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  2. Newton–Cotes formulas - Wikipedia

    en.wikipedia.org/wiki/Newton–Cotes_formulas

    It is assumed that the value of a function f defined on [,] is known at + equally spaced points: < < <.There are two classes of Newton–Cotes quadrature: they are called "closed" when = and =, i.e. they use the function values at the interval endpoints, and "open" when > and <, i.e. they do not use the function values at the endpoints.

  3. Midpoint method - Wikipedia

    en.wikipedia.org/wiki/Midpoint_method

    The midpoint method computes + so that the red chord is approximately parallel to the tangent line at the midpoint (the green line). In numerical analysis , a branch of applied mathematics , the midpoint method is a one-step method for numerically solving the differential equation ,

  4. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    The zeroeth extrapolation, R(n, 0), is equivalent to the trapezoidal rule with 2 n + 1 points; the first extrapolation, R(n, 1), is equivalent to Simpson's rule with 2 n + 1 points. The second extrapolation, R(n, 2), is equivalent to Boole's rule with 2 n + 1 points. The further extrapolations differ from Newton-Cotes formulas.

  5. Gauss–Legendre method - Wikipedia

    en.wikipedia.org/wiki/Gauss–Legendre_method

    The Gauss–Legendre method of order two is the implicit midpoint rule. Its Butcher tableau is: 1/2: ... The method of order 2 is just an implicit midpoint method.

  6. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    This sort of approach is termed the composite Simpson's 1/3 rule, or just composite Simpson's rule. Suppose that the interval [ a , b ] {\\displaystyle [a,b]} is split up into n {\\displaystyle n} subintervals, with n {\\displaystyle n} an even number.

  7. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    In calculus, the trapezoidal rule (also known as the trapezoid rule or trapezium rule) [a] is a technique for numerical integration, i.e., approximating the definite integral: (). The trapezoidal rule works by approximating the region under the graph of the function f ( x ) {\displaystyle f(x)} as a trapezoid and calculating its area.

  8. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_Runge–Kutta_methods

    The implicit midpoint method is of second order. It is the simplest method in the class of collocation methods known as the Gauss-Legendre methods . It is a symplectic integrator .

  9. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    Interpolation with polynomials evaluated at equally spaced points in [,] yields the Newton–Cotes formulas, of which the rectangle rule and the trapezoidal rule are examples. Simpson's rule , which is based on a polynomial of order 2, is also a Newton–Cotes formula.