Transcription of Chapter 5: Numerical Integration and Differentiation
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Chapter 5: Numerical Integration and DifferentiationPART I: Numerical IntegrationNewton-Cotes Integration FormulasThe idea of Newton-Cotes formulas is to replace a complicated function or tabu-lated data with an approximating function that is easy to baf(x)dx bafn(x)dxwherefn(x) =a0+a1x+a2x2+..+ Trapezoidal RuleUsing the first order taylor series to approximatef(x),I= baf(x)dx baf1(x)dxwheref1(x) =f(a) +f(b) f(a)b a(x a)1 ThenI ba[f(a) +f(b) f(a)b a(x a)]dx= (b a)f(b) +f(a)2 The trapezoidal rule is equivalent to approximating the area of the trapezoidalFigure 1: Graphical depiction of the trapezoidal ruleunder the straight line connectingf(a)andf(b).
Taylor series as Et = ¡ 1 12 f00(»)(b¡a)3 where » is a value between a and b. Example: Use the trapezoidal rule to numerically integrate f(x) = 0:2+25x from a = 0 to b = 2. Solution: f(a) = f(0) = 0:2, and f(b) = f(2) = 50:2. I = (b¡a) f(b)+f(a) 2 = (2¡0)£ 0:2+50:2 2 = 50:4 The true solution is Z 2 0 f(x)dx = (0:2x+12:5x2)j2 0 = (0:2£2 ...
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