Essential Quadrature Rules

RulePointsdegree of Polynomial Degree of Accuracy Order of Error/Consistency
Left/Right Rectangle10
Midpoint10
Trapezoid21
Simpson/Kepler32
, 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!).