In this lesson on numerical integration, we learn how to approximate a definite integral using only a finite number of function values at equally spaced points in the interval. We start with the trapezoid rule, which uses the area of a trapezoid to approximate the area under the curve. We then move on to Simpson's rule, which approximates the area under the curve with the area under a parabola. Both methods have error estimates that allow us to determine the accuracy of our approximation.
Trapezoid Rule and Simpson's Rule. Error estimates.
Copyright 2005, Department of Mathematics, University of Houston. Created by Selwyn Hollis. Find more information on videos, resources, and lessons at http://online.math.uh.edu/HoustonACT/videocalculus/index.html.