Mtodos de integracin por cuadraturas:

Queremoscalcularlaintegraldeunafuncinenelintervalo(a,b):
b

y(x)dx
a

Para ello tomamos n+1 puntos:

(x0,y0), (x1,y1), , (xn,yn) donde x0 x1... xn
y buscamos un polinomio p2n+1 (x) de grado 2n+1 tal que:
P2n+1 (xi) = yi , i = 0,1, ,n
2

2n+1

p2n+1 (x) =a0 +a1x+a2 x +K +a2n+1x

ai R , i =0,1,K , 2n+1
Yaproximaremoslaintegralbuscadamediantelaintegraldelpolinomio:
b

y(x)dx p

(x)dx

2n+1

Comoelpolinomiopasaportodoslospuntosesunpolinomiode
interpolacin,aunquenoesnico(notieneordenmenoroigualan).
Lopodemosescribirdelmodosiguiente:
n
( xxj )
p2n+1 (x) =
yi + ( xxj ) qn(x)
i =0 j =0 ( xi xj )
j =0
n

j i

dondeqn (x) es un polinomiode grado n

Supongamosqueelintervalodeintegracin(a,b)esel(1,1).Si
noesas,siemprepodemostomarelcambiodevariableadecuado:

1
1
n
n n (x xj )

y(x)dx
yi + ( xxj ) qn (x)dx

x xj )

j =0
1
1 i =0 j =0 ( i
ji

n
n n (x xj )

y(x)dx
yi + ( xxj ) qn (x)dx

x xj )

j =0
1
1 i =0 j =0 ( i
ji

(x xj )

y(x)dx (x x )y
i =0 1 j =0
ji

dx + ( xxj ) qn (x)dx

1 j =0

Laprimeraintegralsepuedereescribircomo:
n

i =0

n
( x xj )
yi dx = yi wi , dondelos

i =0
1 j =0 ( xi xj )
n

j i

factoresde peso wi =

1 j =0
j i

(xxj )
(xi xj )

dx

Lasegundaintegralseescogedeformaquesucontribucinseacero:
1

(xx )
j

1 j =0

qn(x)dx =0

Paraellotendremosqueescogeradecuadamenteqn(x).Tomemosuna
baseortogonal{gk(x)}conkunndiceentero.Entonces:
n

n+1

(xx ) = b g (x)
j

j =0

k =0

k k

qn (x) = ckgk(x)
k=0

luegolaintegralsepuedeescribircomo:
1

(xx )

1 j =0

n+1 n

k=0 l =0

qn(x)dx = bkcl gk (x)gl (x)dx

(xx )

k=0 l =0

qn(x)dx = bkcl gk (x)gl (x)dx

1 j =0

n+1 n

Dadalaortogonalidaddelas{gk(x)}:
1

(xx )

1 j =0
1

(xx )

1 j =0

n+1 n

qn(x)dx = bkcl gl (x) lk

k=0 l =0
n

qn(x)dx = bkck gk(x)

k=0

luego,paraquelaintegralseacerobastaescoger:

bk =0 , k =0, 1,K , n
n

(xx ) =b
j =0

g (x)

n+1 n+1

y,paraquesecumpla:
n

(xx ) =b
j =0

g (x)

n+1 n+1

bastaconescogerlospuntosxj,deformaqueseanloscerosdegn+1(x)
Comohemosescogidoelintervalo(1,1)losgk(x)podranserlos
PolinomiosdeLegendre.Enestecasolacuadraturarecibeelnombre
de:CuadraturadeGaussLegendre.

!
!
!
S
1
E
1
N
cos(
x
)dx
=
[
sen(
x
)
]
=sen(
1)
sen(
A
1) =2sen(
1) =1.68294
I
1

D
1
A
R
N
E
Tomandon=1(2puntos):

Ejemplo:

x0 0.5773503
; x1 0.5773503
1

cos(x)dx y w = cos(x )w

i =0

i =0

=cos(x0 ) +cos(x1)

) +cos(0.5773503
) 1.6758236
cos(x)dx cos(0.5773503

Tomandon=2(3puntos):

x0 0.7745967; x1 =0 ; x2 0.7745967
1

cos(x)dx y w = cos(x )w

i =0

i =0

cos(x)dx w cos(x ) +w cos(x ) +w cos(x )

0

1
1

)
)
)
) +0.8cos(0) +0.5cos(0.7745967
)
cos(x)dx 0.5cos(0.7745967

cos(x)dx 1.6830035

valor exacto
1.682942

1.6830035
1.682942
6.15e5

Por trapecios (3 puntosh=1

1

cos(x)dx h (cos(x0 ) +cos(x2 )) +cos(x1 )

2
1
1

cos(x)dx 1 (cos(1) +cos(1)) +cos(0)

2
1
1

cos(x)dx 1.5403023

valor exacto
1.682942
1.5403023
1.682942
0.14

Por Simpson (3 puntosh=1

1

h
cos(x)dx [cos(x0 ) +cos(x2 ) +4cos(x1)]

3
1
1

1
cos(x)dx [cos(1) +cos(1) +4cos(0)]

3
1
1

cos(x)dx 1.6935349

valor exacto
1.682942
1.6935349
1.682942
0.01

VolviendoalacuadraturadeGaussLegendreytomandon=3(4puntos):

x0 0.8611363
; x1 0.3399810; x2 =0.3399810
; x3 0.861136
1

cos(x)dx y w = cos(x )w

i =0

i =0

cos(x)dx w cos(x ) +w cos(x ) +w cos(x ) +w cos(x )

0

1
1

) +cos(0.8611363
)] +
[cos(0.8611363
cos(x)dx0.3478548

+0.6521451
) +cos(0.3399810
)]
[cos(0.3399810
1

cos(x)dx 1.6829417

valor exacto
1.682942

1.6829417
1.682942
3.2e7

Sielintervalodelaintegralnoesel(1,1)haremoselsiguiente
cambiodevariable:
b

b a 1
f (x)dx = 2 f 2[(b a)t +a +b]dt
a
1

2x (a +b)
1
b a
t=
x= [(ba)t +a +b] dx=
dt
ba
2
2
b

b a n 1
b a n
f [(ba)ti +a +b]wi
f(xi )wi =

a f (x)dx= 2

2 i =0 2
i =0
losvaloresdelatabla

Ejemplo:
3

3
1

lnx dx =[xlnxx]

=3ln33+11.2958369

Tomandon=2(3puntos):

t0 0.7745967; t1 =0 ; t2 0.7745967
3

b a 2
1 ln x dx 2
i=0

f [(b a)ti +a+b]wi

2

1
xi = [(ba)ti +a +b] x0 1.2254033
, x1 2, x2 2.7745967
2
3

)
)
) +ln(2.7745967
)] +0.8 ln(2)
ln x dx 0.5[ln(1.2254033
1

ln x dx 1.2960061
1

CalcularmediantecuadraturadeGaussLegendrecon4puntosla
siguientefuncin(llamadafuncinerror)enelpuntox=0.5:

2
erf(x) =

2
erf(0.5) =

0.5

t 2

dt

z+1 2

2
1
e dt =
e

4 1
0
t 2

dz

2t (0+0.5)
z+1
dz
z=
t=
dt=
0.50
4
4
1

16

1
erf(0.5) =
{0.5688889e
2
0.9061798
+1 2

+0.2369269
[e

+0.4786297
[e

0.9061798
+1 2

+e

0.5384693
+1 2

]}0.5204999

0.5384693
+1 2

+e

]+

Calcular:
1

cos x dx

1
2

x1 dx

1.5
2

cos
1

x dx

!
!
!
S
E
1
N
A
I
TomandoGaussLegendreconn=2(3puntos):
D
A
R
x0 0.7745967; x1 =0 ; x2 0.7745967
N
E
1
2
2

x
2
x
2
yiwi = e cos (xi )wi
e cos(x)dx
i =0
i=0

cos x

5+cos22sen2 e
+ (5+cos2 +2sen2) 1.6386376
dx=
10e
10

1
1

e cos x dxw0e
x

x0

x1

cos x0 +w1e

8
5
x
2
e
e
cos
x
dx

9
9

1
1

3
5

3
2

+e cos
5

3
5

e cos x dx1.6353975
x

x2

cos x1 +w2e

cos x2

TomandoGaussLegendreconn=3(4puntos):

x0 0.8611363
; x1 0.3399810; x2 =0.3399810
; x3 0.861136
1

i=0

i =0

xi
2
x
2
=
e
cos
(xi )wi
e
cos
(x)dx

y
w
i i

!
!
!
+e ES ) cos (0.8611363
)] +
e cos x dx0.3478548[(e
N
A
I
D
+0.6521451
)]
) cos (0.3399810
[(e RA +e
N
E

0.8611363

0.8611363

0.3399810

0.3399810

e cos x dx1.638712
x

z +7 z +7
dz 1
x x1 dx=
1 = ( z+7) z+3 dz

4
4
4 321
1
1.5

2x(1.5+2)
z +7
dz
z=
x=
dx=
2 1.5
4
4
TomandoGaussLegendreconn=2(3puntos):

1 8
5 3
3
I 7 3+
+7 +3 +
+7

5
32
9
9
5
5

I 0.759157

+3

TomandoGaussLegendreconn=3(4puntos):

1
I {0.6521451
[(0.339981
+7) 0.339981
+3 +
32
+(0.339981
+7) 0.339981
+3] +
+0.3478548
[(0.8611363
+7) 0.8611363
+3 +
0.8611363
(
+7) 0.8611363
+3]}

I 0.760254

TomandoGaussLegendreconn=4(5puntos):

1
I {0.5688889
(7 3) +
32
0.4786287[(0.5384693
+7) 0.5384693
+3 +
+(0.5384693
+7) 0.5384693
+3]+
+0.2369269
[(0.9061798
+7) 0.9061798
+3 +
0.9061798
(
+7) 0.9061798
+3]}

I 0.760254

b a
a +b
wi f(zi ) ; zi =
xi +
1 cos x dx =
2
2
i =0
Tomandon=1(2puntos):

1
1
x0 =
; x1 =
3
3

1
3
1
3
!
!
z0 = x0 + 1.2113249
, z1 = x1!+
1.7886751
S 2
2
2
2
E
N
A
I
1
D
A +cos 1.7886751
I [cos 1.2113249
]
R
2
N

I 0.3421646

Tomandon=2(3puntos):

3
3
x0 =
; x1 =0 ; x2 =
5
5

z0 1.1127017; z1 1.5 ; z2 1.8872983

1 8
5
I cos 1.5 + (cos 1.127017+cos 1.8872983
)

2 9
9

I 0.3421648

Por Simpson con un intervalo ( h = 0.5):

1
2 cos 1 +cos 2 +cos 1.5 0.342165
cos
x
dx

[
]

3
1
2

Por Simpson con dos intervalos ( h = 0.25):

1
4 [cos 1+cos 2 +
cos
x
dx

1
3
2

+2cos 1.5 +4(cos 1.25+cos 1.75)]

2

cos
1

x dx0.3421648