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Tahun : 2008
Integrasi
Pertemuan 7
INTEGRASI NUMERIK
Pengertian:
Secara matematika merupakan anti derivative
dI ( x)
g ( x) I ( x) g ( x)dx
dx
Secara praktis integral suatu fungsi pada batas tertentu dapat diartikan
sebagai luas daerah dibawah kurva dengan batas yang ditentukan dan
sumbu x
y
g(x)
x2
I ( x) g ( x)dx
x1 x1 x2 x
Bina Nusantara
Numerical Integration
• Often g(x) cannot be integrated analytically to give a closed form
expression for I(x), e.g. solution to y’ =(1+xy).
• Motivates need to find approximate solutions for I(x).
• In the differential limit, an integral is equivalent to a summation
operation:
x2 x2
g(x)
x1 x2 x
•xAreas
2 of rectangles summed to give approximation of integral.
g ( x)dx x( g ( x ) g ( x
x1
1 1 x) g ( x 2 x))
x2 x1
x
n
Bina Nusantara
Integration as a Weighted Sum of Sample Function Evaluations
g ( x)dx w g ( x ) w g ( x
x1
1 1 2 1 x) wn g ( x2 x)
Latihan:
Menggunakan Metode Rectangular hitung hasil integral di atas
untuk n=10
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Trapeziodal Method
x1 x2 x
1 2
Error RT ( f ) ( )h ( x2 x1 ) f ' ' ( )
12
Dimana: x1≤ ≤ x 2
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Contoh:
1 (0 1)
e
x2
Hitung dx Untuk n=8 h
8
0,125
0
n 1
h
T ( f ) ( )[ f ( x1 ) f ( x2 ) 2 f ( x j )]
2 j 1
Bina Nusantara
Metode Simpson
• Simpson’s method – top of each pair of strips varies quadratically :
g(x)
x Exact for
Evaluate in centre
polynomials up to
also – 3 points to get
order 3
polynomial
x
• Weighted sum of function evaluations at sample points.
x 3
x2 g ( x ) 4 g ( x ) 2 g ( x x ) 4 g ( x x )
x 1 1
2
1 1
2
x g ( x ) dx
6 x
1
2 g ( x 2 x ) 4 g ( x 2 ) g ( x 2 )
2
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Weights sum to give x2-x1.
Rumus Simpson’s Komposit
Integral dari
b
I ( f ) f ( x)dx s ( f )
a
m 1 m
h
S ( f ) ( )[ f (a) f (b) 2 f ( xxj ) 4 f ( x2 j 1 )]
3 j 1 j 1
Error: Rs(f)=-(h4/180)(b-a)f(4)()
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