Numerical Integration With Trapezoidal and Simpson's Rule
Summary
TLDRThis educational video script delves into numerical integration, a method for approximating definite integrals that are difficult to solve analytically. It introduces two primary techniques: the trapezoidal rule and Simpson's rule. The trapezoidal rule is explained through a step-by-step process, emphasizing the calculation of ΞX, the use of function evaluations at incremental points, and the summation formula. The script then contrasts this with Simpson's rule, which alternates between multiplying function evaluations by four and two, requiring an even number of intervals for accuracy. Practical examples, including calculating integrals of 1/x from 1 to 2 and 1/β(x+1) from 0 to 2, demonstrate the application of these methods, showing how they can closely approximate true integral values, even when exact solutions are unknown.
Takeaways
- π’ Numerical integration is a method used to approximate definite integrals that cannot be solved using traditional calculus techniques.
- π The Trapezoidal Rule is one such method, which approximates the area under a curve by dividing it into trapezoids rather than rectangles.
- βx The Trapezoidal Rule formula involves calculating the sum of function values at intervals (βx) multiplied by their respective coefficients and then taking the average.
- π The Simpsons Rule is another numerical integration technique, which uses a more complex formula involving the sum of function values at intervals multiplied by coefficients that alternate between 4 and 2.
- π Both the Trapezoidal and Simpsons Rules require the number of intervals (N) to be specified, with the Simpsons Rule needing an even number of intervals for accuracy.
- π The script provides a step-by-step example of how to apply the Trapezoidal Rule to approximate the integral of 1/x from 1 to 2 using 10 intervals.
- π The script also demonstrates the application of the Simpsons Rule using the function 1/β(x+1) from 0 to 2 with 7 intervals, emphasizing the need for even intervals.
- π The accuracy of numerical integration methods improves as the number of intervals increases, leading to a better approximation of the actual integral.
- π The script compares the results of the numerical integration methods with the actual integrals when possible, showcasing the closeness of the approximations.
- π‘ The script serves as a tutorial for students who may not have covered certain integrals in their calculus courses, providing an alternative approach to finding area under curves.
Q & A
What is numerical integration?
-Numerical integration is a method used to approximate definite integrals that cannot be solved analytically, providing a way to estimate the area under a curve when an exact formula is not known or available.
What are the two main methods of numerical integration discussed in the script?
-The two main methods of numerical integration discussed in the script are the trapezoidal rule and Simpson's rule.
How does the trapezoidal rule work?
-The trapezoidal rule works by approximating the area under a curve by dividing the area into trapezoids rather than rectangles. It sums the areas of these trapezoids to approximate the definite integral.
What is the formula for the trapezoidal rule?
-The formula for the trapezoidal rule is given by \(\Delta x \frac{f(x_0) + 2f(x_1) + 2f(x_2) + \ldots + 2f(x_{n-1}) + f(x_n)}{2}\), where \(\Delta x\) is the width of each trapezoid, and \(f(x_i)\) represents the function evaluated at the points \(x_i\).
What is the significance of the term 'Delta X' in the context of numerical integration?
-In numerical integration, 'Delta X' (\(\Delta x\)) represents the width of the subintervals into which the area under the curve is divided to approximate the integral using either the trapezoidal rule or Simpson's rule.
Why is the number of terms (N) important in numerical integration?
-The number of terms (N) is important because it determines the accuracy of the approximation. A larger N results in more subintervals, which generally leads to a better approximation of the integral.
How does Simpson's rule differ from the trapezoidal rule?
-Simpson's rule differs from the trapezoidal rule in that it approximates the area under a curve using parabolic segments instead of trapezoids. It uses a different weighting for the function evaluations, with the first and last terms having a coefficient of 1, the middle terms having a coefficient of 4, and every other term having a coefficient of 2.
What is the formula for Simpson's rule?
-The formula for Simpson's rule is given by \(\frac{\Delta x}{3} [f(x_0) + 4f(x_1) + 2f(x_2) + 4f(x_3) + 2f(x_4) + \ldots + 2f(x_{n-2}) + 4f(x_{n-1}) + f(x_n)]\), where n must be an even number.
Why does Simpson's rule require an even number of terms (N)?
-Simpson's rule requires an even number of terms because it relies on the parabolic shape that is formed between every two points, and this requires pairs of intervals to create the parabolic segments for the approximation.
How can one improve the accuracy of numerical integration using the trapezoidal or Simpson's rule?
-The accuracy of numerical integration can be improved by increasing the number of terms (N), which results in smaller subintervals and a more detailed approximation of the curve's shape.
What is the practical application of numerical integration?
-Numerical integration is used in various fields where exact integration formulas are not available or practical, such as in physics for calculating work done, in engineering for stress analysis, and in computer graphics for rendering.
Outlines
π Introduction to Numerical Integration
The speaker begins by introducing numerical integration as a method to approximate definite integrals that cannot be solved using traditional calculus techniques. They mention that there are integrals that are not covered in a standard calculus curriculum, and numerical integration provides a way to estimate their values. Two main methods are discussed: the trapezoidal rule and Simpson's rule. The speaker emphasizes that these methods are approximations and are useful for integrals that are otherwise difficult to compute.
π The Trapezoidal Rule Explained
The speaker delves into the trapezoidal rule, explaining it as a technique to approximate definite integrals by dividing the area under the curve into trapezoids instead of rectangles. The formula for the trapezoidal rule is introduced, which involves summing the function values at intervals and multiplying by a factor that includes the change in x (Ξx). The speaker clarifies the concept of Ξx and how it's calculated as the interval width divided by the number of intervals (N). An example is given to demonstrate the calculation process, where the integral of 1/x from 1 to 2 is approximated using N=10, resulting in 11 terms to be calculated.
π’ Applying the Trapezoidal Rule with an Example
The speaker applies the trapezoidal rule to the example of integrating 1/x from 1 to 2 with N=10. They calculate Ξx as 0.1 and then determine the x values for each term in the sum, incrementing by Ξx for each subsequent term. The formula is then applied by multiplying the sum of the function values at these x points by the appropriate coefficients and Ξx/2. The speaker emphasizes the importance of following the formula correctly, especially with the coefficients of 2 for all terms except the first and last.
π Simpson's Rule: An Alternative Method
The speaker contrasts Simpson's rule with the trapezoidal rule, highlighting that Simpson's rule provides a more accurate approximation by using a different set of coefficients. Simpson's rule divides the interval into smaller pieces and uses a combination of 4s and 2s as coefficients, but it requires an even number of intervals. The speaker provides a new example using the function 1/β(x+1) from 0 to 2 with N=6, illustrating how the x values and the coefficients are determined and applied in the formula.
π Comparing Numerical Integration Methods
The speaker compares the results of the numerical integration methods with the actual integral values when possible. They show that the trapezoidal and Simpson's rules provide close approximations to the true integral values, with the accuracy improving as the number of intervals increases. The speaker concludes by emphasizing the utility of these numerical methods for approximating integrals that cannot be solved analytically.
π Conclusion and Understanding Numerical Integration
In the final paragraph, the speaker wraps up the discussion on numerical integration, ensuring that the audience understands the concepts of the trapezoidal and Simpson's rules. They encourage the audience to practice these methods and to check their work against known integrals to gauge the accuracy of the approximations. The speaker's tone is light-hearted, indicating that the session was meant to be educational and interactive.
Mindmap
Keywords
π‘Numerical Integration
π‘Trapezoidal Rule
π‘Simpson's Rule
π‘Delta X
π‘Definite Integral
π‘Approximation
π‘Integrals
π‘Calculus 1
π‘Late Transcendentals
π‘Iterations
Highlights
Introduction to numerical integration as a method to approximate definite integrals that are difficult to calculate directly.
Explanation of the trapezoidal rule as the first method for numerical integration.
Description of the trapezoidal rule formula and its components, including Delta X and the sum of function values.
Clarification that Delta X is calculated as (B - A) / N, where B and A are the bounds of integration and N is the number of intervals.
Emphasis on the importance of N being a finite number for the trapezoidal rule to provide an approximation.
Introduction to the concept of X sub i, representing the points at which the function is evaluated.
Example calculation using the trapezoidal rule to approximate the integral of 1/x from 1 to 2 with N equals 10.
Step-by-step guide on how to calculate each X sub i and the corresponding function values.
Discussion on how increasing the number of terms (N) improves the accuracy of the trapezoidal rule approximation.
Introduction to Simpson's rule as an alternative method for numerical integration.
Explanation of the differences between Simpson's rule and the trapezoidal rule, including the use of Delta X / 3 and the alternating coefficients.
Requirement for N to be an even number when using Simpson's rule.
Example calculation using Simpson's rule to approximate the integral of 1/sqrt(x + 1) from 0 to 2 with N equals 6.
Comparison of the calculated approximations with the actual integral values to demonstrate the accuracy of numerical integration methods.
Conclusion on the effectiveness of numerical integration methods like the trapezoidal rule and Simpson's rule for approximating difficult integrals.
Transcripts
okay for us our very last section
talking about numerical integration kind
of going back in time to our calculus 1
days or first semester calculus here's
what numerical integration is all about
what it allows you to do is approximate
integrals definite integrals that you
couldn't otherwise do that we don't have
a formula for that man we I don't know
how to do this one or something we
haven't covered because there are going
to be some integrals that we have not
covered even though we've done all our
techniques integration there's somebody
looking up I don't know as a possible
action no it's a trick I don't know well
we can approximate those definite
integrals with these two processes one's
called the trapezoidal rule and one code
is called Simpsons rule so we're going
to talk about trapezoidal rule first
then Simpsons rule they're very similar
and what you do what this is doing again
it's giving you an approximation of a
definite integral without having to even
do the integral you with me okay so like
I said I think I just mentioned this to
you guys but put yourself back into your
first semester calculus days when we
haven't done a lot of integrals okay so
the ones we're going to do on the board
they would be something you learn in
calculus two what we've all we've
already learned them but back then these
integrals would have not been really
possible for us because we would not
have learned them yet you with me okay
so with that in mind let me introduce
you the trapezoidal rule
so the trapezoidal rule says this if you
want to approximate a definite integral
remember the definite integrals have
bounds of integration they go from like
an e to e they go somewhere of any
function that you want we can
approximate it hits our squiggly equals
here we could we can approximate it by
doing this and really interesting here's
how it works
it says I don't define these in just a
minute but they should look familiar if
you took calculus 1 this looks familiar
Delta X you guys have seen Delta X
before Epogen will talk without the
finance second if you don't remember
what it is you take Delta X u divided by
2 and you multiply it by this sum by f
of X sub 0 plus 2 times f of X sub 1
plus 2 times f of X sub 2 plus and you
keep all those twos and tell you get
down to 2 times f of X sub n minus 1
plus f of X sub n no - that's the
trapezoidal rule now I'm going to define
a couple of these things for you
personally what Delta X is if you don't
remember it's okay Delta X is B minus a
where do I get my B minus a from do you
know that's a certain iman say it's just
your your integral so B minus a divided
by N and it's going to be given to you
so n is going to be some finite number
because we're approximate right now now
listen we can't let n go to infinity
because if we did well we wouldn't have
an approximation anymore and this is
going to we would have a finite number
of terms add up and one via
approximation we can't actually do that
we couldn't do this forever the idea of
doing this forever is the actual
integrals
add so because do the integral well then
we're left with a finite number of terms
to approximate our value and then X sub
I which means that X sub 0 X sub 1 X sub
2 X sub 3 X + 4 X sub n minus 1 X sub n
it's given by this
you start with Eddie again a is just
right here and you add to it your index
times Delta X that might look a little
confusing you get a treasure on this
this is not that hard to do
I'm going to prove that to you right now
with an example so write down the
formula I'm going to show you how to do
it just make sure you write down
correctly okay there's no two in front
of this there's a 2 in front of every
other term that you have until you get
to the very very last one and then
there's not a 2 there quick hit up
you're ok with that so far okay so let's
do our example so what we're going to do
is we're going to approximate 1/2 - 1
over X DX and what we want to do is
approximate this with N equals 10 if N
equals 10 what that's going to mean for
us is that we're going to get 11 terms
here we have an X sub 0 through X sub 10
we're going to end on the X sub 10 term
does that make sense to you so we need
eleven terms stop it N equals 10 now if
you look at that many of you're going to
think well I'll just do the integral
what's the integral of 1 over X would
you know that in a late transcendentals
class like we have for calculus 1 as I
kept this one we don't cover that so
that's why I said put yourself back into
calculus want first semester calculus
class at our College we have what's
called late transcendental some people
have early where they do this in
calculus 1 we don't so we do it later so
for us this would have been impossible
back in calculus 1 so all we would have
done is try to approximated here's how
we're approximated the first thing we do
we'll figure out Delta X of course
that's going to be important for us so
to figure out Delta X Delta X is B minus
a over N all those things are going to
be given to you if you have a definite
in a roll what's our beat - over and
perfect that's going to be 110 okay what
we're close to place and putting this in
our formula now we got to figure out our
X sub 0 or X sub 1 X sub 2 - X sub 3 and
X sub 4 blah blah blah in fact you can
think of this is because I'm going to be
some calculators you can think about
this is 0.1 if you want to you might
make things a little bit easier for you
if you want so it looks kind of weird
like how am I going to figure it's not
that hard here's what it says if I want
X sub 0 X sub 0 says start at a would
say add 0 D X's so we're just going to
have one does that make sense
exit sorry X 1 1 missed one exit 1 says
this started a what's what's a 1 and add
1 Delta at one time is Delta X so it'd
be one plus point 1 or just 1 point 1 X
sub 2 says start a it's 1 plus 2 times
Delta X well that would be 1 plus 0.2
1.2 can you tell me what the next one's
going to be
going through what's the next one and
then 1.5 and 1.6 then 1.7 1.8 and 1.9 at
the very end we're going to get to X sub
9 that's going to be one point and then
X sub 10 gives you I wish so hands feel
okay with where those are coming from
can you follow that should be a little
easier because it's back to factor this
one stuff it just plug in numbers in it
just says hey start here start whatever
that is and just add Delta X so for X
sub 0 yet none of them so just one and
then add this one point one add it again
one point two add it again
1.3 1.4 1.5 1.6 1.7 1.8 1.9 and then to
one point n - yeah so we get to now what
the trapezoidal rule says is after
you've all if you've done all that the
integral can be approximated by doing
this you take Delta X what's our Delta X
so we have Delta x over 2
and then you're going to do this you're
going to have f of X sub 0 F of what
plus what's the next thing I'm going to
right now our to store two times F of
what yeah plus 2 times 1 point 2 plus 2
times F of 1 point 3 plus the reviews
all the way down till we get to 2 times
F of 1 point 9 and then we're going to
have do we have a two on the very last
term no oh just F of 2
okay I want to do like a 20-second recap
just to make sure that you give this so
the idea behind these numerical
integrations is sometimes we can't
integrate or sometimes we don't know how
to integrate it and this would be one of
those cases where at the time we would
not have known how to do this now I'm
giving you a very simple example okay
just so it makes our math easy so you
get the idea you could do this with some
pretty hardcore integration I know that
you don't know how to integrate if it's
a definite integral to understand that
if it's not a definite integral this
this doesn't work because I'm plugging
numbers in alright so we say is all
right now where's your integral starting
whatever where it is stopping whatever
you can find Delta X with that provided
you're given the number of iterations
and your your your rule so in this case
we have N equals 10 that's 11 terms that
we're going to be going through so it
says okay cool well if that's my Delta X
then I start with my a I just add my
Delta X for every new term so I added
them add it than that until I get up in
my last one plug in the formula we have
Delta x over 2 no problem f of X of 0 f
of X sub 1 so 1 1 will point you all the
way to the very end notice though into
two terms that don't have two s on the
first one and the last one you follow
now what's nice about this do you have a
function that you can plug these things
into yeah that's right there it's just 1
over X so we're going to do this we're
going to start by taking our Delta X
it's 0.1 divided by 2 and then we're
going to have F of 1 so that's 1 over 1
plus 2 times F of 2 so check it out it's
going to be 2 times 1 over 1 point 1
plus two times one over one point two
plus two times one over one point three
plus we do this for a while for a finite
number of terms and we're going to end
off with two times one over one point
nine plus one over two I want you to see
if you can you can go through that you
mine data that actually makes sense to
you so fans if that does make sense to
you okay so here's what you're going to
do on your calculators what you're going
to do is you're going to figure out what
all these things are I'm not writing all
because it takes too long so but I'm
hoping that I've made this clear on what
this this is you guys see what what it
is we're starting with just a function
evaluated at whatever RNA is just one
and then we add to 2 times F at one
point 1/2 times F at 1 point 2 2 times F
of whatever our exit 3 exit for X upon
all the way up till we do our X sub n
minus 1 look at that X is 1 is 9 some of
you guys on your tested X sub n plus 1
for this one you were counting further
than you should have been counting
before not after
so X sub n minus 1 gives us our 9 and
then our last one whatever it is in 10
in this case no to here we plug them
into our function that's what we have
our one over this one over this one over
X of 3 1 over X sub 10 and we just
figured decimal equivalent so in our
case on your calculator you get 1 plus 2
over this it's 2 into this through that
and then multiply that by 120
now as you're doing that I'm going to go
ahead on actually I did this on purpose
I did the integral because we can
actually do it I want to see how close
this actually is so if we were to really
do the integral so people work on this
some of you guys really go through this
okay I want I want an actual answer so
but if we were to do an integral with
what we know now we know the integral of
1 or X is Ln X and we would evaluate
that from 1 to 2 that's Ln of 2 minus Ln
of 1 well ml element 1 is 0 so we get Ln
of 2 + Ln 2 is about equal to someone
who's not working on this can you tell
me what Ln of 2 is about equal 2.6 died
and 3 14.6 not saving in 6 9 31 or okay
it keeps on going because it's it it
consider a rational number it goes on
forever without ever meeting have you
got this one what you get
yeah is it exactly the same is it close
tenths hundredths step it's the same to
the thousands it's off by a little over
six ten thousandths so with if you but
here's the point
this was clicker because we know how to
do it right if this was an integral that
we did know how to do this would be the
best way because you don't know how to
do it so you okay we'll call let's
evaluate this approximately let's use
our trapezoidal rule and then we get
something that's relatively close now
question how do you make this better
more terms na plus C cos is definite
integral how do you make it better
we're in Morgan's do that to like a
hundred it's really close I don't mean
very much but really close because
what's happening is you're taking our
interval and make it really really
living bill it's the same idea with
doing Vermont sounds with more and with
N equals larger numbers you're making
smaller rectangles smaller rectangles
well hey if you have smaller rectangles
that means you're missing less and less
area when you add up those rectangles if
you remember back to your your month
sums that you did in calculus or that
making sense to you so the major that is
the more close this is going to be I
just want to do this one to show you hey
you know what you can actually
proximately get it pretty darn close
dividends if I explain that long for you
okay this is it for trapezoid rule
that's how it works I'm going to give
you a super sense rule
show you how Simpsons rule differs
here's how Simpsons world works Simpsons
rule is going to look really really
similar here's only difference instead
of taking Delta X divided by two
you take Delta X you're going to divide
by three then what you do yeah it's cool
it's awesome electors - then what you do
is you take and you start with the same
f of X of zero but this becomes a four
that stays in tune and you're going to
go for two four two four two four two
four two and end of the pole right there
and then that last one doesn't get
anything now this will only work if n is
even and it's got to be even so you
can't do this if n is five you could do
it if n is six sort of ends eight or two
or like what even numbers are you do it
evens but other than that this small
report make sure I wrote down right to
it in from memory but yeah I think I got
it
years when do an example your real quick
yes because this makes sense to you that
we're going to alternate fours and twos
just you don't end the to you that
that's going to happen if you have an
eating okay so it's going to be nothing
then four two four two four two four two
four nothing thank you for your very
less terms will happen as me so let me
change this just a little bit
how about 1 over square root X plus 1
from 0 to 2 with N equals 7 is that ok
why not it has to be even find sticklers
is 6 and 6 go through the same way that
you would normally do the trapezoidal
rule only now we're just going to plug
into a different formula the Delta X is
calculated the same way the X sub i's
are calculated the same way and it just
has to be satisfying the tens even ok so
Delta egg what's nothing X is going to
be going to be 1/3 that's right I'd
probably leave that as a fraction 1/3
because I don't want I do not do not
want you to approximate in just 2.3 or
0.33 because you're going to be losing
something there ok and you're
essentially going to be losing it every
time you multiply every time you have a
term because of that distribution
property the approximation be way off so
leave this as a fraction unless you can
have a finite decimal you listening
right now okay so leave it as a fraction
okay well cool now let's do our X's so
we want X sub 0 we want X sub 1
like sub 2 and so on what's X sub 0
going to be what's X sub 0 say it louder
what you say 0 yeah you start with a 0 0
no problem ok well now if I have X sub 0
0 what's X sub 1 you know that one
it's give me 1/3 because you guys see
that the point in doing this well maybe
you don't see the point in actually
doing this we're trying to approximate
intervals integrals without actually
doing them we start with that number you
just keep on adding this your Delta X
per term that's what this says is that
start with your a Judas NRA is 0 right
now
you get it you start with a just add
Delta X that's it just add it every
single time
so what 0 plus 1/3 if we do know how to
do fractions so what's 1/3 plus 1/3 2/3
now 100 X sub 3 what's up 2/3 plus 1/3
3/3 1
what's X sub 4 4/3
what's X sub 5 5 thirds and what's X sub
6 6 thirds yay so it makes me locate
with that one so what I don't have all
the all the terms in this particular one
just so we feel through it again
sometime so our integral can be
approximated by doing this we start with
Delta X how much is done X 1/3 1/3 we
divided by what people carry very good
and then we have
this wholesome we have how's it start we
see the apps f of zero very good
f of zero then we add oh what's the next
thing for board starts before four times
f of 117 plus what 2 2 goes you know it
works
starts with nothing then it goes for
then it goes to F of 2/3
then it goes to what for fo and then it
goes back to 2 with a head for 4/3
then it goes back to for F of 5/3 and
then it is what please F of yeah but
notice there's nothing here so see how
it's going to work it's going to always
start with a full clips are done they
there with nothing start with 4 and with
a 4 and we're going to have one extra
force it's going to pair up
Bam Bam with an extra 4 it's not going
to go back to the deciding to get there
we use our even ends you're going to be
located with this one are you sure ok
and you can see if I went to N equals 8
what's going to happen is I'm going to
have another tuna to the four go
into tentative another children before
it's always going to end with that 4 and
then then that last term without
anything in front of it so what do we do
with all these numbers what are we to do
with them look you pull you into what
function yep right there so this is
going to be approximately 1 9 3 okay
1 over square root 0 plus 1 plus 4 over
square root of 1 3 plus 1 plus 2 over
square root of 2/3 plus 1 plus 4 over
square root of 1 plus 1 plus 2 over
square root of 4 thirds plus 1 plus 4
over square root 5 30 plus 5 plus
nothing 1 well not nothing 1 over square
root of 2 plus 4 and if you do that and
add them all up and then multiply by 1/9
then we get an approximation what I'd
like to know is a show fans if you
understand where all these things are
coming from 2 events if you do guys on
the right are you guys ok with this
ok so this is what I had to bring your
calculate in your calculator because
there's a what I can be able to do this
in our heads very easily so we're
approximate here where it's okay to get
our decimals so we got one that you add
that X square divide 4 by it and so on
and so forth and so on and so forth and
so on and so forth now I've already done
it you guys can go ahead and see if you
can check my work but just for the sake
of time it's going to take a little
while right so here's what it is what it
ends up giving you is approximately one
point four six four to one is what that
is
Japan's relocated with the idea now what
I want to do I want you guys to do the
interval because we do know how to do
this one we were kind of pretended we
did don't want you to do that integral
over here and just see what how good
that approximation is all right so go
forward
like you to check my work to make sure
that we all got the same thing did you
get about that I should just get exactly
that shouldn't know you got the two
square root of x plus one if you plug
back in the X before you start
evaluating perfect that's fantastic so
we got two or three minus two how much
is two times the square root of three
minus two one point eight four six four
101 is that one more time one point four
six four one zero one six okay that's
good enough that's our our decimal place
is it exactly the same is it close it's
really stinking close look at that this
is a one point four six four one this is
one point four six four two it's off by
a little over one ten-thousandth after
only six n equals six so six iterations
that's that's not too bad so that's
pretty darn close for approximately
something if we didn't know how to do it
so that's a lot of the trapezoidal rule
works that's how Simpsons rule works
have I explained it well enough for you
guys to understand yeah
oh wait no I'm just kidding
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