Trapezoidal Rule of Integration Chemical Engineering Majors Authors: Autar Kaw, Charlie Barker http://numericalmethods.eng.usf.edu Transforming Numerical Methods Education for STEM Undergraduates 7/31/2017 http://numericalmethods.eng.usf.edu 1 Trapezoidal Rule of Integration http://numericalmethods.eng.usf.edu What is Integration b Integration: f ( x )dx a y f(x) The process of measuring the area under a function plotted on a graph. b I f ( x )dx a Where: f(x) is the integrand a= lower limit of integration b= upper limit of integration 3 a b http://numericalmethods.eng.usf.edu x Basis of Trapezoidal Rule Trapezoidal Rule is based on the Newton-Cotes Formula that states if one can approximate the integrand as an nth order polynomial… b I f ( x )dx where f ( x ) fn( x ) a and 4 f n ( x ) a0 a1 x ... an1 x n1 an x n http://numericalmethods.eng.usf.edu Basis of Trapezoidal Rule Then the integral of that function is approximated by the integral of that nth order polynomial. b b a a f ( x ) fn( x ) Trapezoidal Rule assumes n=1, that is, the area under the linear polynomial, b a 5 f ( a ) f ( b ) ( b a ) f ( x )dx 2 http://numericalmethods.eng.usf.edu Derivation of the Trapezoidal Rule 6 http://numericalmethods.eng.usf.edu Method Derived From Geometry b The area under the curve is a trapezoid. The integral f ( x )dx 1 a y f(x) b f ( x)dx Area of trapezoid a f1(x) 1 ( Sum of parallel sides )( height ) 2 1 f ( b ) f ( a )( b a ) 2 f ( a ) f ( b ) ( b a ) 2 a b Figure 2: Geometric Representation 7 http://numericalmethods.eng.usf.edu x Example 1 In an attempt to understand the mechanism of the depolarization process in a fuel cell, an electro-kinetic model for mixed oxygen-methanol current on platinum was developed in the laboratory at FAMU. A very simplified model of the reaction developed suggests a functional relation in an integral form. To find the time required for 50% of the oxygen to be consumed, the time, T (s) is given by 7 0.6110 6 6.73x 4.3025 10 dx T 11 1.2210 6 2.316 10 x a) Use single segment Trapezoidal rule to find the time required for 50% of the oxygen to be consumed. b) Find the true error, E t for part (a). c) Find the absolute relative true error, a for part (a). 8 http://numericalmethods.eng.usf.edu Solution f a f b I b a 2 a) a 1.22 10 6 6.73x 4.3025 10 7 f ( x) 11 2 . 316 10 x b 0.61 10 6 f 1.22 10 6 f 0.6110 9 6 6.73 1.22 106 4.3025 107 11 3.0582 10 11 6 2.316 10 1.22 10 6.73 0.61106 4.3025 107 11 3.2104 10 11 6 2.316 10 0.6110 http://numericalmethods.eng.usf.edu Solution (cont) a) 6 I 0.6110 1.22 10 6 3.0582 1011 3.2104 1011 2 1.9119 10 5 s b) The exact value of the above integral is 6.73x 4.3025 107 5 T dx 1 . 90140 10 s 11 1.22106 2.316 10 x 0.61106 10 http://numericalmethods.eng.usf.edu Solution (cont) b) Et True Value Approximate Value 1.90140 105 1.9119 105 1056.2s c) The absolute relative true error, t , would be True Error 1056.2 t 100 100 0.55549% 5 True Value 1.90140 10 11 http://numericalmethods.eng.usf.edu Multiple Segment Trapezoidal Rule In Example 1, the true error using single segment trapezoidal rule was large. We can divide the interval [8,30] into [8,19] and [19,30] intervals and apply Trapezoidal rule over each segment. 140000 f ( t ) 2000 ln 9.8t 140000 2100t 30 19 30 8 8 19 f ( t )dt f ( t )dt f ( t )dt f ( 8 ) f ( 19 ) f ( 19 ) f ( 30 ) ( 19 8 ) ( 30 19 ) 2 2 12 http://numericalmethods.eng.usf.edu Multiple Segment Trapezoidal Rule With f ( 8 ) 177.27 m / s f ( 30 ) 901.67 m / s f ( 19 ) 484.75 m / s Hence: 30 8 177.27 484.75 484.75 901.67 f (t )dt (19 8) ( 30 19 ) 2 2 11266 m 13 http://numericalmethods.eng.usf.edu Multiple Segment Trapezoidal Rule The true error is: Et 11061 11266 205 m The true error now is reduced from -807 m to -205 m. Extending this procedure to divide the interval into equal segments to apply the Trapezoidal rule; the sum of the results obtained for each segment is the approximate value of the integral. 14 http://numericalmethods.eng.usf.edu Multiple Segment Trapezoidal Rule y f(x) Divide into equal segments as shown in Figure 4. Then the width of each segment is: h ba n The integral I is: b I f ( x )dx a a ba a 4 a2 ba 4 a3 ba 4 b Figure 4: Multiple (n=4) Segment Trapezoidal Rule 15 http://numericalmethods.eng.usf.edu x Multiple Segment Trapezoidal Rule The integral I can be broken into h integrals as: b f ( x )dx a ah a 2h a ( n 1 )h a ah a ( n 2 )h f ( x )dx f ( x )dx ... f ( x )dx b f ( x )dx a ( n 1 )h Applying Trapezoidal rule on each segment gives: b a 16 ba n 1 f ( a ) 2 f ( a ih ) f ( b ) f ( x )dx 2n i 1 http://numericalmethods.eng.usf.edu Example 2 In an attempt to understand the mechanism of the depolarization process in a fuel cell, an electro-kinetic model for mixed oxygen-methanol current on platinum was developed in the laboratory at FAMU. A very simplified model of the reaction developed suggests a functional relation in an integral form. To find the time required for 50% of the oxygen to be consumed, the time, T (s) is given by 6.73x 4.3025 10 7 T 1.2210 6 2.316 10 11 x 0.6110 6 dx a) Use two-segment Trapezoidal rule to find the time required for 50% of the oxygen to be consumed. b) Find the true error, E t for part (a). c) Find the absolute relative true error, a for part (a). 17 http://numericalmethods.eng.usf.edu Solution a) The solution using 2-segment Trapezoidal rule is ba n 1 I f ( a ) 2 f ( a ih ) f ( b ) 2n i 1 n2 a 1.22 10 6 b 0.61 10 6 b a 0.61106 1.22 106 h 0.305 106 n 2 18 http://numericalmethods.eng.usf.edu Solution (cont) Then 0.61106 1.22 106 I 22 21 6 6 f 1.22 10 2 f a ih f 0.6110 i 1 0.61106 f 1.22 106 2 f 0.915 106 f 0.61106 4 0.6110 6 3.0582 1011 2 3.1089 1011 3.2104 1011 4 1.9042 10 5 s 19 http://numericalmethods.eng.usf.edu Solution (cont) b) The exact value of the above integral is 6.73x 4.3025 107 5 T dx 1 . 90140 10 s 11 1.22106 2.316 10 x 0.61106 so the true error is Et True Value Approximate Value 1.90140 105 1.9042 105 282.12 20 http://numericalmethods.eng.usf.edu Solution (cont) c) The absolute relative true error, t , would be True Error t 100 True Value 282.12 100 5 1.9014 10 0.14838% 21 http://numericalmethods.eng.usf.edu Solution (cont) Table 1: Multiple Segment Trapezoidal Rule Values Table 1 gives the values obtained using multiple segment Trapezoidal rule for: 6.73x 4.3025 10 7 T 1.2210 6 2.316 10 11 x 0.6110 6 22 dx t % a % n Value Et 1 191190 −1056.2 0.55549 --- 2 190420 −282.12 0.14838 0.40711 3 190260 −127.31 0.066956 0.081424 4 190210 −72.017 0.037877 0.029079 5 190180 −46.216 0.024307 0.013570 6 190170 −32.142 0.016905 0.0074020 7 190160 −23.636 0.012431 0.0044740 8 190150 −18.107 0.0095231 0.0029079 http://numericalmethods.eng.usf.edu Example 3 Use Multiple Segment Trapezoidal Rule to find the area under the curve 300 x f(x) 1 ex x0 from 23 300( 0 ) 1 e 0 0 f (5) 300( 5 ) 1 e x 10 10 0 h 5 2 Using two segments, we get f(0) to 5 10.039 f ( 10 ) and 300( 10 ) 1 e 10 0.136 http://numericalmethods.eng.usf.edu Solution Then: n 1 ba I f ( a ) 2 f ( a ih ) f ( b ) 2n i 1 2 1 10 0 f ( 0 ) 2 f ( 0 5 ) f ( 10 ) 2( 2 ) i 1 10 f ( 0 ) 2 f ( 5 ) f ( 10 ) 10 0 2( 10.039 ) 0.136 4 4 50.535 24 http://numericalmethods.eng.usf.edu Solution (cont) So what is the true value of this integral? 10 300x 01 e x dx 246.59 Making the absolute relative true error: t 246.59 50.535 100% 246.59 79.506% 25 http://numericalmethods.eng.usf.edu Solution (cont) Table 2: Values obtained using Multiple Segment 10 Trapezoidal Rule for: 300x 01 e 26 x dx n Approximate Value Et 1 0.681 245.91 99.724% 2 50.535 196.05 79.505% 4 170.61 75.978 30.812% 8 227.04 19.546 7.927% 16 241.70 4.887 1.982% 32 245.37 1.222 0.495% 64 246.28 0.305 0.124% t http://numericalmethods.eng.usf.edu Error in Multiple Segment Trapezoidal Rule The true error for a single segment Trapezoidal rule is given by: ( b a )3 Et f " ( ), a b 12 where is some point in a ,b What is the error, then in the multiple segment Trapezoidal rule? It will be simply the sum of the errors from each segment, where the error in each segment is that of the single segment Trapezoidal rule. The error in each segment is E1 27 ( a h ) a3 12 h3 f " ( 1 ) 12 f " ( 1 ), a 1 a h http://numericalmethods.eng.usf.edu Error in Multiple Segment Trapezoidal Rule Similarly: Ei ( a ih ) ( a ( i 1 )h )3 12 f " ( i ), a ( i 1 )h i a ih h3 f " ( i ) 12 It then follows that: En b a ( n 1 )h3 12 f " ( n ), a ( n 1 )h n b h3 f" (n ) 12 28 http://numericalmethods.eng.usf.edu Error in Multiple Segment Trapezoidal Rule Hence the total error in multiple segment Trapezoidal rule is n n 3 h3 n ( b a ) f " ( i ) 12 i 1 12n 2 Et Ei i 1 n The term i 1 f " ( i ) i 1 n f " ( i ) is an approximate average value of the f " ( x ), a x b n Hence: n Et 29 (b a ) 12n 2 3 f " ( i ) i 1 n http://numericalmethods.eng.usf.edu Error in Multiple Segment Trapezoidal Rule Below is the table for the integral 30 140000 2000 ln 9 . 8 t dt 140000 2100t 8 as a function of the number of segments. You can visualize that as the number of segments are doubled, the true error gets approximately quartered. 30 n Value Et t % a % 2 11266 -205 1.854 5.343 4 11113 -51.5 0.4655 0.3594 8 11074 -12.9 0.1165 0.03560 16 11065 -3.22 0.02913 0.00401 http://numericalmethods.eng.usf.edu Additional Resources For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit http://numericalmethods.eng.usf.edu/topics/trapezoidal _rule.html THE END http://numericalmethods.eng.usf.edu
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