Integration Exercise 1

Imports


In [6]:
%matplotlib inline
import matplotlib.pyplot as plt
import numpy as np
from scipy import integrate

Trapezoidal rule

The trapezoidal rule generates a numerical approximation to the 1d integral:

$$ I(a,b) = \int_a^b f(x) dx $$

by dividing the interval $[a,b]$ into $N$ subdivisions of length $h$:

$$ h = (b-a)/N $$

Note that this means the function will be evaluated at $N+1$ points on $[a,b]$. The main idea of the trapezoidal rule is that the function is approximated by a straight line between each of these points.

Write a function trapz(f, a, b, N) that performs trapezoidal rule on the function f over the interval $[a,b]$ with N subdivisions (N+1 points).


In [7]:
def trapz(f, a, b, N):
    """Integrate the function f(x) over the range [a,b] with N points."""
    
    N = N+1
    a = a
    b = b
    h = (b-a)/N
    
    k1 = np.arange(a, b, N)
    k2 = np.arange(a,b,)

In [13]:
def trapz(f, a, b, N):
    """Integrate the function f(x) over the range [a,b] with N points."""
    
    N = N+1
    a = a
    b = b
    h = (b-a)/N
    
    k = np.arange(1,N)
    return h*(0.5*f(a) + 0.5*f(b) + f(a+k*h).sum())

In [14]:
f = lambda x: x**2
g = lambda x: np.sin(x)

In [15]:
I = trapz(f, 0, 1, 1000)
assert np.allclose(I, 0.33333349999999995)
J = trapz(g, 0, np.pi, 1000)
assert np.allclose(J, 1.9999983550656628)

Now use scipy.integrate.quad to integrate the f and g functions and see how the result compares with your trapz function. Print the results and errors.


In [38]:
RYANISAWESOME = integrate.quad(f,0,1)[0]
RYANISSTILLAWESOME = integrate.quad(g,0,np.pi)[0]

error1 = np.abs(I - RYANISAWESOME) / RYANISAWESOME

error2 = np.abs(J - RYANISSTILLAWESOME) / RYANISSTILLAWESOME

print("{0} vs scipy.integrate.quad error = {1}".format("I",error1))
print("{0} vs scipy.integrate.quad error = {1}".format("J",error2))


I vs scipy.integrate.quad error = 4.99001497789031e-07
J vs scipy.integrate.quad error = 8.208246983221201e-07

In [27]:
assert True # leave this cell to grade the previous one