Integration Exercise 1

Imports


In [4]:
%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 [24]:
def trapz(f, a, b, N):
    """Integrate the function f(x) over the range [a,b] with N points."""
    h = (b-a)/N
    xvals = np.linspace(a, b, N+1)
    yvals = f(xvals)
    
    return 0.5 * np.sum((h*yvals[0], h*yvals[-1], 2*h*np.sum(yvals[1:-1])))

In [26]:
f = lambda x: x**2
g = lambda x: np.sin(x)

In [27]:
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 [33]:
# YOUR CODE HERE 
iq_f, err_g = integrate.quad(f, 0, 1)
tr_f = trapz(f, 0, 1, 1000)
print(iq_f, err_g)
print(tr_f)
print()

iq_g, err_g = integrate.quad(g, 0, np.pi)
tr_g = trapz(g, 0, np.pi, 1000)
print(iq_g, err_g)
print(tr_g)


0.33333333333333337 3.700743415417189e-15
0.3333335

2.0 2.220446049250313e-14
1.99999835507

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