MATLAB
Examples
Numerical Integration
Hans-Petter Halvorsen
Integration
The integral of a function 𝑓(𝑥) is denoted as:
'
% 𝑓 𝑥 𝑑𝑥
(
Integration
Given the function:
𝑦 = 𝑥+
We know that the exact solution is:
( -
𝑎
% 𝑥 + 𝑑𝑥 =
/ 3
The integral from 0 to 1 is:
1
1
+
% 𝑥 𝑑𝑥 = ≈ 0.3333
/ 3
Numerical Integration
An integral can be seen as the area under a curve.
Given 𝑦 = 𝑓(𝑥) the approximation of the Area (𝐴) under the curve can be found dividing the area up into
rectangles and then summing the contribution from all the rectangles (trapezoid rule):
Example: Numerical Integration
We know that the exact solution is:
We use MATLAB (trapezoid rule):
x=0:0.1:1;
y=x.^2;
plot(x,y)
% Calculate the Integral:
avg_y=y(1:length(x)-1)+diff(y)/2;
A=sum(diff(x).*avg_y)
A = 0.3350
Students: Try this example
Example: Numerical Integration
We know that the exact solution is:
In MATLAB we have several built-in functions we can use for numerical integration:
clear
clc
close all
x=0:0.1:1;
y=x.^2;
plot(x,y)
% Calculate the Integral (Trapezoid method):
avg_y = y(1:length(x)-1) + diff(y)/2;
A = sum(diff(x).*avg_y)
% Calculate the Integral (Simpson method):
A = quad('x.^2', 0,1)
% Calculate the Integral (Lobatto method):
A = quadl('x.^2', 0,1)
Numerical Integration
Given the following equation:
𝑦 = 𝑥 - + 2𝑥 + − 𝑥 + 3
• We will find the integral of y with respect to x, evaluated from -1
to 1
• We will use the built-in MATLAB functions diff(), quad() and
quadl()
Numerical Integration – Exact Solution
The exact solution is:
'
' : - +
- +
𝑥 2𝑥 𝑥
𝐼 = % (𝑥 + 2𝑥 − 𝑥 + 3)𝑑𝑥 = + − + 3𝑥 <
( 4 3 2
(
1 : 2 - 1 +
= 𝑏 − 𝑎 + 𝑏 − 𝑎 − 𝑏 − 𝑎+ + 3(𝑏 − 𝑎)
: -
4 3 2
𝑎 = −1 and 𝑏 = 1 gives:
1 2 1 22
𝐼 = 1−1 + 1+1 − 1−1 +3 1+1 =
4 3 2 3
Symbolic Math Toolbox
We start by finding the Integral using the Symbolic Math Toolbox:
clear, clc
syms f(x)
syms x
f(x) = x^3 + 2*x^2 -x +3
I = int(f)
This gives: I(x) = x^4/4 + (2*x^3)/3 - x^2/2 + 3*x
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Symbolic Math Toolbox
The Integral from a to b:
clear, clc
syms f(x)
syms x
f(x) = x^3 + 2*x^2 -x +3
a = -1;
b = 1;
Iab = int(f, a, b)
This gives: Iab = 22/3 ≈ 7.33
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clear, clc
x = -1:0.1:1;
y = myfunc(x);
plot(x,y)
% Exact Solution
a = -1;
b = 1;
Iab = 1/4*(b^4-a^4 )+2/3*(b^3-a^3 )-
1/2*(b^2-a^2 )+3*(b-a)
% Method 1
avg_y = y(1:length(x)-1) + diff(y)/2;
A1 = sum(diff(x).*avg_y)
MATLAB gives the following results:
% Method 2
A2 = quad(@myfunc, -1,1) Iab = 7.3333
A1 = 7.3400
% Method 3 A2 = 7.3333
A3 = quadl(@myfunc, -1,1)
A3 = 7.3333
Integration on Polynomials
Given the following equation:
𝑦 = 𝑥 - + 2𝑥 + − 𝑥 + 3
Which is also a polynomial. A polynomial can be written on the
following general form: 𝑦 𝑥 = 𝑎/ 𝑥 @ + 𝑎1 𝑥 @A1 + ⋯ + 𝑎@A1 𝑥 + 𝑎@
• We will find the integral of y with respect to x, evaluated from -1 to 1
• We will use the polyint() function in MATLAB
clear The solution is:
ans =
clc 0.2500 0.6667 -0.5000 3.0000 0
p = [1 2 -1 3]; The solution is a new polynomial:
[0.25, 0.67, -0.5, 3, 0]
polyint(p) Which can be written like this:
0.25𝑥 : + 0.67𝑥 - − 0.5𝑥 + + 3𝑥
We know from a example that the exact solution is:
'
' : - +
- +
𝑥 2𝑥 𝑥
% (𝑥 + 2𝑥 − 𝑥 + 3)𝑑𝑥 = + − + 3𝑥 <
( 4 3 2
(
→ So wee se the answer is correct (as expected).
Hans-Petter Halvorsen, M.Sc.
University College of Southeast Norway
www.usn.no
E-mail: [email protected]
Blog: http://home.hit.no/~hansha/
