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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.
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 .
The formula was described by Albrecht Ludwig Friedrich Meister (1724–1788) in 1769 [4] and is based on the trapezoid formula which was described by Carl Friedrich Gauss and C.G.J. Jacobi. [5] The triangle form of the area formula can be considered to be a special case of Green's theorem.
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.
Interpolation with polynomials evaluated at equally spaced points in [,] yields the Newton–Cotes formulas, of which the rectangle rule and the trapezoidal rule are examples. Simpson's rule, which is based on a polynomial of order 2, is also a Newton–Cotes formula.
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.
A right trapezoid (also called right-angled trapezoid) has two adjacent right angles. [13] Right trapezoids are used in the trapezoidal rule for estimating areas under a curve. An acute trapezoid has two adjacent acute angles on its longer base edge. An obtuse trapezoid on the other hand has one acute and one obtuse angle on each base.
It is assumed that the value of a function f defined on [,] is known at + equally spaced points: < < <.There are two classes of Newton–Cotes quadrature: they are called "closed" when = and =, i.e. they use the function values at the interval endpoints, and "open" when > and <, i.e. they do not use the function values at the endpoints.