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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 as a trapezoid and calculating its area. It follows that.
Trapezoidal rule (differential equations) In numerical analysis and scientific computing, the trapezoidal rule is a numerical method to solve ordinary differential equations derived from the trapezoidal rule for computing integrals. The trapezoidal rule is an implicit second-order method, which can be considered as both a Runge–Kutta method ...
Heun's method. In mathematics and computational science, Heun's method may refer to the improved [1] or modified Euler's method (that is, the explicit trapezoidal rule [2] ), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given ...
e. In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral . The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals.
Another example for an implicit Runge–Kutta method is the trapezoidal rule. Its Butcher tableau is: The trapezoidal rule is a collocation method (as discussed in that article). All collocation methods are implicit Runge–Kutta methods, but not all implicit Runge–Kutta methods are collocation methods.
Runge–Kutta methods are methods for the numerical solution of the ordinary differential equation. Explicit Runge–Kutta methods take the form. Stages for implicit methods of s stages take the more general form, with the solution to be found over all s. Each method listed on this page is defined by its Butcher tableau, which puts the ...
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 . First, the predictor step: starting from the current value , calculate an initial guess value via the Euler ...
Principle The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] – the simplest example of a Gauss–Legendre implicit Runge–Kutta method – which also has the property of being a geometric ...