Numerica integration with unequal intervals

  • Context: Graduate 
  • Thread starter Thread starter cris
  • Start date Start date
  • Tags Tags
    Integration intervals
Click For Summary

Discussion Overview

The discussion revolves around the challenge of computing numerical integrals for functions defined at unequal intervals. Participants explore various numerical integration methods, particularly focusing on improving accuracy beyond the trapezoidal method.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant suggests generalizing Boole's rule to achieve higher precision in numerical integration for functions at unequal intervals.
  • Another participant proposes generalizing Simpson's rule by fitting quadratics to sequences of three points, integrating the quadratic to estimate contributions to the integral.
  • A participant notes that the generalized Simpson rule improves accuracy over the trapezoidal method but indicates a need for further enhancement.
  • Questions are raised about the criteria for determining the adequacy of the integration method and what the participant is measuring against.
  • One suggestion is to use MATLAB's numerical integration solver ode45, which is noted for its accuracy with various types of functions, including discontinuous or chaotic ones.
  • Clarification is sought regarding the meaning of "only expressed at certain unequal intervals," questioning whether it refers to limited data points or specific changes in function values.

Areas of Agreement / Disagreement

Participants express differing views on the adequacy of the generalized Simpson rule and the best approach for numerical integration, indicating that multiple competing methods and opinions remain unresolved.

Contextual Notes

Participants have not fully defined the properties of the function being integrated, which may affect the choice of numerical integration method. There is also uncertainty regarding the specific nature of the data points and their intervals.

Who May Find This Useful

This discussion may be of interest to those involved in numerical analysis, computational mathematics, or anyone seeking to improve the accuracy of numerical integration techniques for functions defined at unequal intervals.

cris
Messages
3
Reaction score
0
Hello,

I have to compute the numerical integral of a function which is expressed at unequal (but almost) intervals. I tried the trapezoidal method, but the error is too large for my application. Is it possible to generalize the Boole's rule to or something on the same order of precision?
 
Physics news on Phys.org
You could try to generalize Simpson's rule. You need to fit quadratics to sequences of three points, with the third point of a sequence being the first point of the next. For each set of three calculate the integral of the quadratic as an estimate of the contribution to the integral.
 
Thanks for your reply. The generalized Simpson rule gives great improvement over the trapezoidal.
Though it appears I need something more ...
 
cris said:
Thanks for your reply. The generalized Simpson rule gives great improvement over the trapezoidal.
Though it appears I need something more ...
What are you looking for?
 
How do you know this is not good enough? What are you measuring against?
 
If it's possible, use MATLAB's numerical integration solver ode45 (or its brothers). It allows you to integrate arbitrary functions (the programmatic sense) very accurately, including exotic ones such as discontinuous or chaotic functions.

I don't get what you mean by 'only expressed at certain unequal intervals'. Does this mean you only know a few data points? Or that the value of the expression only changes every interval? Is it smooth? The best method of numerical integration greatly depends on the properties of the function itself.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 5 ·
Replies
5
Views
5K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
Replies
27
Views
4K
  • · Replies 11 ·
Replies
11
Views
12K