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MANE 3351

Lecture 12, September 29

Classroom Management

Agenda

  • Lab today in ENGR 2.268 at 3:30 pm
  • GitHub Accounts
  • Lecture

Resources

Handouts


Calendar

Lecture Date Content
1 August 23 Welcome to Class, Syllabus
2 August 25 Error Analysis
3 August 30 Introduction to Jupyter Notebook
4 September 1 Markdown
5 September 6 Labor Day Holiday
6 September 8 Taylor Polynomials, Homework 1
7 September 13 Roots of Equations, Bisection Method
8 September 15 Bisection Error Analysis
9 September 20 False Position Algorithm
10 September 22 Newton Raphson Algorithm
11 September 27 Secant Method
12 September 29 Numerical Integration

Assignments

  • Homework 3 (assigned 9/22/2021, due 9/30/2021)

Looking Ahead

Lecture Date Content
13 October 4 Simpson's Rule
14 October 6 Romberg Integration
15 October 11 Gaussian Quadrature (end of material for Test 1)
16 October 13 Vectors
17 October 18 Vector Operations
18 October 20 Test 1

Lecture 12, September 29

Today's topic is numerical integration. This is a major new topic after root finding.

Introduction

  • In layman's terms, an integral calculates the area under a curve
  • Frequently used in engineering analysis

Examples of integration


Another Integration Example


Definitions

Cheney and Kincaid (2004)1 provide the following definitions

  • Indefinite integral : \(\int x^2\;dx=\frac{1}{3}x^3+C\)
  • Definite integral: \(\int x^2\; dx = \frac{8}{3}\)

Numerical Integration

Kiusalaas (2013)2 suggest three major approaches to numerical integration that we will investigate:

  1. Newton-Cotes

a. Trapezoid rule (n=1)

b. Simpson's rule (n=2)

c. 3/8 Simpson's rule (n=3)

  1. Romberg Integration

  2. Gaussian Quadrature

Note: there are many different techniques for numerical integration than the ones listed above


Newton-Cotes Formulas

Kiusalass (2013)2 provide the following illustration to explain Newton-Cotes techniques

Newton Cotes Approach


Trapezoid Rule

Chapra and Canale (2015)3 provide the figure shown below illustrating the trapezoid rule

Trapezoid Rule


Trapezoid Rule, continued

Chapra and Canale (2015)3 provided the following formulae

  • \(I=(b-a)\frac{f(a)+f(b)}{2}\)
  • \(E=-\frac{1}{12}f^{\prime\prime}\left(\xi\right)\left(b-a\right)^3\)

Multiple Applications of the Trapezoid Rule

Typically, the region form \(a\) to \(b\) is sub-divided into multiple regions and then the Trapezoid Rule for each region is applied. Chapra and Canale (2015)3 illustrate this concept.

Multiple Trapezoid Rules


Uniform Spacing

Cheney and Kincaid (2004)1 the following formula for composite (multiple) applications of the Trapezoid Rule $$ \int_a^b=f(x)dx\approx T(f;P)=h\left{\sum_{i=1}^{n-1}f\left(x_i\right)+\frac{1}{2}\left[f\left(x_0\right)+f\left(x_n\right)\right]\right} $$


Pseudo-code

Cheney and Kincaid (2004)1 provided the following pseudo-code for the composite trapezoid rule

Trapezoid Rule Pseudo-code


Jupyter Notebook Demonstration



  1. Cheny, W., and Kincaid, D., (2004), Numerical Mathematics and Computer, 5th edition 

  2. Kiusalaas, J. (2013), Numerical Methods in Engineering with Python 3 

  3. Chapra, S., and Canale, R., (2015), Numerical Methods for Engineers, 7th edition