Approximate Integration- Trapezoidal and Simpson's Rule
In order to evaluate , the interval [a,b] is subdivided into n subintervals
each of length:
x0 = a
x1 = a + h
x2= a + 2h
x3 = a + 3h
xi = a + ih
xn = a + nh = b
Then find the corresponding y = f(x) and use one of the following:
Trapezoidal Rule:
Value of Area; AT = h / 2 (y0 + 2y1 + 2y2 + . . . + 2yn-1 + yn)
Error; ET = -( h2 / 12 ) (b - a) f '' (c); where a £ c £ b.
Simpson's Rule:
Value of area; As= h / 3 ( y0 + 4y1 + 2y2 + 4y3 + 2y4 + . . . + 2yn-2 + 4yn-1 + yn )
Error; Es = - (h4 / 180) ( b - a) f(4)(c); where a £ c £ b.