Numerical Integration
Numerical Integration
Numerical Integration
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Trapezoidal Rule<br />
• The area under this straight line is an<br />
estimate of the integral of f(x) between the<br />
limits of a and b<br />
I<br />
b<br />
= ∫<br />
a<br />
⎡<br />
⎢<br />
⎣<br />
f<br />
f ( b)<br />
− f ( a)<br />
⎤<br />
(<br />
a<br />
)<br />
+<br />
(<br />
x −<br />
a<br />
)<br />
dx<br />
b − a<br />
⎥<br />
⎦<br />
I<br />
≅<br />
( b<br />
−<br />
a)<br />
f<br />
(<br />
b<br />
)<br />
+<br />
2<br />
f<br />
( a<br />
)<br />
© 2003-2006 Roberto Muscedere 4
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