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Rules for narrow intervals

The regular interval approaches all derive from the trapezoid rule through the powerful concept of Richardson extrapolation (Section 4). We therefore need consider in detail only the theory of the trapezoid rule.

Figure 1 illustrates the basic concept underlying regular-interval approaches, decomposition of the desired integral

  equation31

into a sum of integrals over N regular intervals of width tex2html_wrap_inline841

  eqnarray34

where tex2html_wrap_inline843 for tex2html_wrap_inline845 . The rationale for this analysis is that the narrowness of the intervals allows the development of expansions for the tex2html_wrap_inline793 . For the trapezoid rule, the tex2html_wrap_inline813 become N+1 sample points for the integration.

   figure41
Figure 1: Decomposition of the integral tex2html_wrap_inline853 into N regular intervals

Narrowness of the intervals i ensures that Taylor series about the center points tex2html_wrap_inline859 well represent f(x) over the corresponding interval,

  eqnarray51

where tex2html_wrap_inline863 , and we define the value and derivatives of the function at the midpoint as tex2html_wrap_inline865 . The integral over interval i is then

  eqnarray68

where all of the odd n terms integrate to zero by symmetry.

   figure95
Figure 2: Integration of interval tex2html_wrap_inline793 .

From (6), the lowest-order approximation to tex2html_wrap_inline793 is

  eqnarray104

the so-called midpoint rule. (See Figure 2.) The associated error is second order,

  equation110

where tex2html_wrap_inline875 denotes that the remaining terms are of the order tex2html_wrap_inline877 or higher.

If the tex2html_wrap_inline813 are our sample points, we have no direct knowledge of the tex2html_wrap_inline881 , however. Working with the sample points nearest to tex2html_wrap_inline883 , tex2html_wrap_inline885 and tex2html_wrap_inline887 , we do have knowledge of the values

eqnarray123

where we have used the series (5). Multiplying the average of these two values with h gives the trapezoid rule for approximating tex2html_wrap_inline793 ,

  eqnarray157

This also has a second-order error,

  equation171



Tomas Arias
Sun Mar 5 13:48:24 EST 2000