Lab 3: Numerical Integration Seattle Pacific University, MAT 1235, Calculus II Objectives To understand the geometry behind two methods of numerical integration: the trapezoid rule and Simpson’s rule. To gain a feel for the relative speeds of convergence of Riemann sums, trapezoid rule, and Simpson’s rule. Due Date: Monday 02/22 2:00 p.m. Do not wait until the last minute to finish the lab. You never know what technical problems you may encounter (no papers in the printer, electricity is out, your best friend call and talk for 4 hours, alien attack…etc). Name 1: Name 2: Date: The original version of this lab was adapted by Brian Gill and the SPU mathematics department from Lab 16 (Exploring Exponentials, by Robert Messer) in Learning by Discovery: A Lab Manual for Calculus, Anita Solow, editor, 1993. The book is volume 27 of the MAA Notes series published by the Mathematical Association of America. Suppose we want to calculate a definite integral f x dx . b a The Fundamental Theorem of Calculus states that f x dx F b F a , b a where F is any antiderivative of f. However, integrals such as 2 0 cos x dx and 1 0 1 9 x4 dx give us problems because we cannot find usable expressions for the antiderivative of the integrands. In this lab, we will look at three methods for numerically approximating the value of a definite integral: Riemann sums, the trapezoid rule, and Simpson’s rule. Maple Commands b Here is a list of Maple commands that perform numerical approximation of f ( x)dx . a We first load the student package by typing >with(student): It has the commands that we need in this lab. Riemann Sums, using left endpoints as the sample points, with n subintervals >evalf(leftsum(f(x),x=a..b,n)); Trapezoidal Rule with n subintervals >evalf(trapezoid(f(x),x=a..b,n)); Simpson’s Rule with n subintervals >evalf(simpson(f(x),x=a..b,n); 2 Lab Exercises 1. In this lab, we will compare several methods for providing numerical estimates for the value of the integral 5x 1 0 Use Maple to find the numerical value of 4 3x2 1 dx . 5x 1 0 4 3x2 1 dx . 1 ∫ (5𝑥 4 − 3𝑥 2 + 1)𝑑𝑥 = 0 Riemann Sums One approach that you have seen in the definition of a definite integral is to form a Riemann sum. In this method, we approximate the area under the curve y f x , a x b , by using the sum of the areas of some rectangles. In Figure 1 we have a picture of a Riemann sum using four subintervals of equal length, with the height of each rectangle being the value of the function at the left-hand endpoint of that subinterval. Figure 1: Riemann Sum 3 2. a. Use a Riemann sum with n = 4 subintervals to approximate 5x 1 0 4 3x2 1 dx . Use the left endpoints as the sample points. Compute the error in your approximation (that is, find the absolute value of the difference between your approximation and the actual value of the definite integral). b. Use Maple to approximate the same integral with n = 16 subintervals. Calculate the error in the approximation. c. Experiment with Maple to find a value for n so that the Riemann sum gives an answer that is accurate to within .001 of the actual value of the integral (try to find the smallest value of n that will make the error in the approximation .001 or less). Use the following table to record your data. Method Used Number of Subintervals Approximation to the Integral (10 decimal places) Error in Approximation (10 decimal places) Width of each Subinterval Left Riemann Sum Left Riemann Sum Left Riemann Sum 4 Trapezoid Rule In Riemann sums, we replace the area under the curve by the area of rectangles. However, the corners of the rectangles tend to stick out, and the tops of the rectangles do not do a particularly good job of following along the actual curve. Another method is to use trapezoids instead of rectangles to estimate the area, as illustrated in Figure 2. The trapezoids tend to more closely follow the actual shape of the curve than rectangles, so we might expect to get more accurate estimates using this method. Figure 2: Trapezoid Rule Figure 3 3. a. Determine the area of the trapezoid in Figure 3. Explain carefully with the help of a diagram. (Hint: break up the trapezoid into a triangle and a rectangle.) 5 b. Apply this formula four times to the four trapezoids shown in Figure 2. Let T4 denote the sum of the area of the four Trapezoids. Show the algebra necessary to get that T4 where x x f x0 2 f x1 2 f x2 2 f x3 f x4 , 2 b a x4 x0 . 4 4 c. If we used n equally spaced trapezoids rather than 4, we let Tn be the sum of the areas of the n trapezoids. Derive a formula for Tn . 6 d. Repeat Exercise 2 using the trapezoid rule and record your data in the table. Use the following table to record your data. Method Used Number of Subintervals Approximation to the Integral (10 decimal places) Error in Approximation (10 decimal places) Width of each Subinterval Trapezoid Rule Trapezoid Rule Trapezoid Rule Simpson’s Rule In the trapezoid rule, we replaced pieces of the curve by straight lines. In Simpson’s rule, we replace pieces of the curve by parabolas in hopes that the curved parabolas will provide even better approximations that the straight lines from the trapezoid rule. To approximate f x dx b a , we divide a, b into n subintervals of equal length, where n is even. Simpson’s rule depends on the fact that there is a unique parabola through any three points on a curve. A picture of the parabolas used for Simpson’s rule where n = 4 is shown in Figure 4. The dashed curve is the parabola through x0 , f x0 , x1 , f x1 , and x2 , f x2 , while the dotted curve is the parabola through x2 , f x2 , x3 , f x3 , and x4 , f x4 . The details are messy, but the area under the parabola through x0 , f x0 , x1 , f x1 , and x2 , f x2 can be shown to be x b a x4 x0 f x0 4 f x1 f x2 , where x . 3 4 4 Figure 4: Simpson’s Rule 7 4. Repeat Exercise 2 using Simpson’s rule, again recording your data in the table. Use the following table to record your data. Method Used Number of Subintervals Approximation to the Error in Integral Approximation (10 decimal places) (10 decimal places) Width of each Subinterval Simpson’s Rule Simpson’s Rule Simpson’s Rule 5. What value of n did you need for each method to get the answer accurate to within .001 of the actual value of the integral? Which method needed the smallest value of n? (We call this the fastest method since fewer computations are required with smaller values of n.) Which needed the largest n? (This is the slowest method.) 8