
712 • Estimating Integrals
It turns out that we can get some idea of how big the error could possibly be
by using the derivatives of f, if they exist. In that case, we can let M
1
be the
maximum value of |f
0
(x)| on [a, b]. Similarly, let M
2
be the maximum value
of |f
00
(x)| on [a, b], and finally let M
4
be the maximum value of |f
(4)
(x)| on
[a, b]. Then one can show the following bounds on the error term, depending
on the method used:
for evenly spaced strips, |error| ≤
1
2
M
1
(b − a)h,
for the trapezoidal rule, |error| ≤
1
12
M
2
(b − a)h
2
,
for Simpson’s rule, |error| ≤
1
180
M
4
(b − a)h
4
.
Here h is the strip width (b − a)/n, as usual. Although the above formulas
are pretty similar, there are some differences. First, the coefficients out front
are different. Second, different derivatives are involved: for strips, the first
derivative comes up (in the form of M
1
); for the trapezoidal rule, it’s the
second derivative; while for Simpson’s rule, it’s the fourth derivative. The
most significant difference, however, is the power of h which appears. This
shows how much the error decreases as the strip width becomes smaller, which
of course happens when you take more strips. As h becomes small, h
4
gets
smaller much more quickly than h
2
or h, so Simpson’s rule should kick some
serious butt over the other methods when you use lots of strips.
B.4.1 Examples of estimating the error
Let’s see how these errors turn out for the example
PSfrag
replacements
(
a, b)
[
a, b]
(
a, b]
[
a, b)
(
a, ∞)
[
a, ∞)
(
−∞, b)
(
−∞, b]
(
−∞, ∞)
{
x : a < x < b}
{
x : a ≤ x ≤ b}
{
x : a < x ≤ b}
{
x : a ≤ x < b}
{
x : x ≥ a}
{
x : x > a}
{
x : x ≤ b}
{
x : x < b}
R
a
b
shado
w
0
1
4
−
2
3
−
3
g(
x) = x
2
f(
x) = x
3
g(
x) = x
2
f(
x) = x
3
mirror
(y = x)
f
−
1
(x) =
3
√
x
y = h
(x)
y = h
−
1
(x)
y =
(x − 1)
2
−
1
x
Same
height
−
x
Same
length,
opp
osite signs
y = −
2x
−
2
1
y =
1
2
x − 1
2
−
1
y =
2
x
y =
10
x
y =
2
−x
y =
log
2
(x)
4
3
units
mirror
(x-axis)
y = |
x|
y = |
log
2
(x)|
θ radians
θ units
30
◦
=
π
6
45
◦
=
π
4
60
◦
=
π
3
120
◦
=
2
π
3
135
◦
=
3
π
4
150
◦
=
5
π
6
90
◦
=
π
2
180
◦
= π
210
◦
=
7
π
6
225
◦
=
5
π
4
240
◦
=
4
π
3
270
◦
=
3
π
2
300
◦
=
5
π
3
315
◦
=
7
π
4
330
◦
=
11
π
6
0
◦
=
0 radians
θ
hyp
otenuse
opp
osite
adjacen
t
0
(≡ 2π)
π
2
π
3
π
2
I
I
I
I
II
IV
θ
(
x, y)
x
y
r
7
π
6
reference
angle
reference
angle =
π
6
sin
+
sin −
cos
+
cos −
tan
+
tan −
A
S
T
C
7
π
4
9
π
13
5
π
6
(this
angle is
5π
6
clo
ckwise)
1
2
1
2
3
4
5
6
0
−
1
−
2
−
3
−
4
−
5
−
6
−
3π
−
5
π
2
−
2π
−
3
π
2
−
π
−
π
2
3
π
3
π
5
π
2
2
π
3
π
2
π
π
2
y =
sin(x)
1
0
−
1
−
3π
−
5
π
2
−
2π
−
3
π
2
−
π
−
π
2
3
π
5
π
2
2
π
2
π
3
π
2
π
π
2
y =
sin(x)
y =
cos(x)
−
π
2
π
2
y =
tan(x), −
π
2
<
x <
π
2
0
−
π
2
π
2
y =
tan(x)
−
2π
−
3π
−
5
π
2
−
3
π
2
−
π
−
π
2
π
2
3
π
3
π
5
π
2
2
π
3
π
2
π
y =
sec(x)
y =
csc(x)
y =
cot(x)
y = f(
x)
−
1
1
2
y = g(
x)
3
y = h
(x)
4
5
−
2
f(
x) =
1
x
g(
x) =
1
x
2
etc.
0
1
π
1
2
π
1
3
π
1
4
π
1
5
π
1
6
π
1
7
π
g(
x) = sin
1
x
1
0
−
1
L
10
100
200
y =
π
2
y = −
π
2
y =
tan
−1
(x)
π
2
π
y =
sin(
x)
x
,
x > 3
0
1
−
1
a
L
f(
x) = x sin (1/x)
(0 <
x < 0.3)
h
(x) = x
g(
x) = −x
a
L
lim
x
→a
+
f(x) = L
lim
x
→a
+
f(x) = ∞
lim
x
→a
+
f(x) = −∞
lim
x
→a
+
f(x) DNE
lim
x
→a
−
f(x) = L
lim
x
→a
−
f(x) = ∞
lim
x
→a
−
f(x) = −∞
lim
x
→a
−
f(x) DNE
M
}
lim
x
→a
−
f(x) = M
lim
x
→a
f(x) = L
lim
x
→a
f(x) DNE
lim
x
→∞
f(x) = L
lim
x
→∞
f(x) = ∞
lim
x
→∞
f(x) = −∞
lim
x
→∞
f(x) DNE
lim
x
→−∞
f(x) = L
lim
x
→−∞
f(x) = ∞
lim
x
→−∞
f(x) = −∞
lim
x
→−∞
f(x) DNE
lim
x →a
+
f(
x) = ∞
lim
x →a
+
f(
x) = −∞
lim
x →a
−
f(
x) = ∞
lim
x →a
−
f(
x) = −∞
lim
x →a
f(
x) = ∞
lim
x →a
f(
x) = −∞
lim
x →a
f(
x) DNE
y = f (
x)
a
y =
|
x|
x
1
−
1
y =
|
x + 2|
x +
2
1
−
1
−
2
1
2
3
4
a
a
b
y = x sin
1
x
y = x
y = −
x
a
b
c
d
C
a
b
c
d
−
1
0
1
2
3
time
y
t
u
(
t, f(t))
(
u, f(u))
time
y
t
u
y
x
(
x, f(x))
y = |
x|
(
z, f(z))
z
y = f(
x)
a
tangen
t at x = a
b
tangen
t at x = b
c
tangen
t at x = c
y = x
2
tangen
t
at x = −
1
u
v
uv
u +
∆u
v +
∆v
(
u + ∆u)(v + ∆v)
∆
u
∆
v
u
∆v
v∆
u
∆
u∆v
y = f(
x)
1
2
−
2
y = |
x
2
− 4|
y = x
2
− 4
y = −
2x + 5
y = g(
x)
1
2
3
4
5
6
7
8
9
0
−
1
−
2
−
3
−
4
−
5
−
6
y = f (
x)
3
−
3
3
−
3
0
−
1
2
easy
hard
flat
y = f
0
(
x)
3
−
3
0
−
1
2
1
−
1
y =
sin(x)
y = x
x
A
B
O
1
C
D
sin(
x)
tan(
x)
y =
sin(
x)
x
π
2
π
1
−
1
x =
0
a =
0
x
> 0
a
> 0
x
< 0
a
< 0
rest
position
+
−
y = x
2
sin
1
x
N
A
B
H
a
b
c
O
H
A
B
C
D
h
r
R
θ
1000
2000
α
β
p
h
y = g(
x) = log
b
(x)
y = f(
x) = b
x
y = e
x
5
10
1
2
3
4
0
−
1
−
2
−
3
−
4
y =
ln(x)
y =
cosh(x)
y =
sinh(x)
y =
tanh(x)
y =
sech(x)
y =
csch(x)
y =
coth(x)
1
−
1
y = f(
x)
original
function
in
verse function
slop
e = 0 at (x, y)
slop
e is infinite at (y, x)
−
108
2
5
1
2
1
2
3
4
5
6
0
−
1
−
2
−
3
−
4
−
5
−
6
−
3π
−
5
π
2
−
2π
−
3
π
2
−
π
−
π
2
3
π
3
π
5
π
2
2
π
3
π
2
π
π
2
y =
sin(x)
1
0
−
1
−
3π
−
5
π
2
−
2π
−
3
π
2
−
π
−
π
2
3
π
5
π
2
2
π
2
π
3
π
2
π
π
2
y =
sin(x)
y =
sin(x), −
π
2
≤ x ≤
π
2
−
2
−
1
0
2
π
2
−
π
2
y =
sin
−1
(x)
y =
cos(x)
π
π
2
y =
cos
−1
(x)
−
π
2
1
x
α
β
y =
tan(x)
y =
tan(x)
1
y =
tan
−1
(x)
y =
sec(x)
y =
sec
−1
(x)
y =
csc
−1
(x)
y =
cot
−1
(x)
1
y =
cosh
−1
(x)
y =
sinh
−1
(x)
y =
tanh
−1
(x)
y =
sech
−1
(x)
y =
csch
−1
(x)
y =
coth
−1
(x)
(0
, 3)
(2
, −1)
(5
, 2)
(7
, 0)
(
−1, 44)
(0
, 1)
(1
, −12)
(2
, 305)
y =
1
2
(2
, 3)
y = f(
x)
y = g(
x)
a
b
c
a
b
c
s
c
0
c
1
(
a, f(a))
(
b, f(b))
1
2
1
2
3
4
5
6
0
−
1
−
2
−
3
−
4
−
5
−
6
−
3π
−
5
π
2
−
2π
−
3
π
2
−
π
−
π
2
3
π
3
π
5
π
2
2
π
3
π
2
π
π
2
y =
sin(x)
1
0
−
1
−
3π
−
5
π
2
−
2π
−
3
π
2
−
π
−
π
2
3
π
5
π
2
2
π
2
π
3
π
2
π
π
2
c
OR
Lo
cal maximum
Lo
cal minimum
Horizon
tal point of inflection
1
e
y = f
0
(
x)
y = f (
x) = x ln(x)
−
1
e
?
y = f(
x) = x
3
y = g(
x) = x
4
x
f(
x)
−
3
−
2
−
1
0
1
2
1
2
3
4
+
−
?
1
5
6
3
f
0
(
x)
2 −
1
2
√
6
2
+
1
2
√
6
f
00
(
x)
7
8
g
00
(
x)
f
00
(
x)
0
y =
(
x − 3)(x − 1)
2
x
3
(
x + 2)
y = x ln
(x)
1
e
−
1
e
5
−
108
2
α
β
2 −
1
2
√
6
2
+
1
2
√
6
y = x
2
(
x − 5)
3
−
e
−
1/2
√
3
e
−
1/2
√
3
−
e
−3/2
e
−
3/2
−
1
√
3
1
√
3
−
1
1
y = xe
−
3x
2
/2
y =
x
3
− 6
x
2
+ 13x − 8
x
28
2
600
500
400
300
200
100
0
−
100
−
200
−
300
−
400
−
500
−
600
0
10
−
10
5
−
5
20
−
20
15
−
15
0
4
5
6
x
P
0
(
x)
+
−
−
existing
fence
new
fence
enclosure
A
h
b
H
99
100
101
h
dA/dh
r
h
1
2
7
shallo
w
deep
LAND
SEA
N
y
z
s
t
3
11
9
L
(11)
√
11
y = L
(x)
y = f (
x)
11
y = L
(x)
y = f(
x)
F
P
a
a +
∆x
f(
a + ∆x)
L
(a + ∆x)
f(
a)
error
d
f
∆
x
a
b
y = f(
x)
true
zero
starting
approximation
b
etter approximation
v
t
3
5
50
40
60
4
20
30
25
t
1
t
2
t
3
t
4
t
n
−2
t
n
−1
t
0
= a
t
n
= b
v
1
v
2
v
3
v
4
v
n
−1
v
n
−
30
6
30
|
v|
a
b
p
q
c
v(
c)
v(
c
1
)
v(
c
2
)
v(
c
3
)
v(
c
4
)
v(
c
5
)
v(
c
6
)
t
1
t
2
t
3
t
4
t
5
c
1
c
2
c
3
c
4
c
5
c
6
t
0
=
a
t
6
=
b
t
16
=
b
t
10
=
b
a
b
x
y
y = f(
x)
1
2
y = x
5
0
−
2
y =
1
a
b
y =
sin(x)
π
−
π
0
−
1
−
2
0
2
4
y = x
2
0
1
2
3
4
2
n
4
n
6
n
2(
n−2)
n
2(
n−1)
n
2
n
n
=
2
width
of each interval =
2
n
−
2
1
3
0
I
I
I
I
II
IV
4
y
dx
y = −
x
2
− 2x + 3
3
−
5
y = |−
x
2
− 2x + 3|
I
I
I
I
Ia
5
3
0
1
2
a
b
y = f (
x)
y = g(
x)
y = x
2
a
b
5
3
0
1
2
y =
√
x
2
√
2
2
2
dy
x
2
a
b
y = f(
x)
y = g(
x)
M
m
1
2
−
1
−
2
0
y = e
−
x
2
1
2
e
−
1/4
f
a
v
y = f
a
v
c
A
M
0
1
2
a
b
x
t
y = f (
t)
F (
x )
y = f (
t)
F (
x + h)
x + h
F (
x + h) − F (x)
f(
x)
1
2
y =
sin(x)
π
−
π
−
1
−
2
y =
1
x
y = x
2
1
2
1
−
1
y =
ln|x|
θ
a
x
a
x
p
a
2
− x
2
3
x
p
9 − x
2
p
x
2
+ a
2
x
a
p
x
2
+ 15
x
√
15
x
p
x
2
− a
2
a
x
p
x
2
− 4
2
x
−
p
x
2
− a
2
a
x
−
p
x
2
− 4
2
y = f(
x)
a
b
a + ε
ε
Z
b
a
+ε
f(x) dx
small
ev
en smaller
y = g(
x)
infinite
area
finite
area
1
y =
1
x
y =
1
x
p
, p
< 1 (typical)
y =
1
x
p
, p
> 1 (typical)
a
1
a
2
a
3
a
4
a
5
a
6
a
7
a
8
1
2
3
4
5
6
7
8
n
a
n
x
y
y = f(
x)
(
a, f(a))
a
−
1
0
1
a
6
1
2
7
1
2
7
?
−
2
−
1
−
2
t =
0
t = π
/6
t = π
/4
t = π
/3
t = π
/2
3
0
t = −
2
t = −
3/2
t = ±
1
t = −
1/2
t =
0
t =
1/2
t =
3/2
t =
2
12
−
12
θ
r
P
θ
r
P
11
π
6
2
(
−1, −1)
wrong
point
π
4
5
π
4
√
2
(0
, 1)
(0
, −3)
(
−2, 0)
π
2
3
π
2
π
r =
3 sin(θ)
3
π
2
θ
2
π
1
0
−
1
−
2
−
3
0
3
2
−
3
2
0
r =
1 + 2 cos(θ)
2
π
3
4
π
3
0
π
0
pi
−
3
2
3
π
2
1
2
3
0
−
1
−
2
−
3
0 ≤ θ ≤
2
π
3
0 ≤ θ ≤ π
0 ≤ θ ≤ 2
π
r =
1 + cos(θ)
r =
1 +
3
4
cos(
θ)
−
1
4
r =
sin(2θ)
r =
sin(3θ)
r =
1
π
θ
0 ≤ θ ≤ 4
π
r =
2
1
+ sin(θ)
−
π
4
≤ θ ≤
5
π
4
0 ≤ θ ≤ 2
π
0 ≤ θ ≤ π
−
4
−
5
4
5
f(
θ)
f(
θ + dθ)
θ
dθ
θ + dθ
appro
ximating region
exact
region
0 ≤ θ ≤ 2
π
r = |
1 + 2 cos(θ)|
2
i
2 − 3
i
−
1
θ =
0
θ =
π
4
θ =
π
2
θ =
2π
3
θ = π
θ =
13π
12
θ =
3π
2
θ =
7π
4
1 = e
0
e
i
π
4
i = e
i
π
2
e
i
2π
3
−1 = e
iπ
e
i
13π
12
−i = e
i
3π
2
e
i
7π
4
i
−i
1
θ
1 − i
2i
−2i
2
−2
6i
−6i
6
−6
−
√
3
R
ϕ
2
1/5
θ =
π
6
θ =
17π
30
θ =
29π
30
θ =
41π
30
θ =
53π
30
z
0
z
1
z
2
z
3
z
4
−
√
3
2
√
3
2
1
2
i
−i
19π
6
−i
7π
6
i
5π
6
i
17π
6
i
29π
6
ln(2)
−
7π
4
−
3π
4
π
4
5π
4
9π
4
3
2
i
0
1
2
3
4
dx
y
x
y =
p
1 − (x − 3)
2
2πx
a
b
y = f(x)
A
B
y =
√
x
1
y = 2x
3
y = x
4
(2, 16)
−5
5
6
y = h
y−h
h−y
x = h
y
x−h
radius of shell = x−h
h−x
radius of shell = h−x
8
P
h
P
(slice)
(axis)
l
L
1
2
Base
Cross-section
Area = A
Area = A(x)
y = e
x
A
B
dx
dy
x + dx
a
b
p
(dx)
2
+ (dy)
2
P
t
600000
500000
400000
300000
200000
100000
−100000
−200000
−300000
−400000
−500000
−600000
0
1
2
3
4
5
6
7
L
ε
L + ε
L − ε
a
M
a + δ
a − δ
your move
my move
N
M
a + δ
a − δ
your move
my move
FIRST MOVE
SECOND MOVE
L + ε
L − ε
1
−1
L −
1
2
L +
1
2
L = 0
L = −
1
4
L =
7
8
L = 0
b
each segment is either the right half
or the left half of the one below it
infinitely many marked points
lie below each segment
0
1
2
−1
−2
y = e
−x
2
0
1
2
−1
−2
f(x
j
)
f(x
j−1
)
x
j
x
j−1
h
f(x
j+1
)
x
j+1
f(x
0
)
x
0
f(x
1
)
x
1
f(x
2
)
x
2
h
P
Q
R
h
−h
0
Z
2
0
e
−x
2
dx,
which we’ve looked at earlier in this appendix. First, we’ll set f (x) = e
−x
2
,
and then calculate that
f
0
(x) = −2xe
−x
2
, f
00
(x) = (4x
2
− 2)e
−x
2
, f
(3)
(x) = −4x(2x
2
− 3)e
−x
2
,
and f
(4)
(x) = 4(4x
4
− 12x
2
+ 3)e
−x
2
.
Let’s find M
1
first. This means that we have to find the maximum value of
|f
0
(x)|, which is actually −f
0
(x), on [0, 2]. Since the second derivative f
00
(x)
is 0 at x = 1/
√
2, and changes sign from negative to positive there, we have
a local minimum for f
0
(x) at 1/
√
2. This means that the minimum value of
f
0
(x) on [0, 2] is −
√
2e
−1/2
, so the maximum value of |f
0
(x)| is
√
2e
−1/2
. That
is, M
1
=
√
2e
−1/2
.
Now we can go back to our estimates for the integral from Section B.1.1
above. There we used 10 evenly spaced strips to estimate our integral. Since
a = 0, b = 2, and h = (2 − 0)/10 =
1
5
, we have
|error using 10 strips| ≤
1
2
M
1
(b − a)h =
1
2
×
√
2e
−1/2
(2 − 0)
1
5
=
√
2
5
e
−1/2
.