‘Trapezoidal rule - Wikipedia, the free encyclopedia Page 1 of Trapezoidal rule From Wikipedia, the fee excyclopedia In mathematics, the trapezoidal rule (also known asthe trapezoid rule, or the trapezium rule in British English) is a way to approximately calculate tie definite integral J Heae. ‘ets reworks by approxima hereon ender te———hacntcys raph ofthe function f(x} asa trapezoid and calculating its area. It ‘pproximatel by a ine Peres aes Hla 50), [fejdex 0g LOLLO, To caleulate this integral more accurately, one firs pis the interval of integration [4,5] into m smaller subintervals, and then applies the trapezoidal rule on each of ther One obiains the compasite trapezoidal ride: ‘Mastration ofthe composite trapezoidal rte (with po uniform gid) A “a Mhstation ofthe composite trapezoidal ule (with 3 ‘niforn gr), ° wba [flay +f) [foyer = $ +E s (ass ‘This can alternatively be written as: [Heyer = "S9 (Hoe) + 2fler) + 2flen) +> + 2f tna) + Sta) ‘nup/ien.wikipedia org/wiki/Trapecoidal_nule 12/11/2009‘Trapezoidal rule - Wikipedia, the free encyclopedia Page 20f4 b a, =a+k for k=0,1,....0 (one can also use a non-uniform grid), ‘The trapezoidal rule is one ofa family of formulas for numerical integration called Newton-Cotes formulas. Simpson's rule s another, often more aecurate, member ofthe same family. Simpson's rule and other like methods can be expected to improve onthe trapezoidal rule for functions which are twice continuously differentiable; however for rougher functions the trapezoidal rule is ikely to prove preferable. Moreover, the trapezoidal rule tends to become extremely accurate when periodic Functions are integrated over ther periods, a fact best understood in connection with the Euler-Maclaurin ‘summation formula. For non-petiodie functions, however, methods with unequally spaced points such as ‘Gaussian quadrature and Clenshaw-Curtis quadrature are generally far more accurate; Clenshaw-Curtis quadrature can be viewed as a change of variables to express arbitrary integrals in terms of periodic integrals, at which point te trapezoidal rule can be applied accurately [Contents = 1 Error analysis = 2 Python implementation = 3 MATLAB implementation, = 4 See also | = 5 Notes, = 6 References #7 Extemal links | Error analysis ‘The error ofthe composite trapezoidal rule isthe difference between the value of the integral and the numerical result: me [58.3 This error can be writen at (b= a) oy el". error where ¢is some number between a and bl! {It follows that ifthe integrin is concave up (and thus has a positive second derivative), then the eror is negative and the trapezoidal rule overestimates the true value. This ean also be seen from the geometric picture: the trapezoids include all ofthe area under the curve and extend over it. Similarly a cancave- down function yields an underestimate because area is unaccounted for under the curve, but none is ‘counted above If the interval ofthe integral being approximated includes an inflection point, then the ‘error is harder to identity. nupi//en wikipedia org/wiki/Trapezoidal_rule 12/11/2009‘Trapezoidal rule - Wikipedia, the ee encyclopedia Page 3 oF An asymptotic eror estimate for n —+ is given by (b=ay? Tan? Further terms inthis error estimate are given by the Buler-Maclaurin summation formula error (F®) - F(@) + O(n). Python implementation ‘The (composite) trapezoidal rule can be implemented in Python as follows: | #l/use/bin/env python def trapezoidal_rule(f, a, b, N): "Approximate the definite integral of f from a to b by the | composite trapezoidal rule, using N subintervals"™" return (b-a! * ( f(a)/2 + £(b)/2 + sum((f(a + (b-a)*k/N) for Peest MATLAB implementation ‘The (composite) trapezoiéal rule ean be implemented in MATLAB as follows function [F] = trap(f,a,byn) Sfename of function, anstart value, beend value, nenumber of iterations ! tmade by Carolina, Niklas, Benjamin and Damiano he (bea) ./n7 Sef (als deL:lin-L wrath. tir yet (x) 52542. *sum(y): | SeSHE Gb): Foh.*S. Le | ena See also Rectangle method hnpzten.wikipedia.org/wikiTrapecoidal_rule 12/11/2009‘Trapezoidal rule - Wikipedia, the free encyclopedia Page 404 = Simpson's rule = Romberg integration # Newton-Cotes formulas Notes L._* Atkinson (1989), equation (5.1.7) 2. * Atkinson (1989), equation (5.1.9) References ‘= Atkinson, Kendall A. (1989), Aw Introduction to Numerical Analysis (2nd e4.), New York: John Wiley & Sons, ISBN 978-0-471-50023-0. + Burden, Richard L., J. Douglas Faires (2000), Numerical Analysis (th Ed. ed), Brooks/Cole, ISBN 0-534-38216.9, External links += Trapezoidal Rule fer Numerical Integration 1 Notes on the convergence of trapezoidal-rule quadrature = Trapezoidal Rule of Integration - Notes, PPT, Videos, Mathcad, Matlab, Mathematica, Maple, Multiple Choice Tests at Holistic Numerical Methods Institute Retrieved from "htp/en.wikipedia org/wiki/Traperoid Categories: Numerical infogration (quadrature) ‘= This page was last modified on 4 December 2009 at 21:42, ‘= Textis available under the Creative Commons Attribution-ShareA ike License; additional terms may apply. See Terms of Use for detail. Wikipedia® is a registered trademark ofthe Wikimedia Foundation, Ine. a non-profit organization. = Contact us ‘ntip://en.wikipedia org/wiki/Trapezoidal_rule 121172009