Numerical Integration: Some Riemann sums
Truncation error in Riemann sums
We consider the truncation error in the left Riemann sum (for the right Riemann sum the derivation is analogous and the result is the same) and the midpoint Riemann sum of a 'neat' function on the interval . We assume tags that are apart. We write the Riemann sum with the letter . The analysis will show that the midpoint Riemann sum is a better numerical integration method than the left point or right point Riemann sum.
Truncation error of the left Riemann sum Suppose is the maximum of on . Then we have for the left Riemann sum : In other words: the truncation error is linear in the mesh size
Truncation error of the right Riemann sum Suppose is the maximum of on . Then we have for the right Riemann sum : In other words: the truncation error is linear in the mesh size
Trunctation error of the midpoint Riemann sum Suppose is the maximum of on . Then we have for the midpoint Riemann sum : In other words: the truncation error is quadratic in the mesh size .