7.

5 Numerical Integration
cos x 
3 7 5 6
1  x  12 dx, x cos x  dx, 
1
x
1
3

1 3
x
dx,  1  x 3 dx,
2
12 9 1

  
1  sin 2  x  dx,  sin x 2 dx,  exp x 3 dx  
3 5 0

The above integrals are very difficult to evaluate by using the methods in
sections 7.1~7.4. Two numerical methods can be used effectively for
estimating a definite integral: the trapezoidal rule and Simpson’s rule.

(I) The trapezoidal rule

b
ba
Let x 
n
.  f  x dx can be approximated by the sum of the areas of
a

the trapezoids,
b
 f  x0   f  x1    b  a   f  x1   f  x2    b  a     f  xn 1   f  x n    b  a
 f  x  dx 
a
2 n 2 n 2 n
b a
  f  x0   2 f  x1     2 f  x n 1   f  x n  
 2n 

Example 22:


Approximate the integral  sin  x dx

0
using trapezoidal rule for n  4 and n  8 .

The exact value of the integral is



 sin  x dx    cos x  


0  2.
0


As n  4 , x  ,
4

     2   3  
 sin  x dx  2  4 sin  0  2 sin 4   2 sin
0
4
  2 sin 
  4
  sin    
 



8

0 2 2 2 0 
 1 2
4
  
 1.896


As n  8 , x  ,
8

1
 
     7  
 sin  x dx  2  8 sin  0  2 sin 8     2 sin 
0
  sin    
8  
     3 
  2  2 2  4 sin    4 sin  
16  8  8 
 1.974

(II) The Simpson’s rule

Theorem 2:
p x   Ax 2  Bx  C . Then,
d d
   d  c   p  c   4 p c  d   p  d  
 p x dx   Ax  Bx  C dx 
2
   
c c
6   2  

 f  x dx can be approximated by the sum of the areas of the parabolas,

a

b
 2   b  a    2   b  a  
 n  n
 f  x  dx   f  x 0   4 f  x1   f  x 2     f  x 2   4 f  x3   f  x 4  
a
6 6
 2   b  a    2   b  a  
 n   n
    f  x n  4   4 f  x n 3   f  x n  2     f  x n  2   4 f  x n 1   f  x n  
6 6

b  a  f  x   4 f  x   2 f  x   4 f  x   2 f  x     4 f  x   f  x 
0 1 2 3 4 n 1 n
3n

Example 22 (continue):


Approximate the integral  sin  x dx

0
using Simpson’sl rule for n  4 and n  8 .

As n  4 , the

     2   3  
 sin  x dx  3  4 sin  0  4 sin 4   2 sin
0
  4 sin 
4   4 
  sin    



12
4 22  
 2.005


As n  8 , x  ,
8

2
 
     2   7  
 sin  x dx  3  8 sin  0  4 sin  8   2 sin 
0
    4 sin 
8   8 
  sin    

     3 
  2  2 2  8 sin    8 sin  
24  8  8 
 2.0003

Next question to ask: how accurate the above approximations are?

The error for the trapezoidal rule is denoted as

b
b  a
 nT   f  x  dx    f  x0   2 f  x1     2 f  x n 1   f  x n  
a  2n 
while the error for the Simpson’s rule is denoted as
b
 nS   f  x  dx 
 b  a  f  x   4 f  x   2 f  x   4 f  x   2 f  x     4 f  x   f  x  
0 1 2 3 4 n 1 n .
a
3n

Result 1 (the accuracy of the trapezoidal rule):

f  x   M for x   a, b  . Then,
''

 nT  M 
 b  a 3 .
12n 2

Result 2 (the accuracy of the Simpson’s rule):

f    x   M for x   a, b  . Then,
4

 nS  M 
 b  a 5 .
180n 4

Note:
The above results can be used to obtain the required number of
partitions, n .

Example 23:
Determine a value of n so that the trapezoidal rule will approximate the value of
1


0
1  x 2 dx with an error that is less than 0.01.

[solutions:]

f  x   1  x 2 , f '  x   x1  x 2  2 , f ''  x   1  x 2  2 .

1 3

Since the maximum value of f ''  x  on  0,1 is 1, i.e.,

3
 
f ''  x   1  x 2  3
2
 1, x   0,1 .

Thus,

 nT  M 
b  a 3  1
1  0  3 
1
.
2 2
12n 12n 12n 2
As
1
2
 0.01  12n 2  100  n  2.89  n  3 ,
12n
1
the error is smaller than 0.01. As n  3 , x  ,
3

   
1
1  2 2 
0
1  x 2 dx  
23 
1  02  2 1  1  2 1  2
3 3
 2 1  12 

 1.154
Thus,
1

0
1  x 2 dx  1.154  0.01

1
 1.144  1.154  0.01  
0
1  x 2 dx  1.154  0.01  1.164

Example 24:
Determine a value of n so that the Simpson’s rule will approximate the value of
1

 cos x dx
2
with an error that is less than 0.001.
0

[solutions:]

     
f  x   cos x 2  f  4   x   4 4 x 3  3 cos x 2  12 x 2 sin x 2  
As x  1 , f  4   x  attains its maximum over  0,1 , i.e.,
f  4   x   4 cos1  12 sin 1   42.6  43, x   0,1 .

Let M  43 .

 nT  M 
 b  a 5  43 
1  0  5 
43
.
4 4
180n 180n 180n 4
As
43 4300
4
 0.01  n 4   23.88  n  2.2  n  3  n  4
180n 180