Essential Quadrature Rules
Rule | Points | degree of Polynomial | Degree of Accuracy | Order of Error/Consistency |
---|---|---|---|---|
Left/Right Rectangle | 1 | 0 | ||
Midpoint | 1 | 0 | ||
Trapezoid | 2 | 1 | ||
Simpson/Kepler | 3 | 2 | ||
, Order of Error |
Degrees of Accuracy:
- Rectangle rules: K = 0 (only integrates constants exactly)
- Trapezoid & Midpoint: K = 1 (integrates up to linear functions exactly)
- Simpson/Kepler: K = 3 (integrates up to cubic functions exactly)
Composite Rules:
- Summed Rectangle: Error = O(h), halving h → error ÷ 2
- Summed Trapezoid: Error = O(h²), halving h → error ÷ 4
- Summed Simpson: Error = O(h⁴), halving h → error ÷ 16
Note: Rectangle rules are the simplest but least accurate. Midpoint rule is surprisingly good (same error order as trapezoid despite using only 1 point!).