Integrand f(x)
True value: —
Bounds & Subintervals
Lower bound a0.00
Upper bound b1.00
Subintervals n10
Results Comparison
| Method | Value | Rel. Error |
|---|
—
Trapezoidal
—
Simpson 1/3
—
Gauss 5-point
—
Romberg
Function & Integration Region
Error vs n (log-log)
Error Orders
Trapezoidal: $E = O(h^2)$, Simpson: $E = O(h^4)$
Gauss $n$-point: $E = O(h^{2n})$, Romberg: $E = O(h^{2k})$ after $k$ extrapolations
$$\int_a^b f(x)\,dx \approx \frac{h}{2}[f(x_0)+2\sum_{i=1}^{n-1}f(x_i)+f(x_n)]$$
CAE applications: FEM element stiffness matrix integration (Gauss points) · Fatigue S-N curve integration · Pressure integration in CFD · Probability density function normalization.