trapezoid_rule.ipynb
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r4776 | { | |
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r5784 | "metadata": { | |
"name": "trapezoid_rule" | |||
}, | |||
"nbformat": 2, | |||
"worksheets": [ | |||
{ | |||
"cells": [ | |||
{ | |||
"cell_type": "markdown", | |||
"source": [ | |||
"Basic numerical integration: the trapezoid rule", | |||
"===============================================", | |||
"", | |||
"A simple illustration of the trapezoid rule for definite integration:", | |||
"", | |||
"$$", | |||
"\\int_{a}^{b} f(x)\\, dx \\approx \\frac{1}{2} \\sum_{k=1}^{N} \\left( x_{k} - x_{k-1} \\right) \\left( f(x_{k}) + f(x_{k-1}) \\right).", | |||
"$$", | |||
"<br>", | |||
"First, we define a simple function and sample it between 0 and 10 at 200 points" | |||
] | |||
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r5279 | }, | |
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r5784 | { | |
"cell_type": "code", | |||
"collapsed": true, | |||
"input": [ | |||
"def f(x):", | |||
" return (x-3)*(x-5)*(x-7)+85", | |||
"", | |||
"x = linspace(0, 10, 200)", | |||
"y = f(x)" | |||
], | |||
"language": "python", | |||
"outputs": [], | |||
"prompt_number": 1 | |||
}, | |||
{ | |||
"cell_type": "markdown", | |||
"source": [ | |||
"Choose a region to integrate over and take only a few points in that region" | |||
] | |||
}, | |||
{ | |||
"cell_type": "code", | |||
"collapsed": true, | |||
"input": [ | |||
"a, b = 1, 9", | |||
"xint = x[logical_and(x>=a, x<=b)][::30]", | |||
"yint = y[logical_and(x>=a, x<=b)][::30]" | |||
], | |||
"language": "python", | |||
"outputs": [], | |||
"prompt_number": 2 | |||
}, | |||
{ | |||
"cell_type": "markdown", | |||
"source": [ | |||
"Plot both the function and the area below it in the trapezoid approximation" | |||
] | |||
}, | |||
{ | |||
"cell_type": "code", | |||
"collapsed": false, | |||
"input": [ | |||
"plot(x, y, lw=2)", | |||
"axis([0, 10, 0, 140])", | |||
"fill_between(xint, 0, yint, facecolor='gray', alpha=0.4)", | |||
"text(0.5 * (a + b), 30,r\"$\\int_a^b f(x)dx$\", horizontalalignment='center', fontsize=20);" | |||
], | |||
"language": "python", | |||
"outputs": [ | |||
{ | |||
"output_type": "display_data", | |||
"png": 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x4gTLli3jm2++qXlAjabOXwLmrrwcRo1Sxmh/4gnYvr2q22NZWRmbNm3CysqK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\nRVv7H/8IJhyiW5hIRkYGubm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| |||
} | |||
], | |||
"prompt_number": 3 | |||
}, | |||
{ | |||
"cell_type": "markdown", | |||
"source": [ | |||
"Compute the integral both at high accuracy and with the trapezoid approximation" | |||
] | |||
}, | |||
{ | |||
"cell_type": "code", | |||
"collapsed": false, | |||
"input": [ | |||
"from scipy.integrate import quad, trapz", | |||
"integral, error = quad(f, 1, 9)", | |||
"print \"The integral is:\", integral, \"+/-\", error", | |||
"print \"The trapezoid approximation with\", len(xint), \"points is:\", trapz(yint, xint)" | |||
], | |||
"language": "python", | |||
"outputs": [ | |||
{ | |||
"output_type": "stream", | |||
"stream": "stdout", | |||
"text": [ | |||
"The integral is: 680.0 +/- 7.54951656745e-12", | |||
"The trapezoid approximation with 6 points is: 621.286411141" | |||
] | |||
} | |||
], | |||
"prompt_number": 4 | |||
}, | |||
{ | |||
"cell_type": "code", | |||
"collapsed": true, | |||
"input": [], | |||
"language": "python", | |||
|
r6379 | "outputs": [] | |
|
r5784 | } | |
] | |||
} | |||
] | |||
|
r5279 | } |