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Section 6.

5 Approximate Integration

2010 Kiryl Tsishchanka

Approximate Integration
MIDPOINT RULE:
Zb

f (x)dx Mn = x[f (x1 ) + f (x2 ) + . . . + f (xn )]

where
x =

ba
n

1
and xi = (xi1 + xi ) = midpoint of [xi1 , xi ].
2

TRAPEZOIDAL RULE:
Zb
a

f (x)dx Tn =

x
[f (x0 ) + 2f (x1 ) + 2f (x2 ) + . . . + 2f (xn1 ) + f (xn )]
2

where
x =
and xi = a + ix.

ba
n

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 5 to approximate
the integral
Z2
1
dx
x
1

Solution:
(a) With n = 5, a = 1, and b = 2, we have x = (2 1)/5 = 0.2, and so the Trapezoidal Rule
gives
Z2
x
1
dx T5 =
[f (1) + 2f (1.2) + 2f (1.4) + 2f (1.6) + 2f (1.8) + f (2)]
x
2
1


0.2 1
2
2
2
2
1
0.695635
=
+
+
+
+
+
2 1 1.2 1.4 1.6 1.8 2
(b) The midpoints of the five subintervals are 1.1, 1.3, 1.5, 1.7, and 1.9, so the Midpoint Rule
gives
Z2
1
dx M5 = x[f (1.1) + f (1.3) + f (1.5) + f (1.7) + f (1.9)]
x
1


1 1
1
1
1
1
0.691908
=
+
+
+
+
5 1.1 1.3 1.5 1.7 1.9

REMARK: Note that

Z2
1

2
1

dx = ln x = ln 2 0.693147
1
x

therefore the errors in the Trapezoidal and Midpoint Rule approximations for n = 5 are
ET 0.002488 and EM 0.001239
We see that the size of the error in the Midpoint Rule is about half the size of the error in
the Trapezoidal Rule.
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
2
ex dx
0

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
2
ex dx
0

Solution:
(a) With n = 10, a = 0, and b = 1, we have x = (1 0)/10 = 0.1, and so the Trapezoidal
Rule gives
Z1

x
[f (0) + 2f (0.1) + 2f (0.2) + . . . + 2f (0.8) + 2f (0.9) + f (1)]
2
0

0.1  02
2
2
2
2
2
e + 2e0.1 + 2e0.2 + . . . + 2e0.8 + 2e0.9 + e1 1.467174693
=
2
2

ex dx T10 =

(b) The midpoints of the ten subintervals are 0.05, 0.15, 0.25, . . . , 0.85, 0.95, so the Midpoint
Rule gives
Z1
0

ex dx M10 = x[f (0.05) + f (0.15) + f (0.25) + . . . + f (0.85) + f (0.95)]



1  0.052
2
2
2
2
e
+ e0.15 + e0.25 + . . . + e0.85 + e0.95 1.460393091
10

REMARK: One can compute that


Z1

ex dx 1.462651746

therefore the errors in the Trapezoidal and Midpoint Rule approximations for n = 10 are
ET 0.004522947 and EM 0.002258655
We see that the size of the error in the Midpoint Rule is about half the size of the error in
the Trapezoidal Rule.
EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
1 + x3 dx
0

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: Use (a) the Trapezoidal Rule and (b) the Midpoint Rule with n = 10 to approximate the integral
Z1
1 + x3 dx
0

Solution:
(a) With n = 10, a = 0, and b = 1, we have x = (1 0)/10 = 0.1, and so the Trapezoidal
Rule gives
Z1

x
[f (0) + 2f (0.1) + 2f (0.2) + . . . + 2f (0.8) + 2f (0.9) + f (1)]
2
0


0.1 
1 + 03 + 2 1 + 0.13 + 2 1 + 0.23 + . . . + 2 1 + 0.83 + 2 1 + 0.93 + 1 + 13
=
2
1 + x3 dx T10 =

1.112332391
(b) The midpoints of the ten subintervals are 0.05, 0.15, 0.25, . . . , 0.85, 0.95 so the Midpoint
Rule gives
Z1
0

1 + x3 dx M10 = x[f (0.05) + f (0.15) + f (0.25) + . . . + f (0.85) + f (0.95)]

1 
1 + 0.053 + 1 + 0.153 + 1 + 0.253 + . . . + 1 + 0.853 + 1 + 0.953
10

1.111005559
REMARK: One can compute that
Z1

1 + x3 dx 1.111447979

therefore the errors in the Trapezoidal and Midpoint Rule approximations for n = 10 are
ET 0.000884412 and EM 0.000442420
We see that the size of the error in the Midpoint Rule is about half the size of the error in
the Trapezoidal Rule.
ERROR BOUNDS: Suppose |f (x)| K for a x b. If ET and EM are the errors in the
Trapezoidal and Midpoint Rules, then
|ET |

K(b a)3
12n2

and |EM |

K(b a)3
24n2

EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z2
1
dx with n = 5.
x
1

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z2
1
dx with n = 5.
x
1

Solution: Note that


f (x) =
Since

1
x2

and f (x) =

2
x3

2
is a decreasing function on [1, 2], we have
x3

2
2

|f (x)| = 3 3 = 2
x
1

Therefore, taking K = 2, a = 1, b = 2, and n = 5 in the above error estimates, we obtain


|ET |

2(2 1)3
1
K(b a)3
=
=
0.0067
2
2
12n
12(5)
150

|EM |

K(b a)3
2(2 1)3
1
=
=
0.0033
2
2
24n
24(5)
300

and

REMARK: Note that these error estimates are bigger than the actual errors 0.002488 and
0.001239.
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z1
2
ex dx with n = 10.
0

Solution: Note that


f (x) = 2xex
2

and f (x) = 2ex + 4x2 ex

Since 2ex + 4x2 ex is an increasing function on [0, 1], we have


2

|f (x)| = 2ex + 4x2 ex 2e1 + 4(1)2 e1 = 6e


Therefore, taking K = 6e, a = 0, b = 1, and n = 10 in the above error estimates, we obtain
|ET |

K(b a)3
6e(1 0)3
e
=
=
0.01359140914
12n2
12(10)2
200

|EM |

K(b a)3
6e(1 0)3
e
=
=
0.006795704570
24n2
24(10)2
400

and

REMARK: Note that these error estimates are bigger than the actual errors 0.004522947 and
0.002258655.
EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z1
1 + x3 dx with n = 10.
0

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: Give upper bounds for the errors ET and EM involved in the approximation of
Z1
1 + x3 dx with n = 10.
0

Solution: Note that (see the Appendix)


3x2
f (x) =
2 1 + x3

and f (x) =

3x(x3 + 4)
4(1 + x3 )3/2

We now find increasing/decreasing intervals of f (x). Here is the graph of f (x):

To find a point of a local maximum, we note that (see the Appendix)


f (x) =

3(x6 + 20x3 8)
8(1 + x3 )5/2

One can check that f (x) = 0 on [0, 1] at x 0.7320508076 which is a root of x6 +20x3 8 = 0.
It is easy to show that this is a point of a local maximum of f (x). So,



3

3x(x3 + 4)
3x(x
+
4)



1.467889825
|f (x)| =
4(1 + x3 )3/2
4(1 + x3 )3/2 x=0.7320508076...

Therefore, taking K = 1.467889825, a = 0, b = 1, and n = 10 in the above error estimates, we


obtain
K(b a)3
1.467889825(1 0)3
|ET |
=
0.001223241521
12n2
12(10)2
and

1.467889825(1 0)3
K(b a)3
=
0.0006116207604
|EM |
24n2
24(10)2

REMARK: Note that these error estimates are bigger than the actual errors 0.000884412 and
0.000442420.
EXAMPLE: How large should we take n in order to guarantee that the Trapezoidal and MidZ2
1
dx are accurate to within 0.0001?
point Rule approximations for
x
1

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: How large should we take n in order to guarantee that the Trapezoidal and MidZ2
1
point Rule approximations for
dx are accurate to within 0.0001?
x
1

Solution: We saw in one of the previous examples that |f (x)| 2 for 1 x 2, so we can
take K = 2, a = 1, and b = 2 in
K(b a)3
K(b a)3
and
|E
|

M
12n2
24n2
Accuracy to within 0.0001 means that the size of the error should be less than 0.0001. Therefore,
we choose n so that
2 13
< 0.0001 (Trapezoidal Rule)
12n2
Solving the inequality for n, we get
1
2
= n >
40.8
n2 >
12(0.0001)
0.0006
Thus n = 41 will ensure the desired accuracy.
|ET |

For the same accuracy with the Midpoint Rule we choose n so that
2 13
< 0.0001
24n2

n>

1
29
0.0012

SIMPSONS RULE:
Zb

f (x)dx Sn =

x
[f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + . . . + 2f (xn2 ) + 4f (xn1 ) + f (xn )]
3

where n is even and x =

ba
.
n

ERROR BOUND FOR SIMPSONS RULE: Suppose that |f (4) (x)| K for a x b. If ES
is the error involved in using Simpsons Rule, then
|ES |

K(b a)5
180n4

EXAMPLE: How large should we take n in order to guarantee that the Simpsons Rule apZ2
proximation for x3 dx is accurate to within 0.0001?
0

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

EXAMPLE: How large should we take n in order to guarantee that the Simpsons Rule apZ2
proximation for x3 dx is accurate to within 0.0001?
0

Solution: Note that


f (x) = 3x2 ,

f (x) = 6x,

and f (4) (x) = 0

f (x) = 6,

Therefore, taking K = 0 in the above error estimate, we obtain


K(b a)5
0 (b a)5
=
=0
180n4
180n4
Z2
This means that Simpsons Rule gives the exact value of x3 dx with n = 2. In fact,
|ES |

Z2
0

which is the same as

2
x4
24
x dx =
=
=4
4 0
4
3

1 3
[0 + 4 13 + 23 ]
3

REMARK: One can show that if f is a polynomial of degree 3 or lower, then Simpsons Rule
Zb
gives the exact value of f (x)dx.
a

EXAMPLE: How large should we take n in order to guarantee that the Simpsons Rule apZ2
1
dx is accurate to within 0.0001?
proximation for
x
1

Solution: If f (x) = 1/x, then f (4) (x) = 24/x5 . Since 24/x5 is a decreasing function on [1, 2], we
have

24 24
(4)
|f (x)| = 5 5 = 24
x
1
Therefore, we can take K = 24, a = 1, and b = 2 in
K(b a)5
180n4
Accuracy to within 0.0001 means that the size of the error should be less than 0.0001. Therefore,
we choose n so that
24 15
< 0.0001
180n4
Solving the inequality for n, we get
1
24
6.04
= n >
n4 >
4
180(0.0001)
0.00075
|ES |

Thus n = 8 (n must be even) will ensure the desired accuracy.


8

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka

Appendix
EXAMPLE: Let f (x) =

1 + x3 . Find f , f , and f .

Solution: Since f (x) = (1 + x3 )1/2 , we have


1
3x2
1
f (x) = (1 + x3 )1/21 (1 + x3 ) = (1 + x3 )1/2 3x2 =
2
2
2 1 + x3

f (x) =

3x2
2(1 + x3 )1/2

3
=
2
=

x2
(1 + x3 )1/2

3 (x2 ) (1 + x3 )1/2 x2 [(1 + x3 )1/2 ]

2
[(1 + x3 )1/2 ]2

3 1/21
3 1/2
21
(1 + x3 )
3 2x(1 + x ) x 2 (1 + x )
=
2
1 + x3
3 1/2
21
2x(1
+
x
)

x
(1 + x3 )1/2 3x2
3
2
=
2
1 + x3

3 4
3 1/2
3 1/2
3 2x(1 + x ) 2 x (1 + x )
=
2
1 + x3


3 4
3 1/2
3 1/2
2(1 + x3 )1/2
2x(1 + x ) x (1 + x )
3
2
=
2
(1 + x3 ) 2(1 + x3 )1/2
3 4
3 1/2
3 1/2
3 1/2
2(1 + x3 )1/2
3 2x(1 + x ) 2(1 + x ) 2 x (1 + x )
=
2
2(1 + x3 )3/2
=

3 4x(1 + x3 ) 3x4

2
2(1 + x3 )3/2

3 4x + 4x4 3x4

2
2(1 + x3 )3/2

3
4x + x4

2 2(1 + x3 )3/2

3 x(4 + x3 )

2 2(1 + x3 )3/2

3x(4 + x3 )
=
4(1 + x3 )3/2

Section 6.5 Approximate Integration

2010 Kiryl Tsishchanka


3x(4 + x3 )
f (x) =
4(1 + x3 )3/2


3 x(4 + x3 )
=
4 (1 + x3 )3/2


3 [x(4 + x3 )] (1 + x3 )3/2 x(4 + x3 )[(1 + x3 )3/2 ]

4
[(1 + x3 )3/2 ]2

3 3/21

3
3
3 3/2
3 3
(1 + x3 )
3 [x (4 + x ) + x(4 + x ) ](1 + x ) x(4 + x ) 2 (1 + x )
=
4
(1 + x3 )3
3
2
3 3/2
3 3
[1

(4
+
x
)
+
x

3x
](1
+
x
)

x(4
+
x
) (1 + x3 )1/2 3x2
3
2
=
3
3
4
(1 + x )

9 3
3
3 1/2
3
3
3 3/2
3 (4 + x + 3x )(1 + x ) 2 x (4 + x )(1 + x )
=
4
(1 + x3 )3
9 3
3
3 1/2
3
3 3/2
3 (4 + 4x )(1 + x ) 2 x (4 + x )(1 + x )
=
4
(1 + x3 )3
9 3
3
3 1/2
3
3 3/2
3 4(1 + x )(1 + x ) 2 x (4 + x )(1 + x )
=
4
(1 + x3 )3
9 3
3 5/2
x (4 + x3 )(1 + x3 )1/2
4(1
+
x
)

3
2
=
4
(1 + x3 )3


9 3
3
3 1/2
3 5/2
2(1 + x3 )1/2
4(1 + x ) x (4 + x )(1 + x )
3
2
=
4
(1 + x3 )3 2(1 + x3 )1/2
9
3 5/2
3 1/2
x3 (4 + x3 )(1 + x3 )1/2 2(1 + x3 )1/2
3 4(1 + x ) 2(1 + x )
2
=
4
2(1 + x3 )5/2
=

3 8(1 + 2x3 + x6 ) 36x3 9x6


3 8(1 + x3 )2 9x3 (4 + x3 )

4
2(1 + x3 )5/2
4
2(1 + x3 )5/2

3 8 + 16x3 + 8x6 36x3 9x6


3 8 20x3 x6

4
2(1 + x3 )5/2
4 2(1 + x3 )5/2

3(x6 + 20x3 8)
3(8 20x3 x6 )
=

8(1 + x3 )5/2
8(1 + x3 )5/2

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