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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 as a trapezoid and calculating its area. It follows that.
Romberg's method. In numerical analysis, Romberg's method[ 1] is used to estimate the definite integral by applying Richardson extrapolation [ 2] repeatedly on the trapezium rule or the rectangle rule (midpoint rule). The estimates generate a triangular array. Romberg's method is a Newton–Cotes formula – it evaluates the integrand at ...
Trapezoidal rule (differential equations) 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 ...
Heun's method. 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 ...
e. In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral . The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals.
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.
To obtain a more accurate result, the interval must be partitioned into many subintervals and then the composite trapezoidal rule must be used, which requires much more calculations. The Gaussian quadrature chooses more suitable points instead, so even a linear function approximates the function better (the black dashed line).
List of Runge–Kutta methods. Runge–Kutta methods are methods for the numerical solution of the ordinary differential equation. Explicit Runge–Kutta methods take the form. Stages for implicit methods of s stages take the more general form, with the solution to be found over all s. Each method listed on this page is defined by its Butcher ...