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  2. 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.

  3. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    Euler method and midpoint method, related methods for solving differential equations; Lebesgue integration; Riemann integral, limit of Riemann sums as the partition becomes infinitely fine; Simpson's rule, a powerful numerical method more powerful than basic Riemann sums or even the Trapezoidal rule

  4. Predictor–corrector method - Wikipedia

    en.wikipedia.org/wiki/Predictor–corrector_method

    A simple predictor–corrector method (known as Heun's method) can be constructed from the Euler method (an explicit method) and the trapezoidal rule (an implicit method). Consider the differential equation ′ = (,), =, and denote the step size by .

  5. 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 ,

  6. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_Runge–Kutta_methods

    Diagonally Implicit Runge–Kutta (DIRK) formulae have been widely used for the numerical solution of stiff initial value problems; [6] the advantage of this approach is that here the solution may be found sequentially as opposed to simultaneously.

  7. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    After trapezoid rule estimates are obtained, Richardson extrapolation is applied. For the first iteration the two piece and one piece estimates are used in the formula ⁠ 4 × (more accurate) − (less accurate) / 3 ⁠. The same formula is then used to compare the four piece and the two piece estimate, and likewise for the higher estimates

  8. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    For example, a quadrature of the circle, Lune of Hippocrates, The Quadrature of the Parabola. This construction must be performed only by means of compass and straightedge. The ancient Babylonians used the trapezoidal rule to integrate the motion of Jupiter along the ecliptic. [3] Antique method to find the Geometric mean

  9. Trapezoidal rule (differential equations) - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule...

    Suppose that we want to solve the differential equation ′ = (,). The trapezoidal rule is given by the formula + = + ((,) + (+, +)), where = + is the step size. [1]This is an implicit method: the value + appears on both sides of the equation, and to actually calculate it, we have to solve an equation which will usually be nonlinear.