Numerical Differentiation and

Integration

Numerical Methods of Chemical Engineers

CHE F242

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Simpson’s 3/8 Rule
Simpson’s 1/3 and 3/8 rules can be
Fit a 3rd order Lagrange interpolating applied in combination to handle
polynomial to four points and integrate multiple applications with odd
number of intervals

b b
I f ( x)dx f 3 ( x)dx
a a

3h
I  f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
8
(b  a )
h 
3

f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
I (b  a )
8

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Simpson’s 3/8 Rule
Simpson’s 1/3 and 3/8 rules can be
Fit a 3rd order Lagrange interpolating applied in combination to handle
polynomial to four points and integrate multiple applications with odd
number of intervals

b b
I f ( x)dx f 3 ( x)dx
a a

3h
I  f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
8
(b  a )
h 
3

f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
I (b  a )
8

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 Problem
Use Simpson’s 3/8th Rule to estimate the integral of
f(x) = 0.2 +25x – 200x2 + 675x3 – 900x4 + 400x5
Integrate f(x) from a=0 to b=0.8. Estimate the true and absolute error. The exact integral is
1.640533.

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 Problem
Use Simpson’s 3/8th Rule to estimate the integral of
f(x) = 0.2 +25x – 200x2 + 675x3 – 900x4 + 400x5
Integrate f(x) from a=0 to b=0.8. Estimate the true and absolute error. The exact integral is
1.640533.

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 Problem
Use five segments to estimate the integral of
f(x) = 0.2 +25x – 200x2 + 675x3 – 900x4 + 400x5
Integrate f(x) from a=0 to b=0.8. Estimate the true and absolute error. The exact integral is
1.640533.

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 Problem
Use five segments to estimate the integral of
f(x) = 0.2 +25x – 200x2 + 675x3 – 900x4 + 400x5
Integrate f(x) from a=0 to b=0.8. Estimate the true and absolute error. The exact integral is
1.640533.

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Problem
Use five segments to estimate the integral of
f(x) = 0.2 +25x – 200x2 + 675x3 – 900x4 + 400x5
Integrate f(x) from a=0 to b=0.8. Estimate the true and absolute error. The exact integral is
1.640533.

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 Problem
Solve the following function for five segments:
f(x) = 0.2 +25x – 200x2 + 675x3 – 900x4 + 400x5
Integrate f(x) from a=0 to b=0.8. Estimate the true and absolute error. The exact integral is
1.640533.

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Newton-Cotes Integration Formulas

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 Newton-Cotes Closed Integration Formulas

Segments Points Name Formula Truncation

(n) Error

1 2 Trapezoidal (b-a) * (f(x0)+ f(x1))/2 -(1/12)(b-a)3f”(ξ)

2 3 Simpson’s (b-a) * (f(x0)+ 4f(x1)+f(x2))/6 -(1/2880)(b-a)5f(4)(ξ)

1/3
3 4 Simpson’s (b-a) * (f(x0)+ 3f(x1)+ 3f(x2)+ f(x3))/8 -(1/6480)(b-a)5f(4)(ξ)
3/8
4 5 Boole’s (b-a) * (7f(x0) + 32f(x1) + 12f(x2) + 32f(x3) + proportional with (b-a)7
7f(x4))/90

Same order,
but Simpson’s 3/8 is more accurate

In engineering practice, higher order (greater than 4-point) formulas are rarely used

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 Boole’s Rule

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 Boole’s Rule

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 Boole’s Rule

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Composite Boole’s Rule

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Composite Boole’s Rule

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Problem on Boole’s Rule

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Problem on Boole’s Rule

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 Integration with Unequal Segments
Using Trapezoidal Rule
f ( x0 )  f ( x1 ) f ( x1 )  f ( x2 ) f ( xn  1 )  f ( xn )
I h1  h2    hn
2 2 2
x f(x) x f(x)
Example 21.7 0.0 0.2 0.44 2.842

0.12 1.309 0.54 3.507

Data for 0.22 1.305 0.64 3.181
f(x)= 0.2+25x-200x2+675x3-900x4+400x5 0.32 1.743 0.70 2.363
True solution = 1.6405 0.36 2.074 0.80 0.232

0.40 2.456

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 Integration with Unequal Segments
Using Trapezoidal Rule
f ( x0 )  f ( x1 ) f ( x1 )  f ( x2 ) f ( xn  1 )  f ( xn )
I h1  h2    hn
2 2 2
x f(x) x f(x)
Example 21.7 0.0 0.2 0.44 2.842

0.12 1.309 0.54 3.507

Data for 0.22 1.305 0.64 3.181
f(x)= 0.2+25x-200x2+675x3-900x4+400x5 0.32 1.743 0.70 2.363
True solution = 1.6405 0.36 2.074 0.80 0.232

0.40 2.456

1.309  0.2 1.305  1.309 0.363  3.181 0.232  2.363

I 0.12  0.10    0.06  0.10
2 2 2 2
0.0905  0.1307    0.12975 1.594
which represents a relative error of = 2.8%
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 Inclusion of Simpson’s Rules with uneven data

x f(x) h (xi+1-xi)

0.0 0.2 Trapezoidal

0.12 1.309 0.12 Rule
0.22 1.305 0.10 Simpson’s
0.32 1.743 0.10 1/3 rule
0.12 0.10
0.36 2.074 0.04 Simpson’s I (0.2  1.309)  [1.309  (4 *1.305)  1.743]
2 3
0.40 2.456 0.04 3/8 rule 3
 * 0.04[1.743  (3 * 2.074)  (3 * 2.456)  2.842]
2.842 8
0.44 0.04
0.10 0.06
3.507 [2.842  (4 * 3.507)  3.181]  (3.181  2.363)
0.54 0.10 Simpson’s 3 2
0.64 3.181 0.10 1/3 rule 0.10
 (2.363  0.232)
2
0.70 2.363 0.06 Trapezoidal 0.09054  0.27483  0.27263  0.66837  0.16632
0.80 0.232 0.10 Rule  0.12975
1.60244
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 Multiple Integral
• Multiple integrals are widely used in engineering. For
example, a general equation to compute the average of a
two-dimensional function can be written as

f (0,2)  2 f (1,2)  f (2,2)

I 1, 2 h1
2
f (0,1)  2 f (1,1)  f (2,1)
I 1,1 h1
h2 2
f (0,0)  2 f (1,0)  f (2,0)
I 1, 0 h1
2
I 1, 0  2 I 1,1  I 1, 2
I h 2
h1 2
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Multiple Integral

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Multiple Integral

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 Problem
The work produced by a constant temperature, pressure
volume thermodynamic process can be computed as
V2 11

W pdV
V1 0.5

where W is work, p is pressure, and V is volume.

Using a combination of the trapezoidal rule, Simpson’s rule,
use the following data to compute the work in kJ:

Pressure (kPa) 336 294.4 266.4 260.8 260.5 249.6 193.6 165.6

Volume (m3) 0.5 2 3 4 6 8 10 11

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Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.