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for
Theorem (Midpoint
Rule) Consider
over
,
where
.
The midpoint rule is
.
This is an numerical
approximation to the integral of
over
and we have the expression
.
The remainder term for the midpoint rule is
, where
lies somewhere between
,
and have the equality
.
Proof The
Midpoint Rule The
Midpoint Rule
Composite Midpoint Rule
An intuitive
method of finding the area under a curve y = f(x) is by
approximating that area with a series of rectangles that lie above
the intervals
. When
several rectangles are used, we call it the composite
midpoint rule.
Theorem (Composite
Midpoint Rule) Consider
over
. Suppose
that the interval
is subdivided
into m subintervals
of
equal width
by
using the equally spaced nodes
for
. The
composite
midpoint rule for m subintervals
is
.
This is an numerical
approximation to the integral of
over
and we write
.
Remainder term for the Composite Midpoit Rule
Corollary (Midpoint
Rule: Remainder term) Suppose
that
is subdivided
into m subintervals
of
width
. The
composite
midpoint rule
is an numerical approximation to
the integral, and
.
Furthermore, if
, then
there exists a value c with a < c
< b so that the error term
has
the form
.
This is expressed using the "big
"
notation
.
Remark. When the step
size is reduced by a factor of
the error term
should be reduced by approximately
.
Proof The Midpoint Rule The Midpoint Rule
Animations (Midpoint Rule Midpoint Rule).
Computer Programs The Midpoint Rule The Midpoint Rule
Algorithm Composite Midpoint
Rule. To approximate the
integral
![]()
![]()
,
by sampling
at the
equally spaced points
for
, where
.
Mathematica Subroutine (Midpoint Rule).
![[Graphics:Images/MidpointRuleMod_gr_45.gif]](midpointrule/MidpointRuleMod/Images/MidpointRuleMod_gr_45.gif)
Or you can use the traditional program.
Mathematica Subroutine (Midpoint Rule).
Example
1. Numerically approximate the
integral
by
using the midpoint rule with m = 1, 2, 4, 8, and
16 subintervals.
Solution
1.
Example
2. Numerically approximate the
integral
by
using the midpoint rule with m = 50, 100, 200,
400 and 800 subintervals.
Solution
2.
Example 3. Find the
analytic value of the integral
(i.e.
find the "true value").
Solution
3.
Example 4. Use the
"true value" in example 3 and find the error for the midpoint rule
approximations in example 2.
Solution
4.
Example 5. When the
step size is reduced by a factor of
the error term
should be reduced by approximately
. Explore
this phenomenon.
Solution
5.
Example
6. Numerically approximate the integral
by using the midpoint rule with m = 1, 2, 4, 8, and
16 subintervals.
Solution
6.
Example
7. Numerically approximate the integral
by using the midpoint rule with m = 50, 100, 200,
400 and 800 subintervals.
Solution
7.
Example 8. Find the
analytic value of the integral
(i.e.
find the "true value").
Solution
8.
Example 9. Use the
"true value" in example 8 and find the error for the midpoint rule
approximations in exercise 7.
Solution
9.
Example 10. When
the step size is reduced by a factor of
the error term
should be reduced by approximately
. Explore
this phenomenon.
Solution
10.
Various Scenarios and Animations for the Midpoint Rule.
Example
11. Let
over
. Use
the Midpoint Rule to approximate the value of the integral.
Solution
11.
Animations (Midpoint Rule Midpoint Rule).
Research Experience for Undergraduates
Midpoint Rule Midpoint Rule Internet hyperlinks to web sites and a bibliography of articles.
Download this Mathematica Notebook The Midpoint Rule for Numerical Integration
Return to Numerical Methods - Numerical Analysis
(c) John H. Mathews 2004