

Engineering Numerical Analysis

27