Matakuliah : METODE NUMERIK I

Tahun : 2008

Pengintegralan Numerik (lanjutan)

Pertemuan 10
 Integrasi
IIntegrasi b

 f ( x )dx
a
f(x)
y
Proses mencari luas di
bawah suatu curva.
b
I   f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of integration
a b x
b= upper limit of integration
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 Aturan Kuadrat Gauss

Previously, the Trapezoidal Rule was developed by the method

of undetermined coefficients. The result of that development is

summarized below.

b
 f ( x )dx  c1 f ( a )  c 2 f ( b )
a

ba ba
 f(a) f (b)
2 2

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 Aturan Kuadrat Gauss

The four unknowns x1, x2, c1 and c2 are found by assuming that
the formula gives exact results for integrating a general third
order polynomial, f ( x )  a0  a1 x  a2 x 2  a3 x 3 .
Hence

 f ( x )dx    a0  a1 x  a 2 x  a3 x  dx
b b
2 3

a a

b
 x 2
x x 
3 4
 a0 x  a1  a 2  a3 
 2 3 4 a

 b2  a2   b3  a3   b4  a4 
 a0  b  a   a1    a 2    a3  
 2   3   4 
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 Aturan Kuadrat Gauss
It follows that

   
b
2 3 2 3
 f ( x )dx  c1 a0  a1 x1  a 2 x1  a3 x1  c 2 a0  a1 x 2  a 2 x2  a3 x2
a

Equating Equations the two previous two expressions yield

 b2  a2   b3  a3   b4  a4 
a0  b  a   a1    a 2    a3  
 2   3   4 

 c a  a x  a x  a x   c a  a x  a x  a x 
2 3 2 3
1 0 1 1 2 1 3 1 2 0 1 2 2 2 3 2

 a  c  c   a  c x  c x   a c x  c x   a c x  c x 
2 2 3 3
0 1 2 1 1 1 2 2 2 1 1 2 2 3 1 1 2 2

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 Aturan Kuadrat Gauss

Since the constants a0, a1, a2, a3 are arbitrary

b2  a2
b  a  c1  c2  c1 x1  c 2 x 2
2

b3  a 3 2 2 b4  a4
 c1 x1  c 2 x2 3
 c1 x1  c 2 x 2
3
3 4

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 Aturan Kuadrat Gauss

The previous four simultaneous nonlinear Equations have

only one acceptable solution,

 b  a  1  b  a  b  a  1  b  a
x1      x2     
 2  3 2  2  3  2

ba ba
c1  c2 
2 2

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 Aturan Kuadrat Gauss

Hence Two-Point Gaussian Quadrature Rule

b
 f ( x )dx 
a

b  a b  a 1  b  a b  a b  a 1  b  a
c1 f  x1   c2 f  x2  f     f   
2  2  3 2  2  2  3 2 

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 Aturan Kuadrat Gauss dengan n titik
b
 f ( x )dx  c1 f ( x1 )  c 2 f ( x 2 )  c3 f ( x3 )
a
Dinamakan kuadrat Gauss dengan 3 titik
The coefficients c1, c2, and c3, and the functional arguments x1, x2, and x3
are calculated by assuming the formula gives exact expressions for
integrating a fifth order polynomial

  a0  a1 x  a 2 x  a3 x  a 4 x  a5 x  dx
b
2 3 4 5

General n-point rules would approximate the integral

b
 f ( x )dx  c1 f ( x1 )  c 2 f ( x 2 )  . . . . . . .  c n f ( x n )
a

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 Arguments and Weighing Factors for n-point Gauss
Quadrature Formulas
Table 1: Weighting factors c and function
arguments x used in Gauss Quadrature
In handbooks, coefficients and Formulas.
arguments given for n-point Points Weighting Function
Factors Arguments
Gauss Quadrature Rule are
2 c1 = 1.000000000 x1 = -0.577350269
given for integrals c2 = 1.000000000 x2 = 0.577350269

1 n 3 c1 = 0.555555556 x1 = -0.774596669

 g( x )dx   ci g ( xi ) c2 = 0.888888889
c3 = 0.555555556
x2 = 0.000000000
x3 = 0.774596669
1 i 1
4 c1 = 0.347854845 x1 = -0.861136312

as shown in Table 1. c2 = 0.652145155

c3 = 0.652145155
x2 = -0.339981044
x3 = 0.861136312
c4 = 0.347854845 x4 = 0.339981044

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 Arguments and Weighing Factors for n-point Gauss Quadrature Formulas

Table 1 (cont.) : Weighting factors c and function arguments x used in

Gauss Quadrature Formulas.
Points Weighting Function
Factors Arguments

5 c1 = 0.236926885 x1 = -0.906179846
c2 = 0.478628670 x2 = -0.538469310
c3 = 0.568888889 x3 = 0.000000000
c4 = 0.478628670 x4 = 0.538469310
c5 = 0.236926885 x5 = 0.906179846

6 c1 = 0.171324492 x1 = -0.932469514
c2 = 0.360761573 x2 = -0.661209386
c3 = 0.467913935 x3 = -0.171324492
c4 = 0.467913935 x4 = 0.171324492
c5 = 0.360761573 x5 = 0.661209386
c6 = 0.171324492 x6 = 0.932469514

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Arguments and Weighing Factors for n-point Gauss Quadrature
Formulas
1
So if the table is given for  g( x )dx integrals, how does one solve
b 1

 f ( x )dx ? The answer lies in that any integral with limits of  a , b

a
can be converted into an integral with limits   1, 1 Let

x  mt  c
If x  a, then t  1 ba
Such that: m
If x  b, then t 1 2

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 Arguments and Weighing Factors for n-point Gauss Quadrature Formulas

Then ba Hence

c
2

ba ba ba

x t dx  dt
2 2 2

Substituting our values of x, and dx into the integral gives us

b 1
b  a b  ab  a
 f ( x )dx   
f x   dx
a 1  2 2  2

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 Contoh 1
b
For an integral  f ( x )dx , derive the one-point Gaussian Quadrature
a
Rule.

Solution

The one-point Gaussian Quadrature Rule is

b
 f ( x )dx  c1 f  x1 
a

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 Solution
Assuming the formula gives exact values for integrals

1 1

 1dx , and  xdx ,

1 1

b b
b2  a2
 1dx  b  a  c1  xdx   c1 x1
a a 2

Since c1  b  a , the other equation becomes

b2  a2 ba
( b  a )x1  x1 
2 2

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 Solution (cont.)

Therefore, one-point Gauss Quadrature Rule can be expressed as

b
b  a
 f ( x )dx  ( b  a ) f  
a  2 

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 Contoh 2
Use two-point Gauss Quadrature Rule to approximate the distance

covered by a rocket from t=8 to t=30 as given by

a)


30
 140000  
x    2000 ln    9.8t dt
8 140000  2100t  

Find the true error, E t for part (a).

Also, find the absolute relative true error,  a for part (a).
b)

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 Solution

First, change the limits of integration from [8,30] to [-1,1]

by previous relations as follows

30
30  8 1  30  8 30  8 
 f ( t )dt   f x dx
8 2 1  2 2 

1
 11  f 11x  19  dx
1

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 Solution (cont)

Next, get weighting factors and function argument values from Table 1
for
. the two point rule,

c1  1.000000000
x1  0.577350269
c 2  1.000000000

x 2  0.577350269

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 Solution (cont.)

Now we can use the Gauss Quadrature formula

1
11  f 11 x  19 dx  11c1 f 11 x1  19  11c 2 f 11x 2  19 
1

 11 f 11( 0.5773503 )  19  11 f 11( 0.5773503 )  19

 11 f ( 12.64915 )  11 f ( 25.35085 )
 11( 296.8317 )  11( 708.4811 )
 11058 .44 m

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 Solution (cont)
since

 140000 
f ( 12.64915 )  2000 ln    9.8( 12.64915 )
140000  2100( 12.64915 )
 296.8317

 140000 
f ( 25.35085 )  2000 ln    9.8( 25.35085 )
140000  2100( 25.35085 )

 708.4811

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 Solution (cont)
Et
b) The true error, , is
Et  True Value  Approximate Value
 11061.34  11058.44  2.9000 m
c) The absolute relative true error, t , is (Exact value = 11061.34m)

11061.34  11058.44
t   100%
11061.34

 0.0262%

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 Integral Romberg
Romberg Integration is an extrapolation formula of

the Trapezoidal Rule for integration. It provides a better

approximation of the integral by reducing the True Error.

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 Integral Romberg
Romberg integration is same as Richardson’s

extrapolation formula as given previously. However,

Romberg used a recursive algorithm for the

extrapolation. Recall I 2n  I n
TV  I 2 n 
3
This can alternately be written as

I 2n  I n I 2n  I n
 I 2n  R  I 2n   I 2n  21
3 4 1
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 Integral Romberg
Determine another integral value with further halving
the step size (doubling the number of segments),
I 4n  I 2n
 I 4n  R  I 4n 
3
It follows from the two previous expressions
that the true value TV can be written as
 I 4n  R   I 2n  R
TV   I 4 n  R 
15
 I 4n  R   I 2n  R
 I 4n 
431  1
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 Integral Romberg
A general expression for Romberg integration can be
written as
I k 1, j 1  I k 1, j
I k , j  I k 1, j 1  k 1
,k  2
4 1

The index k represents the order of extrapolation.

k=1 represents the values obtained from the regular
Trapezoidal rule, k=2 represents values obtained using the
true estimate as O(h2). The index j represents the more and
less accurate estimate of the integral.

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 Contoh 2
A company advertises that every roll of toilet paper has at
least 250 sheets. The probability that there are 250 or more
sheets in the toilet paper is given by

P( y  250)   0.3515 e 0.3881( y 252.2 )2
dy
250

Approximating the above integral as

270
P ( y  250)   0.3515 e 0.3881( y  252.2 ) 2
dy
250

Use Romberg’s rule to find the probability. Use the 1, 2, 4, and

8-segment Trapezoidal rule results as given.

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 Solution

From Table 1, the needed values from original

Trapezoidal rule are

I 1,1  0.53721 I 1, 2  0.26861

I 1,3  0.21814 I 1, 4  0.95767

where the above four values correspond to using 1, 2,

4 and 8 segment Trapezoidal rule, respectively.

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 Penyelesaian (lanjutan)
To get the first order extrapolation values,
I1,2  I1,1
I 2 ,1  I1,2 
3
0.26861  0.53721
 0.26861   0.17908
3
Similarly,
I 1,3  I 1, 2 I 1, 4  I 1,3
I 2, 2  I 1,3  I 2,3  I 1, 4 
3
3
0.21814  0.26861 0.95767  0.21814
 0.21814   0.95767 
3 3
 0.20132  1.2042

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 Penyelesaian (lanjutan)
For the second order extrapolation values,
I 2, 2  I 2,1
I 3,1  I 2, 2 
15
0.20132  0.17908  0.20280
 0.20132 
15
Similarly, I 2,3  I 2, 2
I 3, 2  I 2 , 3 
15
1.2042  0.20132  1.2711
 1.2042 
15

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 Penyelesaian (lanjutan)

For the third order extrapolation values,

I 3, 2  I 3,1
I 4,1  I 3, 2 
63
1.2711  0.20280
 1.2711 
63
 1.2881

Table 3 shows these increased correct values in a tree

graph.

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 Solution (cont.)
Table 3: Improved estimates of the integral value using Romberg Integration

1st Order 2nd Order 3rd Order

1-segment 0.53721
0.17908
0.20280
2-segment 0.26861
1.2881
0.20132
1.2711
4-segment 0.21814
1.2042

8-segment 0.95767

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 Soal Latihan
1
dx
Hitunglah 
0
1 x 2

Menggunakan
a. Aturan Trapezoidal pada segmen (n) = 2, 4, 6,dan 8
b. Kuadratur Gauss untuk 2 dan 4 titik
c. Integral Romberg (gunakan hasil a)

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