Numerical Integration with the Trapezoidal Rule

    The trapezoidal rule uses trapezoids instead of rectangles to approximate the definite interval over a closed bounded interval. By using points on the graph of the function determined by a uniform width partition of the interval the upper boundary of the trapezoid is formed. Recall that the area of a trapezoid is one half the width times the sum of the two heights; and by using this formula we can add up the areas to approximate the definite integral. Of course the more subintervals, (or said another way: the more trapezoids) the more accuracy of the estimation.

    Consider numerical integration with the trapezoidal rule _gr_1.gif] on numerical integration with the trapezoidal rule _gr_2.gif] and say we want to find the area. We could use rectangles as in a Riemann sum; however from inspection of the following diagram it might seem more reasonable to use trapezoids:

numerical integration with the trapezoidal rule _gr_3.gif]

The area is underestimated but not as much as using rectangles would (with the same partition).

Definition (Trapezoidal Rule) The trapezoidal rule estimates the definite integral of numerical integration with the trapezoidal rule _gr_4.gif] over numerical integration with the trapezoidal rule _gr_5.gif] using the formula,

numerical integration with the trapezoidal rule _gr_6.gif]

where numerical integration with the trapezoidal rule _gr_7.gif] and numerical integration with the trapezoidal rule _gr_8.gif]

The trapezoidal rule formula can be simplied as follows,

numerical integration with the trapezoidal rule _gr_9.gif]

numerical integration with the trapezoidal rule _gr_10.gif]

numerical integration with the trapezoidal rule _gr_11.gif]

numerical integration with the trapezoidal rule _gr_12.gif]

which is particularly nice if you want to program or pass a limit.

Example (Trapezoidal Rule) Consider numerical integration with the trapezoidal rule _gr_13.gif] on numerical integration with the trapezoidal rule _gr_14.gif] and let   numerical integration with the trapezoidal rule _gr_15.gif] be a partition of the interval numerical integration with the trapezoidal rule _gr_16.gif] (so numerical integration with the trapezoidal rule _gr_17.gif]).

numerical integration with the trapezoidal rule _gr_18.gif]

numerical integration with the trapezoidal rule _gr_19.gif]

which is a much better estimation than using rectangles with the same partition.

Definition (Error in the Trapezoidal Rule) If numerical integration with the trapezoidal rule _gr_20.gif]has a continuous second derivative on numerical integration with the trapezoidal rule _gr_21.gif] then the error numerical integration with the trapezoidal rule _gr_22.gif] in approximating   numerical integration with the trapezoidal rule _gr_23.gif] by the trapezoidal rule satisfies:

numerical integration with the trapezoidal rule _gr_24.gif]

where numerical integration with the trapezoidal rule _gr_25.gif] is the maximum value of numerical integration with the trapezoidal rule _gr_26.gif] on numerical integration with the trapezoidal rule _gr_27.gif]

Cite this as:
Numerical Integration With The Trapezoidal Rule
Published by Library of Math -- Online math organized by subject into topics.
Written by Smith, David A.
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