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Seminar 9
Integrare numerica
1. Formula Newton-Cotes
2. Forula trapezelor (generalizata)
3. Formula lui Simpson (generalizata)
4. Formula trapezelor pentru integrale duble
1. Formula Newton-Ctes
b
Dupa cum se stie, exista integrale care nu se poate calcula in mod direct (de ex. e x dx ).
2
ba
.
n
f ( x ) Ln ( x ) f ( x ) dx Ln ( x ) dx
b
f ( x ) dx ( b a ) Ci f i (1)
i =0
( 1)
n i
i !(n i )! n 0
( s j ) ds, i = 0, n
j =0
j i
(2)
f ( x ) dx ( b a )(C
f + C1 f1 )
0 0
a
1
1
1
Din (2) rezulta C0 = ( s 1) ds =
si C1 = sds = . Rezulta:
2
2
0
0
b
f ( x ) dx
( b a )( f 0 + f1 )
2
(3)
b
f ( x ) dx
se
aproximeaza cu aria unui trapez. De aceea, formula (3) se numeste formula trapezelor.
f1
y = L1 ( x )
f0
y = L2 ( x )
f0
y = f ( x)
O
f2
f1
x1
x0
x0
x1
x2
f ( x ) dx ( b a )( C
f + C1 f1 + C2 f 2 )
0 0
C0 =
1
1
1
4
1
1
( s 1)( s 2 ) ds = ; C1 = s ( s 2 ) ds = si C2 = s ( s 1) ds =
40
6
20
6
40
6
b
f ( x ) dx
a
(b a )
6
( f 0 + 4 f1 + f 2 )
(4)
f ( x ) dx
a
for i 0 .. n
n
(s k )
n i
( 1)
k =0
ci
ds
si
i! ( n i )! n
0
1
8
3
8
C ( 3)
3
8
1
1
2
C ( 1)
1
2
1
6
2
C ( 2)
3
1
6
f ( x ) dx
a
(b a )
8
( f 0 + 3 f1 + 3 f 2 + f 3 )
(5)
2sin x
dx
2x + 1
0
Solutie
Fie f ( x) =
2sin x
.
2x +1
Pentru n = 1 avem:
2sin
1
1
2 =1.
x0 = 0, x1 = si f 0 = f ( 0 ) = 0, f1 = f =
2
2
2
Aplicand formula trapezelor (3)
1
2
0.5 ( f 0 + f1 )
2sin x
dx
= 0.25
2x + 1
2
0
Pentru n = 2 avem:
1
1
x0 = 0, x1 = , x2 = si
4
2
1
f 0 = f ( 0 ) = 0, f1 = f =
4
2sin
2sin
4 = 2 2 = 0.943, f = f 1 =
2 = 1.
2
3
3
2
2
2
2sin x
0.5
1
dx
( f 0 + 4 f1 + f 2 ) = ( 4 0.943 + 1) = 0.398
2x + 1
6
12
0
Pentru n = 3 , h =
0.5 0 1
1
1
1
= si avem: x0 = 0, x1 = , x2 = , x3 =
si
3
6
6
3
2
1
f 0 = f ( 0 ) = 0, f1 = f =
6
2sin
6 = 3, f = f 1 =
2
4
4
3
3
2sin
3 = 3 3 , f = f (1) = 1 .
3
5
5
3
2sin x
0.5
1 9 9 3
+ 1 = 0.398
dx
( f 0 + 3 f1 + 3 f 2 + f 3 ) = +
2x + 1
8
16 4
5
0
cos
x
2
1
1
n = 1 cos2
1
1
n = 2 cos2
1
1
n = 3 cos2
1
x
2
x
2
x
2
dx
dx
1 ( 1)
( f (1) + f (1) ) = 0 (!!)
2
dx
2
4
( f ( 1) + 4 f (0) + f (1) ) = = 1.333
6
3
dx
2
f ( 1) + 3 f
8
9
1
1
+ 3 f + f (1) = = 1.125
3
3
8
Valoarea exacta a integralei este 1 (se poate calcula). Observam ca aproximarea este
slaba (mai ales in metoda trapezelor).
ba
, i = 0, N 1 . Integrala se
N
N 1 xi +1
f ( x ) dx =
i = 0 xi
N 1
f ( x ) dx
i =0
xi +1 xi
h N 1
( f i + fi +1 ) = ( f i + f i +1 )
2
2 i =0
f ( x ) dx
N 1
h
f
+
f
+
2
f i (6)
0
N
2
i =1
M n +1
( x ) , x [ a , b ]
( n + 1) ! n +1
= sup f (
n +1)
x[ a ,b ]
( x) .
M2
( x x0 )( x x1 )
2!
De aceea, eroarea care se face aplicand metoda trapezelor poate fi estimata astfel:
ET ( f ) =
E1 ( x ) dx =
f ( x ) dx L1 ( x ) dx E1 ( x ) dx
M (b a )
ET ( f ) 2
12
M2
2
( x a )( x b ) dx
a
(7)
ETG ( f ) =
N 1 xi +1
i = 0 xi
M (x x )
M h3N
E1 ( x ) dx 2 i +1 i = 2
12
12
i =0
3
N 1
M (b a )
M (b a ) 2
ETG ( f ) 2
= 2
h = O ( h 2 ) (8)
2
12 N
12
3
x + 1dx
Solutie
a) N = 3 h = 1 . Fie f ( x ) = x + 1
3
x + 1dx
1
1
( f (0) + f (3) + 2 f (1) + 2 f (2) ) = 1 + 2 + 2 2 + 2 3 = 4.646
2
2
b) N = 6 h = 0.5
i
f i = f ( xi )
xi
0 0
1 0.5
1
1.5 = 1.225
2 1
3 1.5
2 = 1.414
2.5 = 1.581
4 2
3 = 1.732
5 2.5
3.5 = 1.871
4=2
6 3
3
x + 1dx
5
0.5
f
+
f
+
2
0
6
2
i =1
f i = 4.661
f ( x ) = ( x + 1) 2 f ( x ) =
1
3
1
1
( x + 1) 2 f ( x ) = ( x + 1) 2
2
4
ETG ( f )
M 2 ( b a ) 2 0.25 3 0.25 1
1
h =
=
<
= 0.1
12
12
64 10
for i 0 .. 12
f ( x) :=
X i 0.25 i
x+ 1
0.25
I :=
3+
2
11
( 2 f (X)i )
i=1
= 4.66537
ETG ( f )
M 2 ( b a ) 2 0.25 3 0.0625
1
1
h =
=
<
= 0.01
12
12
256 100
ba
, i = 0, N 1 . Integrala se scrie ca o suma de M integrale si se aplica
N
f ( x ) dx =
M 1 x2 i + 2
M 1
i =0
i =0
x
f ( x ) dx
x2 i
b
f ( x ) dx
x2 i
h M 1
( f 2i + 4 f 2i +1 + f 2i +2 ) = ( f 2i + 4 f 2i +1 + f 2i +2 )
6
3 i =0
2i +2
M 1
M 1
h
f
+
f
+
2
f
+
4
f 2i +1 (9)
0
2M
2i
3
i =1
i =0
Evaluarea erorii
Se poate arata ca eroarea in metoda lui Simpson (simpla) verifica inegalitatea:
ES ( f )
M 4 (b a )
2880
unde M 4 = max f ( 4) ( x ) .
x[ a ,b]
ESG ( f )
M 4 ( x2i + 2 x2i )
2880
i =0
= (2h)5
4
h5 N M 4 M 4 ( b a ) h
N M4
=
=
= O ( h 4 ) (10)
2 2880
180
180
x + 1dx
x + 1dx
0.5
( f 0 + f 6 + 2 ( f 2 + f 4 ) + 4 ( f1 + f 3 + f5 ) ) = 4.667
3
3
5
7
1
3
15
( x + 1) 2 f ( x ) = ( x + 1) 2 f (4) ( x ) = ( x + 1) 2
4
8
16
ESG ( f )
15
(maximul se atige in 0 deoarece f ( x ) ).
16
M 4 ( b a ) 4 15 3 1
1
1
h =
=
<
= 0.001
180
16 180 16 1024 1000
0.25
I :=
3+
3
i=1
( 2 f (X) 2i ) +
( 4 f (X)2i +1)
i=0
= 4.66666
ESG ( f )
M 4 ( b a ) 4 15 3 1
1
1
1
h =
8 = 14 =
< 4 = 0.0001
180
16 180 2
2
16384 10
b d
b
b
b
d c
d c
I = f ( x, y ) dy dx
f ( x, c ) + f ( x, d ) ) dx =
(
f ( x, c ) dx + f ( x, d ) dx
2
2 a
a c
a
a
d c ba
( f ( a, c ) + f ( b, c ) + f ( a, d ) + f ( b, d ) )
2
2
hk
( f 00 + f10 + f 01 + f11 ) (17)
4
Formula (17) se numeste formula trapezelor pentru integrala dubla. O aproximare mai
buna se obtine cu metoda trapezelor generalizata: se imparte intervalul [ a , b] in M
subintervale de lungime h =
k=
ba
si intervalul [ c, d ] in N subintervale de lungime
M
d c
si se aplica formula (17) pe fiecare dreptunghi Dij = Aij Ai +1, j Ai +1, j +1 Ai , j +1 :
N
hk
4
M 1 N 1
( f
i =0 j =0
ij
+ f i +1, j + f i , j +1 + f i +1, j +1 )
M 1
M 1
N 1
N 1
M 1 N 1
hk
f 00 + f M 0 + f 0 N + f MN + 2 f i 0 + 2 f iN + 2 f 0 j + 2 f Mj + 4 f ij (18)
4
i =1
i =1
i =1
i =1
i =1 j =1
x ln ( 2 x + y ) dxdy
2
Folosim Mathcad-ul:
2
f ( x , y) := x ln ( 2 x + y)
X :=
for i 0 .. 8
Y :=
for i 0 .. 6
Xi 0.25 i
Yi 1 + 0.5 i
X
for i 0 .. 8
F :=
for j 0 .. 6
Fj , i f ( Xi , Yj )
0
0
F = 0
0
0
2.8
4.212 5.959
1
I :=
6.438 + 8.318 + 2
32
7.167
7.487
7.784
8.06
8.318
i=1
( F0 , i + F6 , i ) + 2 ( Fj , 0 + Fj , 8) + 4
j=1
f ( x , y) dy dx = 13.439
0 1
Tema
Sa se aproximeze integrala
cos xdx
10
i=1 j=1
Fj , i = 13.568