DOING PHYSICS WITH MATLAB MATHEMATICAL ROUTINES


 Jessie Park
 1 years ago
 Views:
Transcription
1 DOIG PHYSICS WITH MATLAB MATHEMATICAL ROUTIES COMPUTATIO OF OEDIMESIOAL ITEGRALS In Cooper School of Physics, University of Sydney DOWLOAD DIRECTORY FOR MATLAB SCRIPTS mth_integrtion_1d.m Demonstrtion mscript evluting the integrl of two functions using number of different methods simpson1d.m Function to give the integrl of function using Simpson s 1/3 rule. UMERICAL ITEGRATIO COMPUTATIO OF OEDIMESIOAL ITEGRALS The function simpson1d.m is very verstile, ccurte nd esy to implement function tht cn be used to evlute definite integrl of function between lower bound nd n upper bound. It is esier to use thn the stndrd Mtlb integrtion functions such s qud. The function simpson1d.m is described in detil below. We wnt to compute number expressing the definite integrl of the function f(x) between two specific limits nd b b I f ( x)dx The evlution of such integrls is often clled qudrture. Doing Physics with Mtlb 1
2 We will consider the following integrnds to test the ccurcy of different integrtion procedures: (1) f ( x) cos( x) (2) ( ) e jx f x The integrls re evluted over qurter cycle in n ttempt to find minimum number of prtitions of the domin tht produce ccurte results within resonble time. For the testing procedures, the following integrls re to be evluted from = to b = /2 /2 I cos( x)dx nd /2 jx I e dx These integrls cn be evluted nlyticlly nd the exct nswers re /2 /2 I cos( x)dx sin( x) sin( / 2) sin() 1 /2 /2 jx 1 jx 1 j /2 j j I e dx e e 1 1 j The numericl procedures ssume tht neither the integrnd f(x) nor ny of its derivtives become infinite t ny point over the domin of the integrtion [, b], nd tht the limits of integrtion nd b re finite. Furthermore, we ssume tht f(x) cn be computed, or its vlues re known t points x c where c = 1, 2,, tht re distributed in some mnner over the domin [, b] with x 1 = nd x = b. The qulifier closed signifies tht the integrtion involves the vlues of the integrnd t both the endpoints. If only one or none of the end points re included, the qulifiers used re semiclosed nd open respectively. A mjor problem tht rises with nondptive methods is tht the number of prtitions of the function required to provide given ccurcy is initilly unknown. One pproch to this problem is to successively double the number of prtitions, nd compre the results s the number of prtitions increse. Doing Physics with Mtlb 2
3 Closed Rectngle Rule The region from to b is divided into rectngles of equl width x h where x h b 1 with ech rectngle centre occurring t the points x 1 =, x 2 = x 1 + h, x = b. For exmple, the plot below shows the domin divided into 4 rectngles, = 4. However, the subdivision of the domin by this mens extends from  h/2 to b + h/2 nd not simply from to b The integrl is pproximted by the contribution from ech rectngle, such tht I f ( x ) x i1 i For the cse shown in the plot bove where = 4, the integrl is pproximted by I f ( x ) f ( x ) f ( x ) f ( x ) h where b h. 3 Doing Physics with Mtlb 3
4 Open Midpoint Rule The midpoint rule is the first member of fmily of open ewtoncotes rules corresponding to qudrtic, cubic nd higherorder interpolting polynomils with evenly spced points. In the open midpoint rule, the re of ech rectngle is dded to find the integrl. The domin to b in divided into prtitions, with the width of ech prtition being h = (b )/. The function is evluted t the midpoint x i of ech rectngle where x i = + (h/2)(21). The vlue of the integrl is then given by b I f ( x)d x h f ( xi ) 1 Doing Physics with Mtlb 4
5 Trpezoidl Rule The function f(x) is pproximted by stright line segment connecting djcent points. The re under the curve is then pproximted by dding the re of ech trpezium. The intervl to b is divided into 1 prtitions of width h (h x) where h = (b )/(  1). The re of ech prtition is simply the re of trpezium which is its bse times its men height. The re of the i th trpezium is h fi f 2 i1 where f i f(x i ) nd i = 1, 2,..1 Summing ll the trpezi gives the composite, closed trpezoidl rule 1 f1 f f1 f I h f i h fi For evenly distributed spcings, the composite rule is equivlent to the trpezoidl version of the closed ewtoncotes rule. The Mtlb function, trpz implements procedure to clculte the integrl by the trpezoidl rule. For exmple, the integrtion of the function y 1 w.r.t the vrible x Integrl_1 = trpz(x,y1) % estimte of the integrl Doing Physics with Mtlb 5
6 Simpson s 1/3 rule This rule is bsed on using qudrtic polynomil pproximtion to the function f(x) over pir of prtitions. 1 is the number of prtitions where must be odd nd h = (b ) / (1). The integrl is expressed below nd is known s composite Simpson s 1/3 rule. h I f1 f 4( f2 f4... f2 2( f3 f5... f1) 3 Simpson s rule cn be written vector form s h I cf 3 T where f f f c f nd Simpson s rule is n exmple of closed ewton scotes formul for integrtion. Other exmples cn be obtined by fitting higher degree polynomils through the pproprite number of points. In generl we fit polynomil of degree through +1 points. The resulting polynomils cn them be integrted to provide n integrtion formul. Becuse of the lurking oscilltions ssocited with the Gibbs effect, higherorder formuls re not used for prcticl integrtion. simpson1d.m The function f nd the lower bound nd the upper bound b re pssed onto the function (in the order f,, b) nd the function returns the vlue of the integrl function integrl = simpson1d(f,,b) % [1D] integrtion  Simpson's 1/3 rule % f function = lower bound b = upper bound % Must hve odd number of dt points % Simpson's coefficients nums = length(f); % number of dt points sc = 2*ones(numS,1); sc(2:2:nums1) = 4; sc(1) = 1; sc(nums) = 1; h = (b)/(nums1); integrl = (h/3) * f * sc; Doing Physics with Mtlb 6
7 EXAMPLES (1) /2 I cos( x)dx 1 (2) /2 I e dx 1 j jx Method Estimte Closed Rectngle (1) 1.5 (2) i (1) 1.8 (2) i OpenMidpoint (1).78 (2) i (1).68 (2) i Trpezoidl (1) 1. (2) i (1) 1. (2) i Simpson s 1/3 (1) 1. (2) i All the integrtions took less thn one second on fst Windows computer. Even with only points, the Simpson s 1/3 rule estimte ws equl to the exct vlues. Doing Physics with Mtlb 7
NUMERICAL INTEGRATION. The inverse process to differentiation in calculus is integration. Mathematically, integration is represented by.
NUMERICAL INTEGRATION 1 Introduction The inverse process to differentition in clculus is integrtion. Mthemticlly, integrtion is represented by f(x) dx which stnds for the integrl of the function f(x) with
More informationNumerical Integration
Chpter 5 Numericl Integrtion Numericl integrtion is the study of how the numericl vlue of n integrl cn be found. Methods of function pproximtion discussed in Chpter??, i.e., function pproximtion vi the
More informationNumerical Analysis: Trapezoidal and Simpson s Rule
nd Simpson s Mthemticl question we re interested in numericlly nswering How to we evlute I = f (x) dx? Clculus tells us tht if F(x) is the ntiderivtive of function f (x) on the intervl [, b], then I =
More informationZ b. f(x)dx. Yet in the above two cases we know what f(x) is. Sometimes, engineers want to calculate an area by computing I, but...
Chpter 7 Numericl Methods 7. Introduction In mny cses the integrl f(x)dx cn be found by finding function F (x) such tht F 0 (x) =f(x), nd using f(x)dx = F (b) F () which is known s the nlyticl (exct) solution.
More informationSection 6.1 Definite Integral
Section 6.1 Definite Integrl Suppose we wnt to find the re of region tht is not so nicely shped. For exmple, consider the function shown elow. The re elow the curve nd ove the x xis cnnot e determined
More informationLecture 6: Singular Integrals, Open Quadrature rules, and Gauss Quadrature
Lecture notes on Vritionl nd Approximte Methods in Applied Mthemtics  A Peirce UBC Lecture 6: Singulr Integrls, Open Qudrture rules, nd Guss Qudrture (Compiled 6 August 7) In this lecture we discuss the
More informationNUMERICAL INTEGRATION
NUMERICAL INTEGRATION How do we evlute I = f (x) dx By the fundmentl theorem of clculus, if F (x) is n ntiderivtive of f (x), then I = f (x) dx = F (x) b = F (b) F () However, in prctice most integrls
More informationSuppose we want to find the area under the parabola and above the x axis, between the lines x = 2 and x = 2.
Mth 43 Section 6. Section 6.: Definite Integrl Suppose we wnt to find the re of region tht is not so nicely shped. For exmple, consider the function shown elow. The re elow the curve nd ove the x xis cnnot
More information3.4 Numerical integration
3.4. Numericl integrtion 63 3.4 Numericl integrtion In mny economic pplictions it is necessry to compute the definite integrl of relvlued function f with respect to "weight" function w over n intervl [,
More informationLecture 14: Quadrature
Lecture 14: Qudrture This lecture is concerned with the evlution of integrls fx)dx 1) over finite intervl [, b] The integrnd fx) is ssumed to be relvlues nd smooth The pproximtion of n integrl by numericl
More informationDefinite integral. Mathematics FRDIS MENDELU
Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová Brno 1 Motivtion  re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function defined on [, b]. Wht is the re of the
More informationDefinite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30
Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová (Mendel University) Definite integrl MENDELU / Motivtion  re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function
More informationAPPROXIMATE INTEGRATION
APPROXIMATE INTEGRATION. Introduction We hve seen tht there re functions whose ntiderivtives cnnot be expressed in closed form. For these resons ny definite integrl involving these integrnds cnnot be
More informationThe Riemann Integral
Deprtment of Mthemtics King Sud University 20172018 Tble of contents 1 Antiderivtive Function nd Indefinite Integrls 2 3 4 5 Indefinite Integrls & Antiderivtive Function Definition Let f : I R be function
More informationIII. Lecture on Numerical Integration. File faclib/dattab/lecturenotes/numericalinter03.tex /by EC, 3/14/2008 at 15:11, version 9
III Lecture on Numericl Integrtion File fclib/dttb/lecturenotes/numericalinter03.tex /by EC, 3/14/008 t 15:11, version 9 1 Sttement of the Numericl Integrtion Problem In this lecture we consider the
More informationLecture 23: Interpolatory Quadrature
Lecture 3: Interpoltory Qudrture. Qudrture. The computtion of continuous lest squres pproximtions to f C[, b] required evlutions of the inner product f, φ j = fxφ jx dx, where φ j is polynomil bsis function
More informationReview of Calculus, cont d
Jim Lmbers MAT 460 Fll Semester 200910 Lecture 3 Notes These notes correspond to Section 1.1 in the text. Review of Clculus, cont d Riemnn Sums nd the Definite Integrl There re mny cses in which some
More informationCOT4501 Spring Homework VII
COT451 Spring 1 Homework VII The ssignment is due in clss on Thursdy, April 19, 1. There re five regulr problems nd one computer problem (using MATLAB). For written problems, you need to show your work
More information1 The Riemann Integral
The Riemnn Integrl. An exmple leding to the notion of integrl (res) We know how to find (i.e. define) the re of rectngle (bse height), tringle ( (sum of res of tringles). But how do we find/define n re
More informationLecture 17. Integration: Gauss Quadrature. David Semeraro. University of Illinois at UrbanaChampaign. March 20, 2014
Lecture 17 Integrtion: Guss Qudrture Dvid Semerro University of Illinois t UrbnChmpign Mrch 0, 014 Dvid Semerro (NCSA) CS 57 Mrch 0, 014 1 / 9 Tody: Objectives identify the most widely used qudrture method
More informationProperties of Integrals, Indefinite Integrals. Goals: Definition of the Definite Integral Integral Calculations using Antiderivatives
Block #6: Properties of Integrls, Indefinite Integrls Gols: Definition of the Definite Integrl Integrl Clcultions using Antiderivtives Properties of Integrls The Indefinite Integrl 1 Riemnn Sums  1 Riemnn
More informationConstruction of Gauss Quadrature Rules
Jim Lmbers MAT 772 Fll Semester 201011 Lecture 15 Notes These notes correspond to Sections 10.2 nd 10.3 in the text. Construction of Guss Qudrture Rules Previously, we lerned tht NewtonCotes qudrture
More informationLecture 12: Numerical Quadrature
Lecture 12: Numericl Qudrture J.K. Ryn@tudelft.nl WI3097TU Delft Institute of Applied Mthemtics Delft University of Technology 5 December 2012 () Numericl Qudrture 5 December 2012 1 / 46 Outline 1 Review
More informationINTRODUCTION TO INTEGRATION
INTRODUCTION TO INTEGRATION 5.1 Ares nd Distnces Assume f(x) 0 on the intervl [, b]. Let A be the re under the grph of f(x). b We will obtin n pproximtion of A in the following three steps. STEP 1: Divide
More informationB.Sc. in Mathematics (Ordinary)
R48/0 DUBLIN INSTITUTE OF TECHNOLOGY KEVIN STREET, DUBLIN 8 B.Sc. in Mthemtics (Ordinry) SUPPLEMENTAL EXAMINATIONS 01 Numericl Methods Dr. D. Mckey Dr. C. Hills Dr. E.A. Cox Full mrks for complete nswers
More informationUndergraduate Research
Undergrdute Reserch A Trigonometric Simpson s Rule By Ctherine Cusimno Kirby nd Sony Stnley Biogrphicl Sketch Ctherine Cusimno Kirby is the dughter of Donn nd Sm Cusimno. Originlly from Vestvi Hills, Albm,
More informationMath& 152 Section Integration by Parts
Mth& 5 Section 7.  Integrtion by Prts Integrtion by prts is rule tht trnsforms the integrl of the product of two functions into other (idelly simpler) integrls. Recll from Clculus I tht given two differentible
More informationNumerical Analysis. 10th ed. R L Burden, J D Faires, and A M Burden
Numericl Anlysis 10th ed R L Burden, J D Fires, nd A M Burden Bemer Presenttion Slides Prepred by Dr. Annette M. Burden Youngstown Stte University July 9, 2015 Chpter 4.1: Numericl Differentition 1 ThreePoint
More informationChapter 5. Numerical Integration
Chpter 5. Numericl Integrtion These re just summries of the lecture notes, nd few detils re included. Most of wht we include here is to be found in more detil in Anton. 5. Remrk. There re two topics with
More informationGoals: Determine how to calculate the area described by a function. Define the definite integral. Explore the relationship between the definite
Unit #8 : The Integrl Gols: Determine how to clculte the re described by function. Define the definite integrl. Eplore the reltionship between the definite integrl nd re. Eplore wys to estimte the definite
More informationMidpoint Approximation
Midpoint Approximtion Sometimes, we need to pproximte n integrl of the form R b f (x)dx nd we cnnot find n ntiderivtive in order to evlute the integrl. Also we my need to evlute R b f (x)dx where we do
More informationCMDA 4604: Intermediate Topics in Mathematical Modeling Lecture 19: Interpolation and Quadrature
CMDA 4604: Intermedite Topics in Mthemticl Modeling Lecture 19: Interpoltion nd Qudrture In this lecture we mke brief diversion into the res of interpoltion nd qudrture. Given function f C[, b], we sy
More informationSections 5.2: The Definite Integral
Sections 5.2: The Definite Integrl In this section we shll formlize the ides from the lst section to functions in generl. We strt with forml definition.. The Definite Integrl Definition.. Suppose f(x)
More informationExam 2, Mathematics 4701, Section ETY6 6:05 pm 7:40 pm, March 31, 2016, IH1105 Instructor: Attila Máté 1
Exm, Mthemtics 471, Section ETY6 6:5 pm 7:4 pm, Mrch 1, 16, IH115 Instructor: Attil Máté 1 17 copies 1. ) Stte the usul sufficient condition for the fixedpoint itertion to converge when solving the eqution
More informationNumerical Integration. 1 Introduction. 2 Midpoint Rule, Trapezoid Rule, Simpson Rule. AMSC/CMSC 460/466 T. von Petersdorff 1
AMSC/CMSC 46/466 T. von Petersdorff 1 umericl Integrtion 1 Introduction We wnt to pproximte the integrl I := f xdx where we re given, b nd the function f s subroutine. We evlute f t points x 1,...,x n
More informationSection 7.1 Integration by Substitution
Section 7. Integrtion by Substitution Evlute ech of the following integrls. Keep in mind tht using substitution my not work on some problems. For one of the definite integrls, it is not possible to find
More informationLecture 20: Numerical Integration III
cs4: introduction to numericl nlysis /8/0 Lecture 0: Numericl Integrtion III Instructor: Professor Amos Ron Scribes: Mrk Cowlishw, Yunpeng Li, Nthnel Fillmore For the lst few lectures we hve discussed
More informationChapter 7 Notes, Stewart 8e. 7.1 Integration by Parts Trigonometric Integrals Evaluating sin m x cos n (x) dx...
Contents 7.1 Integrtion by Prts................................... 2 7.2 Trigonometric Integrls.................................. 8 7.2.1 Evluting sin m x cos n (x)......................... 8 7.2.2 Evluting
More informationMath 1B, lecture 4: Error bounds for numerical methods
Mth B, lecture 4: Error bounds for numericl methods Nthn Pflueger 4 September 0 Introduction The five numericl methods descried in the previous lecture ll operte by the sme principle: they pproximte the
More information6.5 Numerical Approximations of Definite Integrals
Arknss Tech University MATH 94: Clculus II Dr. Mrcel B. Finn 6.5 Numericl Approximtions of Definite Integrls Sometimes the integrl of function cnnot be expressed with elementry functions, i.e., polynomil,
More informationThe Fundamental Theorem of Calculus
The Fundmentl Theorem of Clculus MATH 151 Clculus for Mngement J. Robert Buchnn Deprtment of Mthemtics Fll 2018 Objectives Define nd evlute definite integrls using the concept of re. Evlute definite integrls
More informationNumerical Integration
Chpter 1 Numericl Integrtion Numericl differentition methods compute pproximtions to the derivtive of function from known vlues of the function. Numericl integrtion uses the sme informtion to compute numericl
More informationUnit #9 : Definite Integral Properties; Fundamental Theorem of Calculus
Unit #9 : Definite Integrl Properties; Fundmentl Theorem of Clculus Gols: Identify properties of definite integrls Define odd nd even functions, nd reltionship to integrl vlues Introduce the Fundmentl
More informationThe Fundamental Theorem of Calculus. The Total Change Theorem and the Area Under a Curve.
Clculus Li Vs The Fundmentl Theorem of Clculus. The Totl Chnge Theorem nd the Are Under Curve. Recll the following fct from Clculus course. If continuous function f(x) represents the rte of chnge of F
More information1 Error Analysis of Simple Rules for Numerical Integration
cs41: introduction to numericl nlysis 11/16/10 Lecture 19: Numericl Integrtion II Instructor: Professor Amos Ron Scries: Mrk Cowlishw, Nthnel Fillmore 1 Error Anlysis of Simple Rules for Numericl Integrtion
More informationP 3 (x) = f(0) + f (0)x + f (0) 2. x 2 + f (0) . In the problem set, you are asked to show, in general, the n th order term is a n = f (n) (0)
1 Tylor polynomils In Section 3.5, we discussed how to pproximte function f(x) round point in terms of its first derivtive f (x) evluted t, tht is using the liner pproximtion f() + f ()(x ). We clled this
More informationChapter 6 Notes, Larson/Hostetler 3e
Contents 6. Antiderivtives nd the Rules of Integrtion.......................... 6. Are nd the Definite Integrl.................................. 6.. Are............................................ 6. Reimnn
More informationLECTURE 19. Numerical Integration. Z b. is generally thought of as representing the area under the graph of fèxè between the points x = a and
LECTURE 9 Numericl Integrtion Recll from Clculus I tht denite integrl is generlly thought of s representing the re under the grph of fèxè between the points x = nd x = b, even though this is ctully only
More informationDefinite Integrals. The area under a curve can be approximated by adding up the areas of rectangles = 1 1 +
Definite Integrls 5 The re under curve cn e pproximted y dding up the res of rectngles. Exmple. Approximte the re under y = from x = to x = using equl suintervls nd + x evluting the function t the lefthnd
More information1 The Lagrange interpolation formula
Notes on Qudrture 1 The Lgrnge interpoltion formul We briefly recll the Lgrnge interpoltion formul. The strting point is collection of N + 1 rel points (x 0, y 0 ), (x 1, y 1 ),..., (x N, y N ), with x
More informationMath 131. Numerical Integration Larson Section 4.6
Mth. Numericl Integrtion Lrson Section. This section looks t couple of methods for pproimting definite integrls numericlly. The gol is to get good pproimtion of the definite integrl in problems where n
More informationOrthogonal Polynomials
Mth 4401 Gussin Qudrture Pge 1 Orthogonl Polynomils Orthogonl polynomils rise from series solutions to differentil equtions, lthough they cn be rrived t in vriety of different mnners. Orthogonl polynomils
More informationx = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b
CHAPTER 5. INTEGRALS 61 where nd x = b n x i = 1 (x i 1 + x i ) = midpoint of [x i 1, x i ]. Problem 168 (Exercise 1, pge 377). Use the Midpoint Rule with the n = 4 to pproximte 5 1 x e x dx. Some quick
More informationBest Approximation. Chapter The General Case
Chpter 4 Best Approximtion 4.1 The Generl Cse In the previous chpter, we hve seen how n interpolting polynomil cn be used s n pproximtion to given function. We now wnt to find the best pproximtion to given
More informationn f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1
The Fundmentl Theorem of Clculus As we continue to study the re problem, let s think bck to wht we know bout computing res of regions enclosed by curves. If we wnt to find the re of the region below the
More informationOPEN NEWTON  COTES QUADRATURE WITH MIDPOINT DERIVATIVE FOR INTEGRATION OF ALGEBRAIC FUNCTIONS
IJRET: Interntionl Journl of Reserch in Engineering nd Technology eissn: 96 pissn: 78 OPEN NEWTON  COTES QUADRATURE WITH MIDPOINT DERIVATIVE FOR INTEGRATION OF ALGEBRAIC FUNCTIONS T. Rmchndrn R.Priml
More informationTheoretical foundations of Gaussian quadrature
Theoreticl foundtions of Gussin qudrture 1 Inner product vector spce Definition 1. A vector spce (or liner spce) is set V = {u, v, w,...} in which the following two opertions re defined: (A) Addition of
More informationArithmetic Mean Derivative Based Midpoint Rule
Applied Mthemticl Sciences, Vol. 1, 018, no. 13, 65633 HIKARI Ltd www.mhikri.com https://doi.org/10.1988/ms.018.858 Arithmetic Men Derivtive Bsed Midpoint Rule Rike Mrjulis 1, M. Imrn, Symsudhuh Numericl
More informationChapter 2. Numerical Integration also called quadrature. 2.2 Trapezoidal Rule. 2.1 A basic principle Extending the Trapezoidal Rule DRAWINGS
S Cpter Numericl Integrtion lso clled qudrture Te gol of numericl integrtion is to pproximte numericlly. f(x)dx Tis is useful for difficult integrls like sin(x) ; sin(x ); x + x 4 Or worse still for multipledimensionl
More informationWe know that if f is a continuous nonnegative function on the interval [a, b], then b
1 Ares Between Curves c 22 Donld Kreider nd Dwight Lhr We know tht if f is continuous nonnegtive function on the intervl [, b], then f(x) dx is the re under the grph of f nd bove the intervl. We re going
More informationLecture 14 Numerical integration: advanced topics
Lecture 14 Numericl integrtion: dvnced topics Weinn E 1,2 nd Tiejun Li 2 1 Deprtment of Mthemtics, Princeton University, weinn@princeton.edu 2 School of Mthemticl Sciences, Peking University, tieli@pku.edu.cn
More informationNumerical integration
2 Numericl integrtion This is pge i Printer: Opque this 2. Introduction Numericl integrtion is problem tht is prt of mny problems in the economics nd econometrics literture. The orgniztion of this chpter
More informationCOSC 3361 Numerical Analysis I Numerical Integration and Differentiation (III)  Gauss Quadrature and Adaptive Quadrature
COSC 336 Numericl Anlysis I Numericl Integrtion nd Dierentition III  Guss Qudrture nd Adptive Qudrture Edgr Griel Fll 5 COSC 336 Numericl Anlysis I Edgr Griel Summry o the lst lecture I For pproximting
More information5.1 How do we Measure Distance Traveled given Velocity? Student Notes
. How do we Mesure Distnce Trveled given Velocity? Student Notes EX ) The tle contins velocities of moving cr in ft/sec for time t in seconds: time (sec) 3 velocity (ft/sec) 3 A) Lel the xxis & yxis
More informationNumerical integration. Quentin Louveaux (ULiège  Institut Montefiore) Numerical analysis / 10
Numericl integrtion Quentin Louveux (ULiège Institut Montefiore) Numericl nlysis 2018 1 / 10 Numericl integrtion We consider definite integrls Z b f (x)dx better to it use if known! A We do not ssume tht
More informationAdvanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004
Advnced Clculus: MATH 410 Notes on Integrls nd Integrbility Professor Dvid Levermore 17 October 2004 1. Definite Integrls In this section we revisit the definite integrl tht you were introduced to when
More information5.7 Improper Integrals
458 pplictions of definite integrls 5.7 Improper Integrls In Section 5.4, we computed the work required to lift pylod of mss m from the surfce of moon of mss nd rdius R to height H bove the surfce of the
More informationLab 11 Approximate Integration
Nme Student ID # Instructor L Period Dte Due L 11 Approximte Integrtion Ojectives 1. To ecome fmilir with the right endpoint rule, the trpezoidl rule, nd Simpson's rule. 2. To compre nd contrst the properties
More information7. Numerical evaluation of definite integrals
7. Numericl evlution of definite integrls Tento učení text yl podpořen z Operčního progrmu Prh  Adptilit Hn Hldíková Numericl pproximtion of definite integrl is clled numericl qudrture, the formuls re
More information5: The Definite Integral
5: The Definite Integrl 5.: Estimting with Finite Sums Consider moving oject its velocity (meters per second) t ny time (seconds) is given y v t = t+. Cn we use this informtion to determine the distnce
More informationTHE HANKEL MATRIX METHOD FOR GAUSSIAN QUADRATURE IN 1 AND 2 DIMENSIONS
THE HANKEL MATRIX METHOD FOR GAUSSIAN QUADRATURE IN 1 AND 2 DIMENSIONS CARLOS SUERO, MAURICIO ALMANZAR CONTENTS 1 Introduction 1 2 Proof of Gussin Qudrture 6 3 Iterted 2Dimensionl Gussin Qudrture 20 4
More informationMA 124 January 18, Derivatives are. Integrals are.
MA 124 Jnury 18, 2018 Prof PB s oneminute introduction to clculus Derivtives re. Integrls re. In Clculus 1, we lern limits, derivtives, some pplictions of derivtives, indefinite integrls, definite integrls,
More informationcos 3 (x) sin(x) dx 3y + 4 dy Math 1206 Calculus Sec. 5.6: Substitution and Area Between Curves
Mth 126 Clculus Sec. 5.6: Substitution nd Are Between Curves I. USubstitution for Definite Integrls A. Th m 6Substitution in Definite Integrls: If g (x) is continuous on [,b] nd f is continuous on the
More informationTangent Line and Tangent Plane Approximations of Definite Integral
RoseHulmn Undergrdute Mthemtics Journl Volume 16 Issue 2 Article 8 Tngent Line nd Tngent Plne Approximtions of Definite Integrl Meghn Peer Sginw Vlley Stte University Follow this nd dditionl works t:
More informationNumerical Integration. Newton Cotes Formulas. Quadrature. Newton Cotes Formulas. To approximate the integral b
Numericl Integrtion Newton Cotes Formuls Given function f : R R nd two rel numbers, b R, < b, we clculte (pproximtely) the integrl I(f,, b) = f (x) dx K. Frischmuth (IfM UR) Numerics for CSE 08/09 8 /
More informationJDEP 384H: Numerical Methods in Business
BT 3.4: Solving Nonliner Systems Chpter 4: Numericl Integrtion: Deterministic nd Monte Crlo Methods Instructor: Thoms Shores Deprtment of Mthemtics Lecture 20, Februry 29, 2007 110 Kufmnn Center Instructor:
More information1 Part II: Numerical Integration
Mth 4 Lb 1 Prt II: Numericl Integrtion This section includes severl techniques for getting pproimte numericl vlues for definite integrls without using ntiderivtives. Mthemticll, ect nswers re preferble
More informationDiscrete Leastsquares Approximations
Discrete Lestsqures Approximtions Given set of dt points (x, y ), (x, y ),, (x m, y m ), norml nd useful prctice in mny pplictions in sttistics, engineering nd other pplied sciences is to construct curve
More informationAN INTEGRAL INEQUALITY FOR CONVEX FUNCTIONS AND APPLICATIONS IN NUMERICAL INTEGRATION
Applied Mthemtics ENotes, 5(005), 5360 c ISSN 1607510 Avilble free t mirror sites of http://www.mth.nthu.edu.tw/ men/ AN INTEGRAL INEQUALITY FOR CONVEX FUNCTIONS AND APPLICATIONS IN NUMERICAL INTEGRATION
More informationHarmonic Mean Derivative  Based Closed Newton Cotes Quadrature
IOSR Journl of Mthemtics (IOSRJM) eissn:  pissn: 9X. Volume Issue Ver. IV (My.  Jun. 0) PP  www.iosrjournls.org Hrmonic Men Derivtive  Bsed Closed Newton Cotes Qudrture T. Rmchndrn D.Udykumr nd
More informationLecture 19: Continuous Least Squares Approximation
Lecture 19: Continuous Lest Squres Approximtion 33 Continuous lest squres pproximtion We begn 31 with the problem of pproximting some f C[, b] with polynomil p P n t the discrete points x, x 1,, x m for
More informationWeek 10: Riemann integral and its properties
Clculus nd Liner Algebr for Biomedicl Engineering Week 10: Riemnn integrl nd its properties H. Führ, Lehrstuhl A für Mthemtik, RWTH Achen, WS 07 Motivtion: Computing flow from flow rtes 1 We observe the
More informationAbstract inner product spaces
WEEK 4 Abstrct inner product spces Definition An inner product spce is vector spce V over the rel field R equipped with rule for multiplying vectors, such tht the product of two vectors is sclr, nd the
More informationAPPLICATIONS OF THE DEFINITE INTEGRAL
APPLICATIONS OF THE DEFINITE INTEGRAL. Volume: Slicing, disks nd wshers.. Volumes by Slicing. Suppose solid object hs boundries extending from x =, to x = b, nd tht its crosssection in plne pssing through
More informationNumerical Integration
Numericl Integrtion Wouter J. Den Hn London School of Economics c 2011 by Wouter J. Den Hn June 3, 2011 Qudrture techniques I = f (x)dx n n w i f (x i ) = w i f i i=1 i=1 Nodes: x i Weights: w i Qudrture
More informationSection 5.4 Fundamental Theorem of Calculus 2 Lectures. Dr. Abdulla Eid. College of Science. MATHS 101: Calculus 1
Section 5.4 Fundmentl Theorem of Clculus 2 Lectures College of Science MATHS : Clculus (University of Bhrin) Integrls / 24 Definite Integrl Recll: The integrl is used to find re under the curve over n
More informationLecture Note 4: Numerical differentiation and integration. Xiaoqun Zhang Shanghai Jiao Tong University
Lecture Note 4: Numericl differentition nd integrtion Xioqun Zng Sngi Jio Tong University Lst updted: November, 0 Numericl Anlysis. Numericl differentition.. Introduction Find n pproximtion of f (x 0 ),
More informationQUADRATURE is an oldfashioned word that refers to
World Acdemy of Science Engineering nd Technology Interntionl Journl of Mthemticl nd Computtionl Sciences Vol:5 No:7 011 A New Qudrture Rule Derived from Spline Interpoltion with Error Anlysis Hdi Tghvfrd
More informationThe Regulated and Riemann Integrals
Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue
More informationAdvanced Computational Fluid Dynamics AA215A Lecture 3 Polynomial Interpolation: Numerical Differentiation and Integration.
Advnced Computtionl Fluid Dynmics AA215A Lecture 3 Polynomil Interpoltion: Numericl Differentition nd Integrtion Antony Jmeson Winter Qurter, 2016, Stnford, CA Lst revised on Jnury 7, 2016 Contents 3 Polynomil
More informationTrapezoidal Rule, n = 1, x 0 = a, x 1 = b, h = b a. f (x)dx = h 2 (f (x 0) + f (x 1 )) h3
Trpezoidl Rule, n = 1, x 0 =, x 1 = b, h = b f (x)dx = h 2 (f (x 0) + f (x 1 )) h3 12 f (ξ). Simpson s Rule: n = 3, x 0 =, x 1 = +b 2, x 2 = b, h = b 2. Qudrture Rule, double node t x 1 P 3 (x)dx = f (x
More informationIntegration Techniques
Integrtion Techniques. Integrtion of Trigonometric Functions Exmple. Evlute cos x. Recll tht cos x = cos x. Hence, cos x Exmple. Evlute = ( + cos x) = (x + sin x) + C = x + 4 sin x + C. cos 3 x. Let u
More informationPhysics 116C Solution of inhomogeneous ordinary differential equations using Green s functions
Physics 6C Solution of inhomogeneous ordinry differentil equtions using Green s functions Peter Young November 5, 29 Homogeneous Equtions We hve studied, especilly in long HW problem, second order liner
More informationAntiderivatives/Indefinite Integrals of Basic Functions
Antiderivtives/Indefinite Integrls of Bsic Functions Power Rule: In prticulr, this mens tht x n+ x n n + + C, dx = ln x + C, if n if n = x 0 dx = dx = dx = x + C nd x (lthough you won t use the second
More informationNumerical Methods I Orthogonal Polynomials
Numericl Methods I Orthogonl Polynomils Aleksndr Donev Cournt Institute, NYU 1 donev@cournt.nyu.edu 1 MATHGA 2011.003 / CSCIGA 2945.003, Fll 2014 Nov 6th, 2014 A. Donev (Cournt Institute) Lecture IX
More informationThe final exam will take place on Friday May 11th from 8am 11am in Evans room 60.
Mth 104: finl informtion The finl exm will tke plce on Fridy My 11th from 8m 11m in Evns room 60. The exm will cover ll prts of the course with equl weighting. It will cover Chpters 1 5, 7 15, 17 21, 23
More informationReview of Riemann Integral
1 Review of Riemnn Integrl In this chpter we review the definition of Riemnn integrl of bounded function f : [, b] R, nd point out its limittions so s to be convinced of the necessity of more generl integrl.
More informationChapter 3 Solving Nonlinear Equations
Chpter 3 Solving Nonliner Equtions 3.1 Introduction The nonliner function of unknown vrible x is in the form of where n could be noninteger. Root is the numericl vlue of x tht stisfies f ( x) 0. Grphiclly,
More informationRiemann Sums and Riemann Integrals
Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 2013 Outline 1 Riemnn Sums 2 Riemnn Integrls 3 Properties
More information38 Riemann sums and existence of the definite integral.
38 Riemnn sums nd existence of the definite integrl. In the clcultion of the re of the region X bounded by the grph of g(x) = x 2, the xxis nd 0 x b, two sums ppered: ( n (k 1) 2) b 3 n 3 re(x) ( n These
More information