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Behavior of the Numerical Integration Error

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DOI: 10.4236/am.2014.510133    4,532 Downloads   6,099 Views   Citations

ABSTRACT


In this work, we consider different numerical methods for the approximation of definite integrals. The three basic methods used here are the Midpoint, the Trapezoidal, and Simpson’s rules. We trace the behavior of the error when we refine the mesh and show that Richardson’s extrapolation improves the rate of convergence of the basic methods when the integrands are sufficiently differentiable many times. However, Richardson’s extrapolation does not work when we approximate improper integrals or even proper integrals from functions without smooth derivatives. In order to save computational resources, we construct an adaptive recursive procedure. We also show that there is a lower limit to the error during computations with floating point arithmetic.


Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Marinov, T. , Omojola, J. , Washington, Q. and Banks, L. (2014) Behavior of the Numerical Integration Error. Applied Mathematics, 5, 1412-1426. doi: 10.4236/am.2014.510133.

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