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  2. Midpoint method - Wikipedia

    en.wikipedia.org/wiki/Midpoint_method

    The midpoint method computes + so that the red chord is approximately parallel to the tangent line at the midpoint (the green line). In numerical analysis , a branch of applied mathematics , the midpoint method is a one-step method for numerically solving the differential equation ,

  3. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    To estimate the area under a curve the trapezoid rule is applied first to one-piece, then two, then four, and so on. One-piece. Note since it starts and ends at zero, this approximation yields zero area. Two-piece Four-piece Eight-piece. After trapezoid rule estimates are obtained, Richardson extrapolation is applied.

  4. Gauss–Legendre method - Wikipedia

    en.wikipedia.org/wiki/Gauss–Legendre_method

    The Gauss–Legendre method of order two is the implicit midpoint rule. Its Butcher tableau is: 1/2: ... The method of order 2 is just an implicit midpoint method.

  5. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    A loose rule of thumb dictates that stiff differential equations require the use of implicit schemes, whereas non-stiff problems can be solved more efficiently with explicit schemes. The so-called general linear methods (GLMs) are a generalization of the above two large classes of methods.

  6. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    If = (+) / for all i, the method is the midpoint rule [2] [3] and gives a middle Riemann sum. If f ( x i ∗ ) = sup f ( [ x i − 1 , x i ] ) {\displaystyle f(x_{i}^{*})=\sup f([x_{i-1},x_{i}])} (that is, the supremum of f {\textstyle f} over [ x i − 1 , x i ] {\displaystyle [x_{i-1},x_{i}]} ), the method is the upper rule and gives an upper ...

  7. Bulirsch–Stoer algorithm - Wikipedia

    en.wikipedia.org/wiki/Bulirsch–Stoer_algorithm

    The modified midpoint method by itself is a second-order ... Lorraine S. (1983), "Smoothing the extrapolated midpoint rule", Numerische Mathematik, 41 (2): 165 ...

  8. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_Runge–Kutta_methods

    The implicit midpoint method is of second order. It is the simplest method in the class of collocation methods known as the Gauss-Legendre methods . It is a symplectic integrator .

  9. 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.