Numerical Integration: The trapezoidal rule
Truncation error in the trapezoidal rule
We consider the truncation error in the trapezoidal rule applied to a 'neat' function on the interval . But first we call attention to the following auxiliary theorem which will turn out to be very useful:
Lemma For a twice differentiable function on an interval with we have
We now formulate the estimation of the truncation error in the trapezoidal rule.
Truncation error in the trapezoid rule Suppose is the maximum of on . Then we have for the result of the trapezoidal rule:
In other words: the truncation error is quadratic in the mesh size .
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