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Matakuliah : METODE NUMERIK I

Tahun : 2008

Integrasi
Pertemuan 7
INTEGRASI NUMERIK
Pengertian:
Secara matematika merupakan anti derivative
dI ( x)
= g ( x) ⇒ I ( x) = ∫ g ( x)dx
dx
Secara praktis integral suatu fungsi pada batas tertentu
dapat diartikan sebagai luas daerah dibawah kurva
dengan batas yang ditentukan dan sumbu x
y
g(x)
x2

I ( x) = ∫ g ( x)dx
x1 x1 x2 x
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Numerical Integration
• Often g(x) cannot be integrated analytically to give a closed form
expression for I(x), e.g. solution to y’ =(1+xy).
• Motivates need to find approximate solutions for I(x).
• In the differential limit, an integral is equivalent to a summation
operation:
x2 x2

∫ g ( x)dx = lim ∑ g ( x)∆x


x1
∆x →0
x1

• Approximate methods for determining integrals are mostly based


on idea of area between integrand and axis.
• Area determined by the summation of the areas of “strips” of
finite width ∆ x.
• Particular method depends on how “strips” are determined.
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Numerical Integration by Rectangular Method

• g(x) is approximated by a constant value over the finite distance


∆ x.
g(x)

x1 x2 x

x2


•Areas
g ( xof)dx
x1
≈ ∆x( summed
rectangles g ( x ) +toggive
1 + ∆x) +  +ofgintegral.
( x approximation
1 ( x − ∆x))
2

x2 − x1
∆x =
n
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Integration as a Weighted Sum of Sample Function Evaluations

Think of integration as the weighted sum of function evaluations at


axnumber
2 of discrete sample points, c.f. interpolation.

∫ g ( x)dx ≈ w g ( x ) + w g ( x
x1
1 1 2 1 + ∆x) +  + wn g ( x2 − ∆x)

e.g. rectangular method: w1 = w2 =  wn = ∆x

Weights for rectangular method sum to give integration interval:


n∆x = x2 − x1
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Contoh
1
(0 − 1)

x2
Hitung e dx ∆x =
untuk n=8, maka = 0,125
0
8
( 0 ,125 ) 2 ( 0 , 25 ) 2
I ( f ) ≅ 0,125 (e + e
0
+e + ... + e ( 0,875 ) ) = 1,36232

Latihan:
Menggunakan Metode Rectangular hitung hasil integral di atas
untuk n=10

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Trapeziodal Method

• Trapezoidal method – top of each strip varies linearly to give


trapezoids: g(x)
Ok for
Area of trapezoid =
smooth
g ( x1 ) + g ( x1 + ∆x)
∆x. functions and
2
small intervals

x1 x2 x

• Weighted sum of function evaluations at sample points.


x2
∆x
∫x g ( x)dx ≈ 2 g ( x1 ) + ∆xg ( x1 + ∆x) +  Weights sum
1 to
∆x
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+ ∆xg ( x2 − ∆x) + g ( x2 )give x2-x1.
Formula Trapezoida Komposit dan
Error
n −1
h
Rumus Komposit
T ( f ) = ( )[ f ( x1 ) + f ( x2 ) + 2∑ f ( x j )]
2 j =1

1 2
Error RT ( f ) = − ( )h ( x2 − x1 ) f ' ' ( β )
12
Dimana: x1≤ β ≤ x 2

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Contoh:
1 (0 − 1)
∫e
x2
Hitung dx Untuk n=8 h=
8
= 0,125
0

n −1
h
T ( f ) = ( )[ f ( x1 ) + f ( x2 ) + 2∑ f ( x j )]
2 j =1

( 0,1 2 5) 2 ( 0 , 2 5) 2 ( 0 ,3 7 5) 2 ( 0,8 7 5) 2
I( f ) = [ e + e + 2( e
0 ,1 2 5
2
0 1
+e +e + ...+ e )]
I(f)= 1,469712

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Metode Simpson
• Simpson’s method – top of each pair of strips varies quadratically :
g(x)
∆x Exact for
Evaluate in centre
polynomials up to
also – 3 points to get
order 3
polynomial

x
• Weighted sum of function evaluations at sample points.
 ∆x 3 
x2  g ( x ) + 4 g ( x + ) + 2 g ( x + ∆ x ) + 4 g ( x + ∆x ) 
∆x  1 1
2
1 1
2 
∫x g ( x ) dx ≈
6  ∆x 
1
 +  + 2 g ( x 2 − ∆x) + 4 g ( x 2 − ) + g ( x 2 ) 
 2 
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Weights sum to give x2-x1.
Rumus Simpson’s Komposit
Integral dari
b
I ( f ) = ∫ f ( x)dx ≈ s ( f )
a

m−1 m
h
S ( f ) = ( )[ f (a) + f (b) + 2∑ f ( xxj ) + 4∑ f ( x2 j − 1 )]
3 j =1 j =1

Error: Rs(f)=-(h4/180)(b-a)f(4)(β )

Dimana n = 2m, h=(b-a)/n, a≤β ≤b

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