##// END OF EJS Templates
use better integration boundaries...
Andreas Amann -
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1 {
1 {
2 "cells": [
2 "cells": [
3 {
3 {
4 "cell_type": "markdown",
4 "cell_type": "markdown",
5 "metadata": {},
5 "metadata": {},
6 "source": [
6 "source": [
7 "# Basic Numerical Integration: the Trapezoid Rule"
7 "# Basic Numerical Integration: the Trapezoid Rule"
8 ]
8 ]
9 },
9 },
10 {
10 {
11 "cell_type": "markdown",
11 "cell_type": "markdown",
12 "metadata": {},
12 "metadata": {},
13 "source": [
13 "source": [
14 "A simple illustration of the trapezoid rule for definite integration:\n",
14 "A simple illustration of the trapezoid rule for definite integration:\n",
15 "\n",
15 "\n",
16 "$$\n",
16 "$$\n",
17 "\\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).\n",
17 "\\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).\n",
18 "$$\n",
18 "$$\n",
19 "<br>\n",
19 "<br>\n",
20 "First, we define a simple function and sample it between 0 and 10 at 200 points"
20 "First, we define a simple function and sample it between 0 and 10 at 200 points"
21 ]
21 ]
22 },
22 },
23 {
23 {
24 "cell_type": "code",
24 "cell_type": "code",
25 "execution_count": 1,
25 "execution_count": 1,
26 "metadata": {
26 "metadata": {
27 "collapsed": false
27 "collapsed": false
28 },
28 },
29 "outputs": [],
29 "outputs": [],
30 "source": [
30 "source": [
31 "%matplotlib inline\n",
31 "%matplotlib inline\n",
32 "import numpy as np\n",
32 "import numpy as np\n",
33 "import matplotlib.pyplot as plt"
33 "import matplotlib.pyplot as plt"
34 ]
34 ]
35 },
35 },
36 {
36 {
37 "cell_type": "code",
37 "cell_type": "code",
38 "execution_count": 2,
38 "execution_count": 2,
39 "metadata": {
39 "metadata": {
40 "collapsed": true
40 "collapsed": false
41 },
41 },
42 "outputs": [],
42 "outputs": [],
43 "source": [
43 "source": [
44 "def f(x):\n",
44 "def f(x):\n",
45 " return (x-3)*(x-5)*(x-7)+85\n",
45 " return (x-3)*(x-5)*(x-7)+85\n",
46 "\n",
46 "\n",
47 "x = np.linspace(0, 10, 200)\n",
47 "x = np.linspace(0, 10, 200)\n",
48 "y = f(x)"
48 "y = f(x)"
49 ]
49 ]
50 },
50 },
51 {
51 {
52 "cell_type": "markdown",
52 "cell_type": "markdown",
53 "metadata": {},
53 "metadata": {},
54 "source": [
54 "source": [
55 "Choose a region to integrate over and take only a few points in that region"
55 "Choose a region to integrate over and take only a few points in that region"
56 ]
56 ]
57 },
57 },
58 {
58 {
59 "cell_type": "code",
59 "cell_type": "code",
60 "execution_count": 3,
60 "execution_count": 3,
61 "metadata": {
61 "metadata": {
62 "collapsed": true
62 "collapsed": true
63 },
63 },
64 "outputs": [],
64 "outputs": [],
65 "source": [
65 "source": [
66 "a, b = 1, 9\n",
66 "a, b = 1, 8 # the left and right boundaries\n",
67 "xint = x[np.logical_and(x>=a, x<=b)][::30]\n",
67 "N = 5 # the number of points\n",
68 "yint = y[np.logical_and(x>=a, x<=b)][::30]"
68 "xint = np.linspace(a, b, N)\n",
69 "yint = f(xint)"
69 ]
70 ]
70 },
71 },
71 {
72 {
72 "cell_type": "markdown",
73 "cell_type": "markdown",
73 "metadata": {},
74 "metadata": {},
74 "source": [
75 "source": [
75 "Plot both the function and the area below it in the trapezoid approximation"
76 "Plot both the function and the area below it in the trapezoid approximation"
76 ]
77 ]
77 },
78 },
78 {
79 {
79 "cell_type": "code",
80 "cell_type": "code",
80 "execution_count": 4,
81 "execution_count": 4,
81 "metadata": {
82 "metadata": {
82 "collapsed": false
83 "collapsed": false
83 },
84 },
84 "outputs": [
85 "outputs": [
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330 "text/plain": [
336 "text/plain": [
331 "<matplotlib.figure.Figure at 0x107d67b90>"
337 "<matplotlib.figure.Figure at 0x7f47175e3898>"
332 ]
338 ]
333 },
339 },
334 "metadata": {},
340 "metadata": {},
335 "output_type": "display_data"
341 "output_type": "display_data"
336 }
342 }
337 ],
343 ],
338 "source": [
344 "source": [
339 "plt.plot(x, y, lw=2)\n",
345 "plt.plot(x, y, lw=2)\n",
340 "plt.axis([0, 10, 0, 140])\n",
346 "plt.axis([0, 9, 0, 140])\n",
341 "plt.fill_between(xint, 0, yint, facecolor='gray', alpha=0.4)\n",
347 "plt.fill_between(xint, 0, yint, facecolor='gray', alpha=0.4)\n",
342 "plt.text(0.5 * (a + b), 30,r\"$\\int_a^b f(x)dx$\", horizontalalignment='center', fontsize=20);"
348 "plt.text(0.5 * (a + b), 30,r\"$\\int_a^b f(x)dx$\", horizontalalignment='center', fontsize=20);"
343 ]
349 ]
344 },
350 },
345 {
351 {
346 "cell_type": "markdown",
352 "cell_type": "markdown",
347 "metadata": {},
353 "metadata": {},
348 "source": [
354 "source": [
349 "Compute the integral both at high accuracy and with the trapezoid approximation"
355 "Compute the integral both at high accuracy and with the trapezoid approximation"
350 ]
356 ]
351 },
357 },
352 {
358 {
353 "cell_type": "code",
359 "cell_type": "code",
354 "execution_count": 5,
360 "execution_count": 5,
355 "metadata": {
361 "metadata": {
356 "collapsed": false
362 "collapsed": false
357 },
363 },
358 "outputs": [
364 "outputs": [
359 {
365 {
360 "name": "stdout",
366 "name": "stdout",
361 "output_type": "stream",
367 "output_type": "stream",
362 "text": [
368 "text": [
363 "The integral is: 680.0 +/- 7.54951656745e-12\n",
369 "The integral is: 565.2499999999999 +/- 6.275535646693696e-12\n",
364 "The trapezoid approximation with 6 points is: 621.286411141\n"
370 "The trapezoid approximation with 5 points is: 559.890625\n"
365 ]
371 ]
366 }
372 }
367 ],
373 ],
368 "source": [
374 "source": [
369 "from __future__ import print_function\n",
375 "from __future__ import print_function\n",
370 "from scipy.integrate import quad, trapz\n",
376 "from scipy.integrate import quad\n",
371 "integral, error = quad(f, 1, 9)\n",
377 "integral, error = quad(f, a, b)\n",
378 "integral_trapezoid = sum( (xint[1:] - xint[:-1]) * (yint[1:] + yint[:-1]) ) / 2\n",
372 "print(\"The integral is:\", integral, \"+/-\", error)\n",
379 "print(\"The integral is:\", integral, \"+/-\", error)\n",
373 "print(\"The trapezoid approximation with\", len(xint), \"points is:\", trapz(yint, xint))"
380 "print(\"The trapezoid approximation with\", len(xint), \"points is:\", integral_trapezoid)"
374 ]
381 ]
375 }
382 }
376 ],
383 ],
377 "metadata": {},
384 "metadata": {
385 "kernelspec": {
386 "display_name": "Python 3",
387 "name": "python3"
388 },
389 "language_info": {
390 "codemirror_mode": {
391 "name": "ipython",
392 "version": 3
393 },
394 "file_extension": ".py",
395 "mimetype": "text/x-python",
396 "name": "python",
397 "nbconvert_exporter": "python",
398 "pygments_lexer": "ipython3",
399 "version": "3.4.2"
400 }
401 },
378 "nbformat": 4,
402 "nbformat": 4,
379 "nbformat_minor": 0
403 "nbformat_minor": 0
380 } No newline at end of file
404 }
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