Numerical Integration

Numerical Integration Numerical Integration

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Trapezoidal Rule • Substituting the trapezoidal rule for each integral yields: f ( x ) + f ( x ) f ( x ) + f ( x ) I ≅ h 0 1 + h 1 2 + 2 2 f ( x L+ + h n− ) + f ( x 1 n 2 ) © 2003-2006 Roberto Muscedere 10

• Grouping the terms: Trapezoidal Rule I ≅ h ⎡ ⎢ ⎣ f n−1 ⎤ ( x ) + 2∑ f ( x ) + f ( x ) 0 i n ⎥ i=11 ⎦ 2 i I ≅ x − x n −1 n 0 f ∑ 2n i ⎡ ⎢ ⎣ ⎤ ( x ) + 2∑ f ( x ) + f ( x ) 0 i n ⎥ =1 ⎦ © 2003-2006 Roberto Muscedere 11

Trapezoidal Rule<br />

• Substituting the trapezoidal rule for each<br />

integral yields:<br />

f<br />

( x<br />

) +<br />

f<br />

( x<br />

)<br />

f<br />

( x<br />

) +<br />

f<br />

( x<br />

)<br />

I ≅ h<br />

0 1<br />

+ h<br />

1 2<br />

+<br />

2<br />

2<br />

f ( x<br />

L+ + h<br />

n−<br />

)<br />

+<br />

f<br />

( x<br />

1 n<br />

2<br />

)<br />

© 2003-2006 Roberto Muscedere 10

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