- What's integration all about? Well, we usually start by going about calculating (signed) areas:
"dA" is called an "infinitesimal" -- it's a tiny chunk of area -- tinier than anything you know ("vanishingly small")!
What's numerical integration all about? We do pretty much the same thing, only we have
where the are small, but not vanishingly small.
- There are various schemes for numerical integration:
- Left Rectangular
- Right Rectangular
- Midpoint
- Trapezoidal
- Simpson's rule.
Let's see what unifies and what distinguishes them.
- Three of the rules are so called "rectangle rules" (LRR, RRR, Midpoint Rule);
but as the image to the right (above) and the graphical insight below show,
we can think of the Midpoint rule as being a "Tangent rule":
Be careful however not to confuse the midpoint and trapezoidal rule. The
trapezoid represented above is not the same as the trapezoid of the trapezoidal rule.
- The Trapezoidal rule is really just the average of the LRR and RRRs. This gives rise to an important observation, which I want to encourage you to think about, and here it is:
When you have two estimates, you have a third.
(their arithmetic average, in this case).
- Simpson's rule is a "blend" (or weighted average) of the Midpoint
and Trapezoidal rules, which perfectly balances the errors of the two
to generate a better rule:
Notice that the number of subintervals in Simpson's rule must be even.
Now we can go further:
When you have two estimates, you have infinitely many more.
(their weighted arithmetic averages).
Here are the error bounds, that illustrate that the errors of midpoint and
trapezoidal are related, and suggest how to combine them to create a better
method (Simpson's rule):
- Here is a hand out which emphasizes this message. Let's take a look at this:
- Check midpoint calculation
- Let's do the calculations by the formulas, for
- Check that we get the same things using the averages
- Calculate the true value of the integral, and compare to the
approximations. What's surprising?
- Examples:
- Links: