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INTEGRASI NUMERIS
Numerical Differentiation and Integration
Integrasi Numeris
2
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Acuan
q
Chapra, S.C., Canale R.P., 1990, Numerical Methods for Engineers, 2nd
Ed., McGraw-Hill Book Co., New York.
n
Diferensial, Derivatif
3
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f(xi+x)
yi +y
f(xi)
yi +y
yi
yi
x
xi
xi +x
(a)
y f (xi + x ) f (xi )
=
x
x
difference approximation
yi
xi
(b)
xi +x
xi
(c)
dy
f (xi + x ) f (xi )
= lim
d x x 0
x
Diferensial, Derivatif
4
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y f (xi + x ) f (xi )
=
x
x
pendekatan beda (hingga)
difference approximation
dy
f (xi + x ) f (xi )
= lim
d x x 0
x
derivatif
dy
= y = f (x )
dx
Diferensial
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160
24
120
y 80
slope = dy/dx
12
40
0
0
6
x
dy
= 7.5 x 0.5
dx
18
y = 5 x 1. 5
dy/dx
10
6
x
10
Integral
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24
160
y = 7.5 x 0.5
18
y 12
120
y dx
luas = y d x
0
ydx = 5x
1.5
80
40
0
0
10
x
x
kebalikan dari proses men-diferensial-kan adalah meng-integral-kan
integrasi diferensiasi
10
Fungsi
7
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2 + cos(1 + x ) 0.5 x
0 1 + 0.5sin x e d x
2
32
f(x)
0.25
2.599
0.75
2.414
1.25
1.945
1.75
1.993
4
3
2
A1
A2
A3
A4
f(x) dx = luas = Ai
0
0
0.5
1.5
2.5
Derivatif
9
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u = f (x ) dan v = f (x )
y = un
y = uv
y=
u
v
dy
du
= n u n1
dx
dx
dy
du
dv
=v
+u
dx
dx
dx
du
dv
u
dy
= dx 2 dx
dx
v
v
d
sin x = cos x
dx
d
cos x = sin x
dx
d
tan x = sec2 x
dx
d
1
ln x =
dx
x
d x
e = ex
dx
d
cot x = csc2 x
dx
d
sec x = sec x tan x
dx
d
csc x = csc x cot x
dx
d
1
log a x =
dx
x ln a
d x
a = a x ln a
dx
Integral
10
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1
(
)
cos
ax
+
b
d
x
=
sin(ax + b ) + C
u dv = uv v du
u n +1
u dv = n + 1 + C
a bx
bx
a d x = blna + C
dx
x = ln x + C
n
n 1
a > 0, a 1
1
(
)
sin
ax
+
b
d
x
=
cos(ax + b ) + C
ln x d x = x ln x x + C
e ax
e dx = a + C
e ax
ax
x e d x = a2 (ax 1) + C
dx
1
ab
1
=
tan
x +C
a + bx2 ab
a
ax
11
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Persamaan Newton-Cotes
12
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Strategi
q
I = f (x )d x = fn (x )d x
fn (x ) = a0 + a1 x + a2 x 2 + ... + an1 x n1 + an x n
polinomial tingkat n
Persamaan Newton-Cotes
13
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f (x )
f (x )
Persamaan Newton-Cotes
14
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f (x )
1
2
3
Metode Trapesium
15
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I = f (x )d x = f1 (x )d x
q
f (b) f (a )
(x a )
ba
Metode Trapesium
16
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f (b) f (a )
(
I f (a ) +
x a ) d x
a
ba
f (a ) + f (b)
(b a )
2
b
Metode Trapesium
error
f (x )
Metode Trapesium
17
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Penyelesaian eksak
I=
0.8
200 3 675 4
400 6
= 0.2 x + 12.5x 2
x +
x 180 x 5 +
x = 1.640533
3
4
6
Metode Trapesium
f (x ) = 0.2 + 25 x 200 x 2 + 675x 3 900 x 4 + 400x 5
f (0 ) = 0.2
dan
f (0.8 ) = 0.232
I = (0.8 0)
0.2 + 0.232
= 0.1728
2
[error]
Metode Trapesium
18
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f(x)
3
2
error
q
0
0
0.2
0.4
0.6
0.8
1
f ( )(b a )3
12
Metode Trapesium
19
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f(x)
0.8
( 400 + 4050x
f (x ) =
0
Ea =
x
0
0.2
0.4
0.6
10800x 2 + 8000x 3 )d x
0.8 0
= 60
error:
error
0.8
1
( 0.60 )(0.8 0)3 = 2.56
12
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Peningkatan akurasi
q
h=
ba
n
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ba
h=
n
f(x)
3
2
f(x)
3
2
h = 0.2
h = 0.1
1
0
x
0
0.2
0.4
0.6
0.8
x
0
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h=
ba
n
Jika
a = x0
dan
b = xn
x1
x2
xn
x0
x1
x n 1
I = f (x )d x + f (x )d x + ... +
Ih
f (x )d x
f (x0 ) + f (x1 )
f (x1 ) + f (x2 )
f (xn1 ) + f (xn )
+h
+ ... + h
2
2
2
h
n1
n1
I (b a )
$#"
2n
lebar $!!!!#!!!!"
tinggi
rata-rata
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(
b a )3
=
3
12n
f ( )
i =1
1 n
f (i ) = f
n i =1
Et Ea
(
b a )3
=
2
12n
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100
%Et vs n
Et
%Et
Ea
60
0.8
0.1728
1.4677
89%
2.56
40
0.4
1.0688
0.5717
35%
0.64
20
0.2
1.4848
0.1557
9%
0.16
0.1
1.6008
0.0397
2%
0.04
80
0
1
n 4
Metode Simpson
25
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Fungsi pendekatan:
polinomial tingkat 1
q
Simpsons rules
q
Fungsi pendekatan:
polinomial:
q
q
Metode Simpson
26
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f(x)
f2(x)
x
0
0.2
f(x)
0.4
0.6
Simpson
0.8
f3(x)
x
0
0.2
0.4
0.6
Simpson
0.8
Metode Simpson
27
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Simpson
28
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I = f (x )d x f2 (x )d x
(
(
x x0 )(x x2 )
x x0 )(x x1 )
I
f (x0 ) +
f (x1 ) +
f (x2 ) d x
a (x x )(x x )
(
)
(
)
(
)
(
)
x
x
x
x
x
x
x
x
1
0
1
2
2
0
2
1
0 1 0 2
h
[f (x0 ) + 4 f (x1 ) + f (x2 )]
3
ba
h=
2
atau
I (b a )
Et
(
b a )5 4
=
f ()
180n4
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x2
x4
xn
x0
x2
x n2
I f (x )d x + f (x )d x + ... +
I 2h
f (x )d x
f (x 0 ) + 4 f (x1 ) + f (x2 )
f (x2 ) + 4 f (x 3 ) + f (x 4 )
f (x n2 ) + 4 f (x n1 ) + f (x n )
+ 2h
+ ... + 2h
6
6
6
f (x0 ) + 4
I (b a )
Ea
n1
n2
f (x ) + 2 f (x ) + f (x )
i =1 ,3 , 5
i =2 , 4 ,6
3n
(
b a )5
=
180n
f4
Simpson
30
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I = f (x )d x f3 (x )d x
3h
f (x ) + 3 f (x1 ) + 3 f (x2 ) + f (x3 )
[f (x0 ) + 3 f (x1 ) + 3 f (x2 ) + f (x3 )] atau I ($
b a) 0
#"
8
8
"
lebar $!!!!!#!!!!!
tinggi
ratarata
ba
h=
3
Simpson
31
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Error
3
Et = h5 f 4 ()
80
atau
Et
(
b a )5 4
=
f ()
6480
Simpson dan
32
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Metode
Et
Simpson (n = 2)
1.367467
0.273067 (17%)
Simpson (n = 3)
1.51917
0.121363 (7%)
Simpson (n = 4)
1.623467
0.017067 (1%)
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i
0
1
2
3
4
5
6
7
8
9
10
xi
0
0.12
0.22
0.32
0.36
0.4
0.44
0.54
0.64
0.7
0.8
f(xi)
0.2
1.309729
1.305241
1.743393
2.074903
2.456
2.842985
3.507297
3.181929
2.363
0.232
I
0.090584
0.130749
0.152432
0.076366
0.090618
0.10598
0.317514
0.334461
0.166348
0.12975
1.594801
f (x ) = 0.2 + 25 x 200 x 2 +
675x 3 900 x 4 + 400 x 5
I = h1
+
2
f (x2 ) + f (x1 )
f (xn ) + f (xn1 )
h2
+ ... + hn
2
2
0.8
f (x )d x = 1.594801
0
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i
0
1
2
3
4
5
6
7
8
9
10
xi
0
0.12
0.22
0.32
0.36
0.4
0.44
0.54
0.64
0.7
0.8
f(xi)
0.2
1.309729
1.305241
1.743393
2.074903
2.456
2.842985
3.507297
3.181929
2.363
0.232
f (x ) = 0.2 + 25 x 200 x 2 +
675x 3 900 x 4 + 400 x 5
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Metode
Jumlah pias
Lebar pias
Trapesium
n>1
Simpson
seragam
seragam
Simpson
seragam
Kuadratur Gauss
Kuadratur Gauss
36
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f (x )
f (x )
Kuadratur Gauss
37
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f (x )
I = f (x )d x c0 f (x0 ) + c1 f (x1 )
1
f (x0 )
c , c , x , x : !!unknowns
!0 1 0 1
1
c0 f (x0 ) + c1 f (x1 ) = 1 d x = 2
1
1
c0 f (x0 ) + c1 f (x1 ) = x d x = 0
1
1 x0
x1
c0 f (x0 ) + c1 f (x1 ) = x 2 d x = 2 3
1
1
c0 f (x0 ) + c1 f (x1 ) = x 3 d x = 0
1
Kuadratur Gauss
38
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f (x )
1.5
1
1.5
f (x ) = 1
0.5
x
1
0.5
1d x = 2
1
-1
-0.5
0
-0.5
0.5
-1
0
-0.5
0
-1.5
-1
f (x ) = x
0.5
-1.5
f (x )
1.5
-1.5
1
xdx = 0
1
1.5
Kuadratur Gauss
39
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f (x )
f (x )
f (x ) = x
f (x ) = x 3
0
-1.5
-1
-0.5
0.5
-1
-2
0
-1.5
-1
-0.5
0.5
x2 d x = 2 3
1.5
-3
x3 d x = 0
1.5
Kuadratur Gauss
40
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c0 f (x0 ) + c1 f (x1 ) = 1 d x = 2
1
1
c0 f (x0 ) + c1 f (x1 ) = x d x = 2
1
1
c0 f (x0 ) + c1 f (x1 ) = x d x = 2 3
1
1
c0 f (x0 ) + c1 f (x1 ) = x 3 d x = 0
c0 = c1 = 1
x0 = 1
x1 = 1
3
3
I c0 f (x0 ) + c1 f (x1 )
I f 1
) (
3 +f1
Kuadratur Gauss
41
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x = a0 + a1 xd
jika batas bawah, x = a, berkaitan dengan xd = 1 a = a0 + a1 ( 1)
jika batas atas, x = b, berkaitan dengan xd = 1
x=
b = a0 + a1 (1)
(b + a ) + (b a ) xd
2
(b a ) d x
dx =
d
2
x = a0 + a1 xd
a0 =
b+a
ba
dan
a1 =
2
2
Kuadratur Gauss
42
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dx =
= 0.4 + 0.4 xd
0.8 0
d xd = 0.4 d xd
2
Kuadratur Gauss
43
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0.8
0.4 d x d =
0.8
f xd = 1
f xd = 1
)
3 ) = 1.305837
3 = 0.516741
I f (x )d x
0
= 0.516741 + 1.305837
= 1.822578
44
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