Numerical Integration

In general, a numerical integration is the approximation

of a definite integration by a weighted sum of function
values at discretized points within the interval of
integration.

f ( x )dx wi f ( xi )
i 0

where wi is the weighted factor depending on the integration

schemes used, and f ( xi ) is the function value evaluated at the
given point xi

Rectangular Rule

f(x)
height=f(x1*)

x=a
x=x1*

height=f(xn*)

x=b

Approximate
the integration,
b
a f ( x )dx , that is the area under
the curve by a series of
rectangles as shown.
The base of each of these
rectangles is x=(b-a)/n and
its height can be expressed as
f(xi*) where xi* is the midpoint
of each rectangle

x=xn*

f ( x )dx f ( x1*) x f ( x2 *) x .. f ( xn *) x

x[ f ( x1*) f ( x2 *) .. f ( xn *)]

Trapezoidal Rule

f(x)

x=a
x=x1

x=b
x=xn-1

The rectangular rule can be made

more accurate by using
trapezoids to replace the
rectangles as shown. A linear
approximation of the function
locally sometimes work much
better than using the averaged
value like the rectangular rule
does.

x
x
x
a f ( x)dx 2 [ f (a ) f ( x1 )] 2 [ f ( x1 ) f ( x2 )] .. 2 [ f ( xn1) f (b)]
1
1
x[ f (a ) f ( x1 ) .. f ( xn 1 ) f (b)]
2
2
b

Simpsons Rule
Still, the more accurate integration formula can be achieved by
approximating the local curve by a higher order function, such as
a quadratic polynomial. This leads to the Simpsons rule and the
formula is given as:
x
a f ( x )dx 3 [ f (a ) 4 f ( x1 ) 2 f ( x2 ) 4 f ( x3 ) ..
..2 f ( x2 m2 ) 4 f ( x2 m 1 ) f (b)]
b

It is to be noted that the total number of subdivisions has to be an

even number in order for the Simpsons formula to work
properly.

Examples
Integrate f ( x ) x 3 between x 1 and x 2.

1
1
x 3dx= x 4 |12 (24 14 ) 3.75
4
4

2-1
Using 4 subdivisions for the numerical integration: x=
0.25
4
Rectangular rule:
i

xi*

f(xi*)

1.125 1.42

1.375 2.60

1.625 4.29

1.875 6.59

x 3dx

x[ f (1.125) f (1.375) f (1.625) f (1.875)]

0.25(14.9) 3.725

Trapezoidal Rule
i

xi
1

f(xi)
1

1 1.25

1.95

2 1.5

3.38

3 1.75

5.36

x 3dx

1
1
f (1) f (1.25) f (1.5) f (1.75) f (2)]
2
2
0.25(15.19) 3.80
x[

Simpsons Rule

x 3dx

x
[ f (1) 4 f (1.25) 2 f (1.5) 4 f (1.75) f (2)]
3

0.25

(45) 3.75 perfect estimation

3