08-09 Chapter numerical integration

Chapter 08 & 09
NUMERICAL INTEGRATION
NUMERICAL INTEGRATION OF ORDINARY DIFFERENTIAL
EQUATION (ODE)
4/5/2016 DR. MOHAMMED DANISH/ UNIKL-MICET 1

Numerical Integration
Integration is a common mathematical operation used to
calculate area and volume, velocity from acceleration, and work
from force and displacement.
In calculus courses the integrand (the quantity to be integrated)
is usually a function. In application of science and engineering
the integrand can be a function or a set of data points.
In MATLAB built-in integration functions such as quad,
quadl and trapz are used to integrate.
The quad and quad1 commands are used for integration when
f(x) is a function, and Trapz is used when f(x) is given by data
points.

The quad command
The form of the quad commend, which uses the adaptive Simpson
method of integration, is:
>>q=quad(function,a,b) or
>>q=quadl(function,a,b)
q=the value of the integral
function-the function to be integrated.
a & b, the integration limit.

The quad command
The function f(x) must be written for an argument x that is a vector
(use element-by-element operations) such that it calculates the value of
the function for each element x.
The user have to make sure that the function does not have a vertical
symptote between a and b.
Quad calculates the integral with an absolute error that is smaller
than 0.0001. this number can be changed by adding an optional tol
argument to the command.
tol is a number that defines the maximum error. With larger tol
the integral is calculated less accurately but faster.

Example 1
Use the numerical integration to calculate the following integral.
Sol.:
>>quad(‘x.*exp(-x.^0.8)+0.2’,0,8)
0.8
8
0
( 0.2)x
xe dx


The trapz command
The trapz command can be used for integrating a function that is
given as data points.it uses the numerical trapezoidal method of
integration. The form of the command is
q=trapz(x,y)
x and y are vectors with the x and y coordinates of the points,
respectively. The two vectors must be of the same length.

Ordinary differential
equations(ODE)
ODE’s describe a function y in terms of its derivatives.
The goal is to solve for y
3
2dy t y
dt t



Numerical solution to ode
In general, only simple (linear) ODEs can be solved analytically.
Most interesting ODEs are nonlinear, must solve numerically.
The idea is to approximate the derivatives by subtraction.

Steps for solving first order
ode
Step 1: write the problem in standard form,
3
2
1 3 4.2 1
dy t y
for t with y at t
dt t

    

ode
Step 2: Create a user-defined function (in a function file) or an
anonymous function.
Create function in .m file, for example, the user defined function
is:
function dydt=ODEexpl(t,y)
dydt=(t^3-2*y)/t;
When anonymous function is used, it can be defined in the
command window, or within the script file.
>>ode1=@(t,y)(t^3-2*y)/t
ode1 =
@(t,y)(t^3-28y)/t

ode
Step 3: select a method of solution,
Many numerical methods have been developed to solve the
first order ODEs, and several of the methods are available
in as built-in functions in MATLAB.
Examples: ode45, ode23, ode113, ode15s,
ode23s, ode23t,ode23tb

ode
Step 4: Solve the ODE
The form of the command that is used to solve an initial
value ODE problem is the same for all the solvers and for
all the equations that are solved. The form is:
>>[t,y]=solver_name(ODEfun,tspan,yo)
Solver_name: Is the name of solver such as, ode45 or ode23
ODEfun:The function that calculates the dy/dt.
tspan: A vector that specify the interval of solution.
yo: Intial value of y
[t,y]:The output which is the solution of the ODE.

Example 2
Solve the following ODE,
3
2
1 3 4.2 1
dy t y
for t with y at t
dt t

    

solution
function dydt=ODEexpl(t,y)
dydt=(t^3-2*y)/t;
>>[t,y]=ode45(@ODEexp1,[1:0.5:3],4.2)
t =
1.0000
1.5000
2.0000
2.5000
3.0000
y =
4.2000
2.4528
2.6000
3.7650
5.8444

solution
The name of the user defined function in step 2 is
ODEexp1. to show the solution, the problem is solved
again below using tspan with smaller spacing, and the
solution is plotted with the plot command.
>>[t,y]=ode45(@ODEexp1,[1:0.01:3],4.2)
>>plot(t,y)
>>xlabel(‘t’), ylabel(‘y’)

Slide ends here
Dr. Mohammed Danish
Senior lecturer, Malaysian Institute of Chemical and Bioengineering Technology (MICET), UniKL, Alor
Gajah, 78000 Melaka.

08-09 Chapter numerical integration

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