NumericalDifferentiationandIntegrationPart6.pptVIP

Part 6 Numerical Differentiation and Integration Calculus is the mathematics of change. Because engineers must continuously deal with systems and processes that change, calculus is an essential tool of engineering. Standing in the heart of calculus are the mathematical concepts of differentiation and integration: Figure PT6.1 Figure PT6.2 Noncomputer Methods for Differentiation and Integration The function to be differentiated or integrated will typically be in one of the following three forms: A simple continuous function such as polynomial, an exponential, or a trigonometric function. A complicated continuous function that is difficult or impossible to differentiate or integrate directly. A tabulated function where values of x and f(x) are given at a number of discrete points, as is often the case with experimental or field data. Figure PT6.4 Figure PT6.7 Figure PT6.10 Newton-Cotes Integration FormulasChapter 21 The Newton-Cotes formulas are the most common numerical integration schemes. They are based on the strategy of replacing a complicated function or tabulated data with an approximating function that is easy to integrate: Figure 21.1 Figure 21.2 The Trapezoidal Rule The Trapezoidal rule is the first of the Newton-Cotes closed integration formulas, corresponding to the case where the polynomial is first order: The area under this first order polynomial is an estimate of the integral of f(x) between the limits of a and b: Figure 21.4 Error of the Trapezoidal Rule/ When we employ the integral under a straight line segment to approximate the integral under a curve, error may be substantial: where x lies somewhere in the interval from a to b. Figure 21.6 The Multiple Application Trapezoidal Rule/ One way to improve the accuracy of the trapezoidal rule is to divide the integration interval from a to b into a number of segments and apply the method to each segment. The areas of individual segments can then be added to yield the in