Lecture 18 Notes: Numerical Integration and Review of Unit 3

18.01 Calculus Jason Starr Fall 2005 Lecture 18. October 25, 2005 Homework. Problem Set 5 Part I: (c). Practice Problems. Course Reader: 3G­1, 3G­2, 3G­4, 3G­5. 1. Approximating Riemann integrals. Often, there is no simpler expression for the antideriva­ tive than the expression given by the Fundamental Theorem of Calculus. In such cases, the simplest method to compute a Riemann integral is to use the definition. However, this is not necessarily the most efficient method. Often trapezoids or segments under a parabola give a better approximation to the Riemann integral than do vertical strips. 18.01 Calculus Jason Starr Fall 2005 2. The trapezoid rule. The problem is to find an approximation of the Riemann integral, � b I= ydx a for a function y(x) defined on the interval [a, b]. Choose a partition of the interval [a, b] into n equal subintervals. The points of this partition are, xk = a + (b − a)k b−a , Δxk = . n n The values of these points are, yk = f (xk ). The Riemann sum using always the left endpoint is, Il = n � yk−1 Δxk . k=1 The Riemann sum using always the right endpoint is, Ir = n � yk Δxk . k=1 The average of the two is, Itrap = n � yk−1 + yk k=1 2 Δxk . This is usually a better approximation than either of the two approximations individually. Part of the reason is that the term (yk−1 + yk )Δxk /2 is the area of the trapezoid containing the points (xk−1 , 0), (xk−1 , yk−1 ), (xk , 0) and (xk , yk ). In particular, if the graph of y = f (x) is a line, this trapezoid is precisely the region between the graph and the x­axis over the interval [xk−1 , xk ]. Thus, the approximation above gives the exact integral for linear integrands. Writing out the sum gives, Itrap = b−a ((y0 + y1 ) + (y1 + y2 ) + (y2 + y3 ) + · · · + (yn−2 + yn−1 ) + (yn−1 + yn )). 2n Gathering like terms, this reduces to, Itrap = (b − a)(y0 + 2y1 + 2y2 + · · · + 2yn−1 + yn )/2n. 3. Simpson’s rule. Again partition the interval [a, b] into n equal subintervals. For reasons that will become apparent, n must be even. So let n = 2m where m is a positive integer. Again define, xk = a + (b − a)k (b − a)k b−a b−a =a+ , Δxk = = . n 2m n 2m 18.01 Calculus Jason Starr Fall 2005 Pair off the intervals as ([x0 , x1 ], [x1 , x2 ]), ([x2 , x3 ], [x3 , x4 ]), etc. Thus the lth pair of intervals is, ([x2l−2 , x2l−1 ], [x2l−1 , x2l ]). The idea is to approximate the area of the graph over the pair of intervals by the area under the unique parabola containing the 3 points (x2l−2 , y2l−2 ), (x2l−1 , y2l−1 ), (x2l , y2l ). For notation’s sake, denote 2l − 1 by k. Thus the 3 points are (xk−1 , yk−1 ), (xk , yk ), and (xk+1 , yk+1 ) (this is slightly more symmetric). The first problem is to find the equation of this parabola. Since the parabola contains the point (xk , yk ), it has the equation, y = A(x − xk )2 + B(x − xk ) + yk , Plugging in x = xk−1 and x = xk+1 , and using that xk+1 − xk = xk − xk−1 equals Δx, yk+1 = A(Δx)2 + B(Δx) + yk , yk−1 = A(Δx)2 − B(Δx) + yk . Summing the two sides gives, yk+1 + yk−1 = 2A(Δx)2 + 2yk . Solving for A gives, A= 1 (yk−1 − 2yk + yk+1 ). 2(Δx)2 Similarly, taking the difference of the two sides gives, yk+1 − yk−1 = 2B(Δx). Solving for B gives, B= 1 (yk+1 − yk−1 ). 2(Δx) Thus, the equation of the parabola passing through (xk−1 , yk−1 ), (xk , yk ) and (xk+1 , yk+1 ) is, y = A(x − xk )2 + B(x − xk )2 + yk , A = (yk−1 − 2yk + yk+1 )/2(Δx)2 , B = (yk+1 − yk−1 )/2(Δx). The next problem is to compute the area under the parabola from x = xk−1 to x = xk+1 . This is a straightforward application of the Fundamental Theorem of Calculus, �xk+1 � � xk+1 � A B 2 3 2 A(x − xk ) + B(x − xk ) + yk dx = (x − xk ) + (x − xk ) + yk (x − xk )�� . 3 2 xk−1 xk−1 18.01 Calculus Jason Starr Fall 2005 Plugging in and using that xk+1 − xk = xk − xk−1 equals Δx, this is, 2A (Δx)3 + 2yk (Δx). 3 Substituting in the formula for A and simplifying, this is, Δx Δx Δx (yk−1 − 2yk + yk+1 ) + (6yk ) = (yk−1 + 4yk + yk+1 ). 3 3 3 Back­substituting 2l − 1 for k and (b − a)/2m for Δx, the approximate area for the pair of intervals [x2l−2 , x2l−2 ] and [x2l−1 , x2l ] is, ΔIl = b−a (y2l−2 + 4y2l−1 + y2l ). 6m Finally, summing this contribution over each choice of l gives the Simpson’s rule approximation, m ISimpson b−a� = (y2l−2 + 4y2l−1 + y2l ). 6m l=1 Writing out the sum gives, ISimpson = b−a ((y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + (y4 + 4y5 + y6 )+ 6m · · · + (y2m−4 + 4y2m−3 + y2m−2 ) + (y2m−2 + 4y2m−1 + y2m )). Gathering like terms, ISimpson reduces to, (b − a)(y0 + 4y1 + 2y2 + 4y3 + 2y4 + 4y5 + 2y6 + · · · + 4y2m−3 + 2y2m−2 + 4y2m−1 + y2m )/6m. Example. Approximate ln(2) using a partition into 4 equal subintervals with the Trapezoid Rule and with Simpson’s Rule. The value ln(2) equals the Riemann integral, � 1 2 1 dx. x The points of the partition are x0 = 4/4, x1 = 5/4, x2 = 6/4, x3 = 7/4 and x4 = 8/4. The corresponding values are y0 = 4/4, y1 = 4/5, y2 = 4/6, y3 = 4/7, y4 = 4/8. Thus the Trapezoid Rule gives, Itrap = b−a 1 4 4 4 4 4 1171 ≈ 0.6970 (y0 + 2y1 + 2y2 + 2y3 + y4 ) = ( + 2 + 2 + 2 + ) = 2n 8 4 5 6 7 8 1680 For Simpson’s Rule, because n equals 4, m equals 2. Thus, ISimpson = 1 4 4 4 4 4 1747 b−a (y0 + 4y1 + 2y2 + 4y3 + y4 ) = ( + 4 + 2 + 4 + ) = ≈ 0.6933 6m 12 4 5 6 7 8 2520 18.01 Calculus Jason Starr Fall 2005 According to a calculator, the true value is, ln(2) = 0.6931 ± 10−4 Note that trapezoids overestimate the area, because 1/x is concave up. The approximating parabo­ las cross the graph of y = 1/x, thus the underestimation to the left of (xk , yk ) somewhat cancels the overestimation to the right of (xk , yk ), explaining the better approximation. 4. One review problem. This is a related rates review problem for Exam 3. A particle moves with constant speed 3 on the parabola y = x2 . The particle is moving away from the origin. What √ is the rate­of­change of the distance from the origin to the particle when the distance equals 2 5? The independent variable is time, t. The dependent variables are the x­coordinate of the particle, x(t), the y­coordinate of the particle, y(t), and the distance L(t) from the particle to (0, 0). The constant is the speed s = 3 of the particle. The constraints are that the point moves on the parabola, y = x2 , and the Pythagorean theorem, L2 = x 2 + y 2 . Also, since the speed is constant, 2 s = � dx dt �2 � + dy dt �2 . This plays the role of the “known rate­of­change” in a typical related rates problem. It is simplest to relate the dependent variables y and L to x. The first step is to determine x at √ the moment when L equals 2 5. Plugging y = x2 into the equation for L2 gives, L2 = x2 + y 2 = x2 + (x2 )2 = x2 + x4 . √ At the instant when L equals 2 5, L2 equals 20. Thus, at that moment, x4 + x2 = 20. This factors as, (x2 − 4)(x2 + 5) = 0. Since x2 is nonnegative, the solution is x2 = 4. Assuming the particle is in the first quadrant (this is not specified in the problem), x is positive. The other choice √ leads to a symmetric problem and the same final answer. So, at the moment when L equals 2 5, x equals 2. The dx/dt at the moment when L equals √ next step is to determine the “known rate­of­change”, 2 2 5. Implicitly differentiating the equation y = x gives, dy dx = 2x . dt dt 18.01 Calculus Jason Starr Fall 2005 Substituting this into the equation for s2 gives, � �2 � �2 � �2 dx dx dx 2 2 + 2x = (1 + 4x ) . s = dt dt dt Since s is known to be 3, and x is known to be 2, this equation can be solved for dx/dt, � dx dt �2 = 32 9 = . 2 1 + 4(2) 17 Since the particle is in the first √ quadrant and moving √ away from the origin, dx/dt is positive. So, at the moment when L equals 2 5, dx/dt equals 3/ 17. √ The final step is to compute dL/dt at the moment when L equals 2 5. Implicitly differentiating the equation, L 2 = x 2 + x4 , gives, 2L dL dx = (2x + 4x3 ) . dt dt Plugging in for L, x and dx/dt gives, √ dL 3 2(2 5) = (2(2) + 4(2)3 ) √ . dt 17 Solving gives, √ at the moment when L equals 2 5. √ dL = 27/ 85 . dt