Part 5Chapter 17.ppt

Part 5Chapter 17 Numerical Integration Formulas PowerPoints organized by Dr. Michael R. Gustafson II, Duke University All images copyright ? The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Chapter Objectives Recognizing that Newton-Cotes integration formulas are based on the strategy of replacing a complicated function or tabulated data with a polynomial that is easy to integrate. Knowing how to implement the following single application Newton-Cotes formulas: Trapezoidal rule Simpson’s 1/3 rule Simpson’s 3/8 rule Knowing how to implement the following composite Newton-Cotes formulas: Trapezoidal rule Simpson’s 3/8 rule Objectives (cont) Recognizing that even-segment-odd-point formulas like Simpson’s 1/3 rule achieve higher than expected accuracy. Knowing how to use the trapezoidal rule to integrate unequally spaced data. Understanding the difference between open and closed integration formulas. Integration Integration:is the total value, or summation, of f(x) dx over the range from a to b: Newton-Cotes Formulas The Newton-Cotes formulas are the most common numerical integration schemes. Generally, they are based on replacing a complicated function or tabulated data with a polynomial that is easy to integrate:where fn(x) is an nth order interpolating polynomial. Newton-Cotes Examples The integrating function can be polynomials for any order - for example, (a) straight lines or (b) parabolas. The integral can be approximated in one step or in a series of steps to improve accuracy. The Trapezoidal Rule The trapezoidal rule is the first of the Newton-Cotes closed integration formulas; it uses a straight-line approximation for the function: Error of the Trapezoidal Rule An estimate for the local truncation error of a single application of the trapezoidal rule is:where ??is somewhere between a and b. This formula indicates that the error is dependent upon the curvature of the actual function as well as the distance between t