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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.
One derivation replaces the integrand () by the quadratic polynomial (i.e. parabola) () that takes the same values as () at the end points and and the midpoint +, where = /.
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.
Simpson's rule, which is based on a polynomial of order 2, is also a Newton–Cotes formula. Quadrature rules with equally spaced points have the very convenient property of nesting. The corresponding rule with each interval subdivided includes all the current points, so those integrand values can be re-used.
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.
A simple predictor–corrector method (known as Heun's method) can be constructed from the Euler method (an explicit method) and the trapezoidal rule (an implicit method). Consider the differential equation ′ = (,), =, and denote the step size by .
[22] [23] Differential quadrature is of practical interest because its allows one to compute derivatives from noisy data. The name is in analogy with quadrature, meaning numerical integration, where weighted sums are used in methods such as Simpson's rule or the trapezoidal rule.
Simpson's rules are used to calculate the volume of lifeboats, [6] and by surveyors to calculate the volume of sludge in a ship's oil tanks. For instance, in the latter, Simpson's 3rd rule is used to find the volume between two co-ordinates. To calculate the entire area / volume, Simpson's first rule is used. [7]