Numerical methodsLesson 3 of 5 in the course Numerical integration and error

Trapezoidal Quadrature: Composite Rules, Error, and Method Selection

5 flashcards · 5 quiz questions · 5 match pairs · 2 fill-in sentences · English

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Summary

This lesson introduces the trapezoidal rule, a geometric method for approximating a definite integral. It explains why a trapezoid provides a useful estimate of the area under a curve.

A definite integral ∫abf(x) dx\int_a^b f(x)\,dx represents signed area accumulated between the graph of ff and the xx-axis from aa to bb. When an exact antiderivative is unavailable or inconvenient, numerical integration estimates this value from function samples.

All flashcards

What does the single-interval trapezoidal rule approximate?
It approximates a definite integral by replacing the graph between two endpoints with a straight chord and using the resulting trapezoid's area.
What is the single-interval trapezoidal formula?
∫abf(x) dx≈b−a2(f(a)+f(b))\int_a^b f(x)\,dx \approx \frac{b-a}{2}\bigl(f(a)+f(b)\bigr).
How is the composite trapezoidal rule formed on a general partition?
Add the trapezoidal estimates for each subinterval, multiplying each average endpoint height by that subinterval's width.
When is the single-interval trapezoidal rule exact?
For a linear function, whose graph coincides with the chord joining its endpoint values.
What is the signed composite trapezoidal error on a uniform grid?
For sufficiently smooth ff, E=∫abf(x) dx−TN=−(b−a)312N2f′′(ξ)E=\int_a^b f(x)\,dx-T_N=-\frac{(b-a)^3}{12N^2}f''(\xi) for some ξ∈(a,b)\xi\in(a,b).

Quiz questions

  1. For a uniform grid with spacing hh, how are the function values weighted in the compact composite trapezoidal formula?Answer: Interior values have weight hh; the two endpoint values each have weight h/2h/2.
  2. If f′′(x)>0f''(x)>0 throughout an interval, how does the trapezoidal estimate compare with the exact integral?Answer: It overestimates the integral because the chords lie above the graph.
  3. Under the composite error bound, what happens to the bound when the number of uniform subintervals is doubled?Answer: The bound becomes one quarter as large, with the interval and derivative bound fixed.
  4. Why can the trapezoidal rule converge especially rapidly for a smooth periodic function integrated over a full period?Answer: Matching endpoint derivatives cancel contributions in the Euler–Maclaurin analysis.
  5. For an infinitely smooth, non-periodic integrand, which methods can often achieve greater precision than the trapezoidal rule with the same number of evaluations?Answer: Gaussian or Clenshaw–Curtis quadrature.

Based on the Wikipedia article Trapezoidal rule, licensed CC BY-SA 4.0. Adapted into a summary, flashcards and quizzes.

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