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Simpson’s 1/3 rd Rule of Integration. f(x). y. a. b. x. What is Integration?. Integration. The process of measuring the area under a curve. Where: f(x) is the integrand a= lower limit of integration b= upper limit of integration. Simpson’s 1/3 rd Rule. - PowerPoint PPT Presentation
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Simpson’s 1/3rd Rule of Integration
http://numericalmethods.eng.usf.edu2
What is Integration?Integration
b
a
dx)x(fI
The process of measuring the area under a curve.
Where:
f(x) is the integrand
a= lower limit of integration
b= upper limit of integration
f(x)
a b
y
x
b
a
dx)x(f
http://numericalmethods.eng.usf.edu3
Simpson’s 1/3rd Rule
http://numericalmethods.eng.usf.edu4
Basis of Simpson’s 1/3rd Rule
Trapezoidal rule was based on approximating the integrand by a firstorder polynomial, and then integrating the polynomial in the interval
ofintegration. Simpson’s 1/3rd rule is an extension of Trapezoidal rulewhere the integrand is approximated by a second order polynomial.
Hence
b
a
b
a
dx)x(fdx)x(fI 2
Where is a second order polynomial.
)x(f2
22102 xaxaa)x(f
http://numericalmethods.eng.usf.edu5
Basis of Simpson’s 1/3rd Rule
Choose
)),a(f,a( ,ba
f,ba
22
))b(f,b(
and
as the three points of the function to evaluate a0, a1 and a2.
22102 aaaaa)a(f)a(f
2
2102 2222
ba
aba
aaba
fba
f
22102 babaa)b(f)b(f
http://numericalmethods.eng.usf.edu6
Basis of Simpson’s 1/3rd Rule
Solving the previous equations for a0, a1 and a2 give
22
22
02
24
baba
)a(fb)a(abfba
abf)b(abf)b(faa
2212
2433
24
baba
)b(bfba
bf)a(bf)b(afba
af)a(afa
2222
222
baba
)b(fba
f)a(f
a
http://numericalmethods.eng.usf.edu7
Basis of Simpson’s 1/3rd Rule
Then
b
a
dx)x(fI 2
b
a
dxxaxaa 2210
b
a
xa
xaxa
32
3
2
2
10
32
33
2
22
10
aba
aba)ab(a
http://numericalmethods.eng.usf.edu8
Basis of Simpson’s 1/3rd Rule
Substituting values of a0, a1, a 2 give
)b(fba
f)a(fab
dx)x(fb
a 24
62
Since for Simpson’s 1/3rd Rule, the interval [a, b] is brokeninto 2 segments, the segment width
2
abh
http://numericalmethods.eng.usf.edu9
Basis of Simpson’s 1/3rd Rule
)b(fba
f)a(fh
dx)x(fb
a 24
32
Hence
Because the above form has 1/3 in its formula, it is called Simpson’s 1/3rd Rule.
http://numericalmethods.eng.usf.edu10
Example 1
a) Use Simpson’s 1/3rd Rule to find the approximate value of x
The distance covered by a rocket from t=8 to t=30 is given by
30
8
892100140000
1400002000 dtt.
tlnx
b) Find the true error, tE
c) Find the absolute relative true error, t
http://numericalmethods.eng.usf.edu11
Solution
a)
10
0
dt)t(fx
)b(fba
f)a(fab
x2
46
)(f)(f)(f 3019486
830
67409017455484426671776
22.).(.
m.7211065
http://numericalmethods.eng.usf.edu12
Solution (cont)
b) The exact value of the above integral is
30
8
892100140000
1400002000 dtt.
tlnx
m.3411061
True Error
72110653411061 ..Et
m.384
http://numericalmethods.eng.usf.edu13
Solution (cont)
a)c) Absolute relative true error,
%.
..t 100
3411061
72110653411061
%.03960
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Multiple Segment Simpson’s 1/3rd Rule
http://numericalmethods.eng.usf.edu15
Multiple Segment Simpson’s 1/3rd Rule
Just like in multiple segment Trapezoidal Rule, one can subdivide the interval
[a, b] into n segments and apply Simpson’s 1/3rd Rule repeatedly overevery two segments. Note that n needs to be even. Divide interval[a, b] into equal segments, hence the segment width
n
abh
nx
x
b
a
dx)x(fdx)x(f0
where
ax 0 bxn
http://numericalmethods.eng.usf.edu16
Multiple Segment Simpson’s 1/3rd Rule
.
.
Apply Simpson’s 1/3rd Rule over each interval,
...)x(f)x(f)x(f
)xx(dx)x(fb
a
6
4 21002
...)x(f)x(f)x(f
)xx(
6
4 43224
f(x)
. . .
x0 x2 xn-
2
xn
x
.....dx)x(fdx)x(fdx)x(fx
x
x
x
b
a
4
2
2
0
n
n
n
n
x
x
x
x
dx)x(fdx)x(f....2
2
4
http://numericalmethods.eng.usf.edu17
Multiple Segment Simpson’s 1/3rd Rule
...)x(f)x(f)x(f
)xx(... nnnnn
64 234
42
6
4 122
)x(f)x(f)x(f)xx( nnn
nn
Since
hxx ii 22 n...,,,i 42
http://numericalmethods.eng.usf.edu18
Multiple Segment Simpson’s 1/3rd Rule
Then
...)x(f)x(f)x(f
hdx)x(fb
a
6
42 210
...)x(f)x(f)x(f
h
6
42 432
...)x(f)x(f)x(f
h nnn
6
42 234
6
42 12 )x(f)x(f)x(fh nnn
http://numericalmethods.eng.usf.edu19
Multiple Segment Simpson’s 1/3rd Rule
b
a
dx)x(f ...)x(f...)x(f)x(f)x(fh
n 1310 43
)}]()(...)()(2... 242 nn xfxfxfxf
)()(2)(4)(3
2
2
1
10 n
n
evenii
i
n
oddii
i xfxfxfxfh
)()(2)(4)(3
2
2
1
10 n
n
evenii
i
n
oddii
i xfxfxfxfn
ab
http://numericalmethods.eng.usf.edu20
Example 2Use 4-segment Simpson’s 1/3rd Rule to approximate the distance
tE
covered by a rocket from t= 8 to t=30 as given by
30
8
8.92100140000
140000ln2000 dtt
tx
a) Use four segment Simpson’s 1/3rd Rule to find the approximate value of x.
b) Find the true error, for part (a).c) Find the absolute relative true error, for part (a).a
http://numericalmethods.eng.usf.edu21
Solution
Using n segment Simpson’s 1/3rd Rule,
4
830 h 5.5
So )8()( 0 ftf
)5.58()( 1 ftf
)5.13(f
a)
)5.55.13()( 2 ftf
)19(f
)5.519()( 3 ftf
)5.24(f
)( 4tf
)30(f
http://numericalmethods.eng.usf.edu22
Solution (cont.)
)()(2)(4)(3
2
2
1
10 n
n
evenii
i
n
oddii
i tftftftfn
abx
2
2
3
1)30()(2)(4)8(
)4(3
830
evenii
i
oddii
i ftftff
)30()(2)(4)(4)8(12
22231 ftftftff
http://numericalmethods.eng.usf.edu23
Solution (cont.)
)30()19(2)5.24(4)5.13(4)8(6
11fffff
6740.901)7455.484(2)0501.676(4)2469.320(42667.1776
11
m64.11061
cont.
http://numericalmethods.eng.usf.edu24
Solution (cont.)
In this case, the true error is
64.1106134.11061 tE
b)
m30.0
The absolute relative true error
%10034.11061
64.1106134.11061
t
c)
%0027.0
http://numericalmethods.eng.usf.edu25
Solution (cont.)
Table 1: Values of Simpson’s 1/3rd Rule for Example 2 with multiple segments
n Approximate Value
Et |Єt |
2468
10
11065.7211061.6411061.4011061.3511061.34
4.380.300.060.010.00
0.0396%0.0027%0.0005%0.0001%0.0000%