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

• Grouping the terms:<br />

Trapezoidal Rule<br />

I<br />

≅<br />

h<br />

⎡<br />

⎢<br />

⎣<br />

f<br />

n−1<br />

⎤<br />

( x ) + 2∑<br />

f ( x ) + f ( x )<br />

0 i n ⎥<br />

i=11<br />

⎦<br />

2 i<br />

I<br />

≅<br />

x<br />

− x<br />

n −1<br />

n 0<br />

f ∑<br />

2n<br />

i<br />

⎡<br />

⎢<br />

⎣<br />

⎤<br />

(<br />

x<br />

)<br />

+<br />

2∑<br />

f<br />

(<br />

x<br />

)<br />

+<br />

f<br />

(<br />

x )<br />

0 i n<br />

⎥<br />

=1<br />

⎦<br />

© 2003-2006 Roberto Muscedere 11

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