7

TECHNIQUES OF INTEGRATION

TECHNIQUES OF INTEGRATION

There are two situations in which it is

impossible to find the exact value of
a definite integral.

TECHNIQUES OF INTEGRATION

The first situation arises from the fact that,

in order to evaluate

f ( x) dx using the

Fundamental Theorem of Calculus (FTC),

we need to know an antiderivative of f.

TECHNIQUES OF INTEGRATION

However, sometimes, it is difficult, or

even impossible, to find an antiderivative
(Section 7.5).
For example, it is impossible to evaluate
the following integrals exactly:

x2

e dx

1 x 3 dx

TECHNIQUES OF INTEGRATION

The second situation arises when the function

is determined from a scientific experiment
through instrument readings or collected data.

There may be no formula for the function

(as we will see in Example 5).

TECHNIQUES OF INTEGRATION

In both cases, we need to find

approximate values of definite
integrals.

TECHNIQUES OF INTEGRATION

7.7
Approximate Integration
In this section, we will learn:
How to find approximate values
of definite integrals.

APPROXIMATE INTEGRATION

We already know one method for

approximate integration.
Recall that the definite integral is defined as
a limit of Riemann sums.
So, any Riemann sum could be used as
an approximation to the integral.

APPROXIMATE INTEGRATION

If we divide [a, b] into n subintervals

of equal length x = (b a)/n, we have:

f ( x) dx f ( xi *) x
i 1

where xi* is any point in the i th subinterval

[xi -1, xi].

Ln APPROXIMATION

Equation 1

If xi* is chosen to be the left endpoint of

the interval, then xi* = xi -1 and we have:

f ( x) dx Ln f ( xi 1 ) x
i 1

The approximation Ln is called the left endpoint

approximation.

Ln APPROXIMATION

If f(x) 0, the integral represents an area

and Equation 1 represents an approximation
of this area by the rectangles shown here.

Rn APPROXIMATION

Equation 2

If we choose xi* to be the right endpoint,

xi* = xi and we have:

f ( x) dx Rn f ( xi ) x

The approximation Rn
is called right endpoint
approximation.

i 1

APPROXIMATE INTEGRATION

In Section 5.2, we also considered the case

where xi* is chosen to be the midpoint x
i
of the subinterval [xi -1, xi].

Mn APPROXIMATION

The figure shows

the midpoint
approximation Mn.

Mn APPROXIMATION

Mn appears to be better
than either Ln or Rn.

THE MIDPOINT RULE

f ( x) dx M n
x [ f ( x1 ) f ( x 2 ) ... f ( x n )]

where x b a

and x i 1 ( xi 1 xi ) midpoint of [ xi 1 , xi ]
2

TRAPEZOIDAL RULE

Another approximationcalled the

Trapezoidal Ruleresults from averaging
the approximations in Equations 1 and 2,
as follows.

TRAPEZOIDAL RULE

1
f ( x) dx
2

f ( xi 1 )x f ( xi )x

i 1
i 1

x n

( f ( xi 1 ) f ( xi ))

2 i 1

( f ( x0 ) f ( x1 )) ( f ( x1 ) f ( x2 ))
2
... ( f ( xn 1 ) f ( xn ))
n

f ( x0 ) 2 f ( x1 ) 2 f ( x2 )
2
... 2 f ( xn 1 ) f ( xn )

THE TRAPEZOIDAL RULE

f ( x) dx Tn
x

f ( x0 ) 2 f ( x1 ) 2 f ( x2 )
2
... 2 f ( xn 1 ) f ( xn )

where x = (b a)/n and xi = a + i x

TRAPEZOIDAL RULE

The reason for the name can be seen

from the figure, which illustrates the case
f(x) 0.

TRAPEZOIDAL RULE

The area of the trapezoid that lies above

the i th subinterval is:

x
f ( xi 1 ) f ( xi )
x
[ f ( xi 1 ) f ( xi )]

2
2

If we add the areas of

all these trapezoids,
we get the right side of
the Trapezoidal Rule.

APPROXIMATE INTEGRATION

Approximate the integral

with n = 5, using:
a. Trapezoidal Rule
b. Midpoint Rule

Example 1

(1/ x) dx

APPROXIMATE INTEGRATION

Example 1 a

With n = 5, a = 1 and b = 2,
we have: x = (2 1)/5 = 0.2
So, the Trapezoidal Rule gives:

1
0.2
dx T5
[ f (1) 2 f (1.2) 2 f (1.4)
x
2
2 f (1.6) 2 f (1.8) f (2)]
2
2
2 1
1 2
0.1

1 1.2 1.4 1.6 1.8 2
0.695635

APPROXIMATE INTEGRATION

Example 1 a

The approximation is illustrated

here.

APPROXIMATE INTEGRATION

Example 1 b

The midpoints of the five subintervals

are: 1.1, 1.3, 1.5, 1.7, 1.9

APPROXIMATE INTEGRATION

Example 1 b

So, the Midpoint Rule gives:

1
dx x [ f (1.1) f (1.3) f (1.5)
x
f (1.7) f (1.9)]
1 1
1
1
1
1

5 1.1 1.3 1.5 1.7 1.9
0.691908

APPROXIMATE INTEGRATION

In Example 1, we deliberately chose

an integral whose value can be computed
explicitly so that we can see how accurate
the Trapezoidal and Midpoint Rules are.
By the FTC,

1
2
dx ln x]1 ln 2 0.693147...
x

APPROXIMATION ERROR

The error in using an approximation is

defined as the amount that needs to be
added to the approximation to make it
exact.

APPROXIMATE INTEGRATION

From the values in Example 1, we see that

the errors in the Trapezoidal and Midpoint
Rule approximations for n = 5 are:
ET 0.002488
EM 0.001239

APPROXIMATE INTEGRATION

In general, we have:
b

ET f ( x) dx Tn
a

EM f ( x) dx M n
a

APPROXIMATE INTEGRATION

The tables show the results of calculations

similar to those in Example 1.
However, these are for n = 5, 10, and 20 and for
the left and right endpoint approximations and also
the Trapezoidal and Midpoint Rules.

APPROXIMATE INTEGRATION

We can make several observations

from these tables.

OBSERVATION 1

In all the methods. we get more accurate

approximations when we increase n.

However, very large values of n result in so many

arithmetic operations that we have to beware of
accumulated round-off error.

OBSERVATION 2

The errors in the left and right endpoint

approximations are:
Opposite in sign
Appear to decrease by a factor of about 2
when we double the value of n

OBSERVATION 3

The Trapezoidal and Midpoint Rules

are much more accurate than the endpoint
approximations.

OBSERVATION 4

The errors in the Trapezoidal and Midpoint

Rules are:
Opposite in sign
Appear to decrease by a factor of about 4
when we double the value of n

OBSERVATION 5

The size of the error in the Midpoint Rule

is about half that in the Trapezoidal Rule.

MIDPOINT RULE VS. TRAPEZOIDAL RULE

The figure shows why we can usually expect

the Midpoint Rule to be more accurate than
the Trapezoidal Rule.

MIDPOINT RULE VS. TRAPEZOIDAL RULE

The area of a typical rectangle in

the Midpoint Rule is the same as the area
of the trapezoid ABCD whose upper side is
tangent to the graph at P.

MIDPOINT RULE VS. TRAPEZOIDAL RULE

The area of this trapezoid is closer to

the area under the graph than is the area
of that used in the Trapezoidal Rule.

MIDPOINT RULE VS. TRAPEZOIDAL RULE

The midpoint error (shaded red) is smaller

than the trapezoidal error (shaded blue).

OBSERVATIONS

These observations are corroborated

in the following error estimateswhich
are proved in books on numerical
analysis.

OBSERVATIONS

Notice that Observation 4 corresponds

to the n2 in each denominator because:
(2n)2 = 4n2

APPROXIMATE INTEGRATION

That the estimates depend on the size of

the second derivative is not surprising if you
look at the figure.
f(x) measures how much
the graph is curved.
Recall that f(x) measures
how fast the slope of y = f(x)
changes.

ERROR BOUNDS

Estimate 3

Suppose | f(x) | K for a x b.

If ET and EM are the errors in

the Trapezoidal and Midpoint Rules,
then

K (b a )
ET
2
12n

and

EM

K (b a )

2
24n

ERROR BOUNDS

Lets apply this error estimate to the

Trapezoidal Rule approximation in Example 1.
If f(x) = 1/x, then f(x) = -1/x2 and f(x) = 2/x3.
As 1 x 2, we have 1/x 1;
so,

2
2
f ''( x) 3 3 2
x
1

ERROR BOUNDS

So, taking K = 2, a = 1, b = 2, and n = 5

in the error estimate (3), we see:

2(2 1)
1
ET

2
12(5)
150
0.006667
3

ERROR BOUNDS

Comparing this estimate with the actual error

of about 0.002488, we see that it can happen
that the actual error is substantially less than
the upper bound for the error given by (3).

ERROR ESTIMATES

Example 2

How large should we take n in order to

guarantee that the Trapezoidal and Midpoint
Rule approximations for

accurate to within 0.0001?

(1/ x) dx are

ERROR ESTIMATES

Example 2

We saw in the preceding calculation

that | f(x) | 2 for 1 x 2
So, we can take K = 2, a = 1, and b = 2 in (3).

ERROR ESTIMATES

Example 2

Accuracy to within 0.0001 means that

the size of the error should be less than
0.0001
3
2(1)
Therefore, we choose n so that:
0.0001
2
12n

ERROR ESTIMATES

Example 2

Solving the inequality for n,

we get

2
n
12(0.0001)
2

or

1
n
40.8
0.0006
Thus, n = 41 will ensure
the desired accuracy.

ERROR ESTIMATES

Example 2

Its quite possible that a lower value

for n would suffice.
However, 41 is the smallest value for which
the error-bound formula can guarantee us accuracy
to within 0.0001

ERROR ESTIMATES

Example 2

For the same accuracy with the Midpoint Rule,

we choose n so that:
3

2(1)
0.0001
2
24n
1
This gives: n
29
0.0012

ERROR ESTIMATES

Example 3

a. Use the Midpoint Rule with n = 10 to

approximate the integral

x2

e dx.

b. Give an upper bound for the error involved

in this approximation.

ERROR ESTIMATES

Example 3 a

As a = 0, b = 1, and n = 10, the Midpoint Rule

gives:
1

e
0

x2

dx

x [ f (0.05) f (0.15) ... f (0.85) f (0.95)]

e

0.1

0.0025

0.0225

e
e
1.460393
0.3025

0.4225

0.0625

0.5625

0.1225

0.7225

0.2025

0.9025

ERROR ESTIMATES

Example 3 a

The approximation is illustrated.

ERROR ESTIMATES

Example 3 b

As f(x) = ex2, we have:

f(x) = 2xex2 and f(x) = (2 + 4x2)ex2

Also, since 0 x 1, we have x2 1.

Hence, 0 f(x) = (2 + 4x2) ex2 6e

ERROR ESTIMATES

Example 3 b

Taking K = 6e, a = 0, b = 1, and n = 10 in

the error estimate (3), we see that an upper
bound for the error is:
3

6e(1)
e

2
24(10)
400
0.007

ERROR ESTIMATES

Error estimates give upper bounds

for the error.
They are theoretical, worst-case scenarios.
The actual error in this case turns out to be
about 0.0023

APPROXIMATE INTEGRATION

Another rule for approximate integration

results from using parabolas instead
of straight line segments to approximate
a curve.

APPROXIMATE INTEGRATION

As before, we divide [a, b] into n subintervals

of equal length h = x = (b a)/n.

However, this time, we assume n is an even

number.

APPROXIMATE INTEGRATION

Then, on each consecutive pair of intervals,

we approximate the curve y = f(x) 0 by
a parabola, as shown.

APPROXIMATE INTEGRATION

If yi = f(xi), then Pi(xi, yi) is the point on

the curve lying above xi.
A typical parabola passes through
three consecutive points: Pi, Pi+1, Pi+2

APPROXIMATE INTEGRATION

To simplify our calculations, we first

consider the case where:
x0 = -h, x1 = 0, x2 = h

APPROXIMATE INTEGRATION

We know that the equation of

the parabola through P0, P1, and P2
is of the form
y = Ax2 + Bx + C

APPROXIMATE INTEGRATION

Therefore, the area under the parabola

from x = - h to x = h is:

( Ax Bx C ) dx 2 ( Ax C ) dx
2

x
2 A Cx
3

h
2 A Ch
3

h
2
(2 Ah 6C )
3
3

APPROXIMATE INTEGRATION

However, as the parabola passes through

P0(- h, y0), P1(0, y1), and P2(h, y2), we have:
y0 = A( h)2 + B(- h) + C = Ah2 Bh + C
y1 = C
y2 = Ah2 + Bh + C

APPROXIMATE INTEGRATION

Therefore,
y0 + 4y1 + y2 = 2Ah2 + 6C

So, we can rewrite the area under

the parabola as:

h
( y0 4 y1 y2 )
3

APPROXIMATE INTEGRATION

Now, by shifting this parabola

horizontally, we do not change
the area under it.

APPROXIMATE INTEGRATION

This means that the area under the parabola

through P0, P1, and P2 from x = x0 to x = x2
is still:

h
( y0 4 y1 y2 )
3

APPROXIMATE INTEGRATION

Similarly, the area under the parabola

through P2, P3, and P4 from x = x2 to x = x4
is:

h
( y2 4 y3 y4 )
3

APPROXIMATE INTEGRATION

Thus, if we compute the areas under all

the parabolas and add the results, we get:

h
h
f ( x) dx ( y0 4 y1 y2 ) ( y2 4 y3 y4 )
3
3
h
... ( yn2 4 yn1 yn )
3
h
( y0 4 y1 2 y2 4 y3 2 y4
3
... 2 yn2 4 yn1 yn )

APPROXIMATE INTEGRATION

Though we have derived this approximation

for the case in which f(x) 0, it is a
reasonable approximation for any continuous
function f .

Note the pattern of coefficients:

1, 4, 2, 4, 2, 4, 2, . . . , 4, 2, 4, 1

SIMPSONS RULE

This is called Simpsons Ruleafter

the English the English mathematician
Thomas Simpson (17101761).

SIMPSONS RULE

Rule

f ( x) dx S n
x

[ f ( x0 ) 4 f ( x1 ) 2 f ( x2 ) 4 f ( x3 )
3
... 2 f ( xn 2 ) 4 f ( xn 1 ) f ( xn )]

where n is even and x = (b a)/n.

SIMPSONS RULE

Example 4

Use Simpsons Rule

with n = 10 to approximate

(1/ x) dx

SIMPSONS RULE

Example 4

Putting f(x) = 1/x, n = 10, and x = 0.1 in

Simpsons Rule, we obtain:

1
x
dx S10
[ f (1) 4 f (1.1) 2 f (1.2) 4 f (1.3)
x
3
... 2 f (1.8) 4 f (1.9) f (2)]
2
4
2
4
2
4
1 4

0.1 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7

2
4 1
3

1.8 1.9 2

0.693150

SIMPSONS RULE

In Example 4, notice that Simpsons Rule

gives a much better approximation
(S10 0.693150) to the true value of the
integral (ln 2 0.693147) than does either:
Trapezoidal Rule (T10 0.693771)
Midpoint Rule (M10 0.692835)

SIMPSONS RULE

It turns out that the approximations in

Simpsons Rule are weighted averages of
those in the Trapezoidal and Midpoint Rules:

S2 n Tn M n
1
3

2
3

Recall that ET and EM usually have opposite signs

and | EM | is about half the size of | ET |.

SIMPSONS RULE

In many applications of calculus, we need to

evaluate an integral even if no explicit formula
is known for y as a function of x.
A function may be given graphically or as
a table of values of collected data.

SIMPSONS RULE

If there is evidence that the values are not

changing rapidly, then the Trapezoidal Rule
or Simpsons Rule can still be used to find
an approximate value for

y dx .

SIMPSONS RULE

Example 5

The figure shows data traffic on the link from

the U.S. to SWITCH, the Swiss academic and
research network, on February 10, 1998.
D(t) is the data
throughput,
measured
in megabits
per second
(Mb/s).

SIMPSONS RULE

Example 5

Use Simpsons Rule to estimate the total

amount of data transmitted on the link up to
noon on that day.

SIMPSONS RULE

Example 5

Since we want the units to be consistent

and D(t) is measured in Mb/s, we convert
the units for t from hours to seconds.

SIMPSONS RULE

Example 5

If we let A(t) be the amount of data (in Mb)

transmitted by time t, where t is measured in
seconds, then A(t) = D(t).
So, by the Net Change Theorem (Section 5.4),
the total amount of data transmitted by noon
(when t = 12 x 602 = 43,200) is:

A(43, 200)

43,200

D(t ) dt

SIMPSONS RULE

Example 5

We estimate the values of D(t) at hourly

intervals from the graph and compile them
here.

SIMPSONS RULE

Example 5

Then, we use Simpsons Rule

with n = 12 and t = 3600 to estimate
the integral, as follows.

SIMPSONS RULE

43,200

Example 5

A(t ) dt

t
[ D(0) 4 D(3600) 2 D(7200)
3
... 4 D(39, 600) D(43, 200)]
3600

[3.2 4(2.7) 2(1.9) 4(1.7)

3
2(1.3) 4(1.0) 2(1.1) 4(1.3)
2(2.8) 4(5.7) 2(7.1) 4(7.7) 7.9] 143,880
The total amount of data transmitted up to noon
is 144,000 Mbs, or 144 gigabits.

SIMPSONS RULE VS. MIDPOINT RULE

The table shows how Simpsons Rule

compares with the Midpoint Rule for
the integral

(1/ x) dx , whose true value

is about 0.69314718

SIMPSONS RULE

This table shows how the error Es

in Simpsons Rule decreases by
a factor of about 16 when n is doubled.

SIMPSONS RULE

That is consistent with the appearance of n4

in the denominator of the following error
estimate for Simpsons Rule.
It is similar to the estimates given in (3)
for the Trapezoidal and Midpoint Rules.
However, it uses the fourth derivative of f.

ERROR BOUND (SIMPSONS RULE) Estimate 4

Suppose that | f (4)(x) | K for a x b.

If Es is the error involved in using

Simpsons Rule, then

K (b a )
Es
4
180n

ERROR BOUND (SIMPSONS RULE) Example 6

How large should we take n to guarantee

that the Simpsons Rule approximation
for

(1/ x) dx is accurate to within 0.0001?

ERROR BOUND (SIMPSONS RULE) Example 6

If f(x) = 1/x, then f (4)(x) = 24/x5.

Since x 1, we have 1/x 1, and so

(4)

24
( x) 5 24
x

Thus, we can take K = 24 in (4).

ERROR BOUND (SIMPSONS RULE) Example 6

So, for an error less than 0.0001, we should

choose n so that:

This gives n 4
or n

24(1)5
0.0001
4
180n
24
180(0.0001)

6.04
4
0.00075

ERROR BOUND (SIMPSONS RULE) Example 6

Therefore, n = 8 (n must be even)

gives the desired accuracy.

Compare this with Example 2, where we obtained

n = 41 for the Trapezoidal Rule and n = 29 for
the Midpoint Rule.

ERROR BOUND (SIMPSONS RULE) Example 7

a. Use Simpsons Rule with n = 10

to approximate the integral

x2

e dx .

b. Estimate the error involved in this

approximation.

ERROR BOUND (SIMPSONS RULE) Example 7 a

If n =10, then x = 0.1 and the rule gives:

x
0 e 3 [ f (0) 4 f (0.1) 2 f (0.2) ...
2 f (0.8) 4 f (0.9) f (1)]
1

x2

0.1 0
0.01
0.04
0.09
0.16

[ e 4 e 2e 4 e 2e
3
4e0.25 2e0.36 4e0.49 2e0.64 4e0.81 e1 ]
1.462681

ERROR BOUND (SIMPSONS RULE) Example 7 b

The fourth derivative of f(x) = ex2 is:

f(4)(x) = (12 + 48x2 + 16x4)ex2

So, since 0 x 1, we have:

0 f(4)(x) (12 + 48 +16)e1 = 76e

ERROR BOUND (SIMPSONS RULE) Example 7 b

Putting K = 76e, a = 0, b = 1, and n = 10

in (4), we see that the error is at most:

76e(1)5
0.000115
4
180(10)
Compare this with Example 3.

ERROR BOUND (SIMPSONS RULE) Example 7 b

Thus, correct to three decimal places,

we have:

x2

e dx 1.463