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    Trapezoidal Rule

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    Yuni
    The document provides a proof of the error bound for the trapezoidal rule approximation of integrals. It shows that if the second derivative of the function f(x) is bounded above by K, then the error is bounded above by K(b-a)^3/12n^2, where n is the number of intervals. This is achieved by dividing the interval into n subintervals, defining the error over each subinterval, and using integration by parts twice to relate the error to the bounded second derivative.

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    Trapezoidal Rule

    Uploaded by

    Yuni
    49 views3 pages
    The document provides a proof of the error bound for the trapezoidal rule approximation of integrals. It shows that if the second derivative of the function f(x) is bounded above by K, then the error is bounded above by K(b-a)^3/12n^2, where n is the number of intervals. This is achieved by dividing the interval into n subintervals, defining the error over each subinterval, and using integration by parts twice to relate the error to the bounded second derivative.

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    The document provides a proof of the error bound for the trapezoidal rule approximation of integrals. It shows that if the second derivative of the function f(x) is bounded above by K, then the error is bounded above by K(b-a)^3/12n^2, where n is the number of intervals. This is achieved by dividing the interval into n subintervals, defining the error over each subinterval, and using integration by parts twice to relate the error to the bounded second derivative.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    49 views3 pages

    Trapezoidal Rule

    Uploaded by

    Yuni
    The document provides a proof of the error bound for the trapezoidal rule approximation of integrals. It shows that if the second derivative of the function f(x) is bounded above by K, then the error is bounded above by K(b-a)^3/12n^2, where n is the number of intervals. This is achieved by dividing the interval into n subintervals, defining the error over each subinterval, and using integration by parts twice to relate the error to the bounded second derivative.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    A SHORT PROOF OF THE ERROR BOUND FOR THE

    TRAPEZOIDAL RULE

    YC

    The approximation formula for the integral


    Z b
    ∆x
    f (t)dt ≈ (f (x0 ) + 2f (x1 ) + 2f (x2 ) + ... + 2f (xn−1 ) + f (xn )) .
    a 2
    We want to prove the error bound
    K(b − a)3
    |Error| ≤
    12n2
    provided |f 00 (x)| ≤ K. (i.e. f 00 has an upper bound K. )

    Proof:
    First, we divide the interval [a, b] by n-equal subintervals: a = x0 <
    x1 < ... < xn−1 < xn = b with xi − xi−1 = b−a n
    for any i = 1, 2, ...n.
    Since the error |Error| is the difference of the exact value and the
    approximation value, we have
    n    X n Z xi
    X b−a f (xi−1 ) + f (xi )
    |Error| = | − f (t)dt|
    i=1
    n 2 i=1 x i−1

    n    Z xi 
    X b − a f (xi−1 ) + f (xi )
    =| − f (t)dt |.
    i=1
    n 2 x i−1

    For any i, 0 ≤ i ≤ n, we define


      Z xi
    b − a f (xi−1 ) + f (xi )
    Li = − f (t)dt,
    2n 2 xi−1

    xi−1 +xi
    and we observe that if the midpoint ci = 2
    ,then we have
    b−a
    (1) xi − ci = ci − xi−1 = .
    n

    Date: March 4, 2014.


    1
    2 YC

    We also have the observation by the integration by parts:

    Z xi Z xi
    0
    (t − ci )f (t)dt = (t − ci )df (t)
    xi−1 xi−1
    Z xi
    = (xi − ci )f (xi ) − (xi−1 − ci )f (xi−1 ) − f (t)dt
    xi−1
    Z xi
    by(1) b − a
    = (f (xi−1 + f (xi )) − f (t)dt = Li .
    2n xi−1

    Therefore,

    Z xi
    (2) Li = (t − ci )f 0 (t)dt.
    xi−1

    We can use the integration by parts again and the Fundamental The-
    orem of Calculus,

    xi
    (t − ci )2
    Z
    Li = f 0 (t)d
    xi−1 2
    (xi − ci )2 0 (xi−1 − ci )2 0 1 xi
    Z
    = f (xi ) − f (xi−1 ) − (t − ci )2 f 00 (t)dt
    2 2 2 xi−1
     2 Z xi
    by(1) 1 b−a 1
    = (f 0 (xi ) − f 0 (xi−1 )) − (t − ci )2 f 00 (t)dt
    2 2n 2 xi−1
    Z xi Z xi
    F und.T hm. 1 1
    = f 00 (t)dt − (t − ci )2 f 00 (t)dt
    2 xi−1 2 xi−1
    1 xi
     
    b−a 2
    Z
    = ( ) − (t − ci ) f 00 (t)dt.
    2
    2 xi−1 2n
    A SHORT PROOF OF THE ERROR BOUND FOR THE TRAPEZOIDAL RULE 3

    Thus, if |f 00 (t)| ≤ K on the interval [a, b] we have

    n
    X
    |Error| ≤ |Li|
    i=1
    n xi  
    b−a 2
    Z
    1X
    ≤ | ( ) − (t − ci ) ||f 00 (t)|dt
    2
    2 i=1 xi−1 2n
    n
    K X xi b − a 2
    Z
    ≤ ( ) − (t − ci )2 dt
    2 i=1 xi−1 2n
     
    K b−2 2 2n b − a 3
    = ( ) (b − a) − ( )
    2 2n 3 2n
    K(b − a)3
    = ,
    12n2
    and we have completed our proof. 
    More questions:
    Instead of the assumption for the second derivative |f 00 (x)| ≤ K, if
    we only know the upper bound of the first derivative |f 0 (x)|, we can
    still have the estimate of the upper bound of the error. However, the
    accuracy is related to ( n1 ) which is worse than the previous, ( n12 ). In
    fact, suppose |f 0 (x)| ≤ M for all x ∈ [a, b], by (2),
    Z xi
    |Li | ≤ M |t − ci |dt
    xi−1
     Z ci Z xi 
    M b−a 2
    =M −t + ci dt + t − ci dt = ( ).
    xi−1 ci 4 n
    This implies
    n
    X M (b − a)2
    |Error| ≤ |Li | ≤ .
    i=1
    4n

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