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  2. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    In calculus, the trapezoidal rule (also known as the trapezoid rule or trapezium rule) [a] is a technique for numerical integration, i.e., approximating the definite integral: (). The trapezoidal rule works by approximating the region under the graph of the function f ( x ) {\displaystyle f(x)} as a trapezoid and calculating its area.

  3. Trapezoidal rule (differential equations) - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule...

    In numerical analysis and scientific computing, the trapezoidal rule is a numerical method to solve ordinary differential equations derived from the trapezoidal rule for computing integrals. The trapezoidal rule is an implicit second-order method, which can be considered as both a Runge–Kutta method and a linear multistep method.

  4. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    In mathematics and computational science, Heun's method may refer to the improved [1] or modified Euler's method (that is, the explicit trapezoidal rule [2]), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.

  5. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    The zeroeth extrapolation, R(n, 0), is equivalent to the trapezoidal rule with 2 n + 1 points; the first extrapolation, R(n, 1), is equivalent to Simpson's rule with 2 n + 1 points. The second extrapolation, R(n, 2), is equivalent to Boole's rule with 2 n + 1 points. The further extrapolations differ from Newton-Cotes formulas.

  6. Integral - Wikipedia

    en.wikipedia.org/wiki/Integral

    The trapezoidal rule weights the first and last values by one half, then multiplies by the step width to obtain a better approximation. [56] The idea behind the trapezoidal rule, that more accurate approximations to the function yield better approximations to the integral, can be carried further: Simpson's rule approximates the integrand by a ...

  7. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    Composite Simpson's 3/8 rule is even less accurate. Integration by Simpson's 1/3 rule can be represented as a weighted average with 2/3 of the value coming from integration by the trapezoidal rule with step h and 1/3 of the value coming from integration by the rectangle rule with step 2h. The accuracy is governed by the second (2h step) term.

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  9. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    While not derived as a Riemann sum, taking the average of the left and right Riemann sums is the trapezoidal rule and gives a trapezoidal sum. It is one of the simplest of a very general way of approximating integrals using weighted averages. This is followed in complexity by Simpson's rule and Newton–Cotes formulas.

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