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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 the task of estimation of full area of narrow peak-like functions, Simpson's rules are much less efficient than trapezoidal rule. Namely, composite Simpson's 1/3 rule requires 1.8 times more points to achieve the same accuracy as trapezoidal rule. [8] Composite Simpson's 3/8 rule is even less accurate.
Suppose that we want to solve the differential equation ′ = (,). The trapezoidal rule is given by the formula + = + ((,) + (+, +)), where = + is the step size. [1]This is an implicit method: the value + appears on both sides of the equation, and to actually calculate it, we have to solve an equation which will usually be nonlinear.
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.
Suppose we have a continuous differential equation ′ = (,), =, and we wish to compute an approximation of the true solution () at discrete time steps ,, …,.For simplicity, assume the time steps are equally spaced:
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.
The Gaussian quadrature chooses more suitable points instead, so even a linear function approximates the function better (the black dashed line). As the integrand is the third-degree polynomial y ( x ) = 7 x 3 – 8 x 2 – 3 x + 3 , the 2-point Gaussian quadrature rule even returns an exact result.
The technique is usually much more efficient than composite Simpson's rule since it uses fewer function evaluations in places where the function is well-approximated by a cubic function. Simpson's rule is an interpolatory quadrature rule which is exact when the integrand is a polynomial of degree three or lower.