Numerical Integration Comparator Back EN | ZH
Numerical Analysis

Numerical Integration Methods Comparator

Compare Trapezoidal, Simpson's, Gauss-Legendre and Romberg integration simultaneously. Log-log error convergence chart reveals accuracy order in real time.

Integrand f(x)
True value: —
Bounds & Subintervals
Lower bound a0.00
Upper bound b1.00
Subintervals n10
Results Comparison
MethodValueRel. 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.