Trapezoidal rule ($T(f)=(b-a)(f(a)+f(b))/2$)

As a quadrature rule, the trapezoidal rule replaces an integrand by the linear interpolation joining its two endpoint values:For nonnegative endpoint values, this is the area of a trapezoid; in general it is a signed area. The quadrature nodes are $a,b$, each with quadrature weight $(b-a)/2$. Unlike the midpoint quadrature rule, it uses endpoint samples, which can be reused between adjacent panels.

Every affine function $f(x)=\alpha x+\beta$ agrees with its linear interpolation, so the trapezoidal rule integrates it exactly. On $[0,2]$, $f(x)=2x+1$ gives $T(f)=(2/2)(1+5)=6=I(f)$. On $[0,1]$, the polynomial $f(x)=x^2$ instead gives $T(f)=1/2$, exceeding $I(f)=1/3$ by $1/6$. Its degree of precision of a quadrature rule is exactly one.

If $f\in C^2[a,b]$, its signed approximation error satisfiesA convex function lies below its endpoint chord, so the trapezoidal rule overestimates its integral; a concave function gives the reverse inequality. The error formula assumes that the second derivative exists and is a continuous function throughout the closed interval.^[ref] A short derivation is the identityobtained by two integrations by parts. The nonnegative Peano kernel has integral $(b-a{)}^3/12$, and the weighted mean value theorem for integrals gives the formula.

The trapezoidal rule for an ordinary differential equation averages vector fields at the old and new states and is A-stable.

This time-stepping use applies the same trapezoidal rule to the integral of the derivative in an ordinary differential equation. That connection explains its place under implicit Runge-Kutta methods; its quadrature behavior and the nonlinear issue in trapezoidal rule fails B-stability concern different uses of the same endpoint averaging.

For $f\in C^2[a,b]$ with $a<b$, the trapezoidal rule satisfies the displayed bound, and the constant $1/12$ is best possible. The polynomial interpolation error for the endpoint linear interpolant satisfies $|f(x)-p(x)|\le \frac{1}{2}M(x-a)(b-x)$, where $M=\max |f^{\prime \prime }|$. Integrating this inequality and using the triangle inequality for an integral proves the bound because ${\int }_a^b(x-a)(b-x)dx=(b-a{)}^3/6$. Equality holds for $f(x)=(x-a{)}^2$: the exact integral is $(b-a{)}^3/3$, its trapezoidal rule estimate is $(b-a{)}^3/2$, and $M=2$.

On an equal-panel partition of an interval, with $h=(b-a)/n$, sum the trapezoidal rule over adjacent panels:There are $n+1$ distinct quadrature nodes. Each interior sample belongs to two panels and therefore has quadrature weight $h$, while each endpoint has quadrature weight $h/2$. Equivalently, the composite trapezoidal rule integrates the piecewise linear function obtained by linear interpolation exactly.^[ref]

For $f\in C^2[a,b]$ and $K={\max }_{x\in [a,b]}|f^{\prime \prime }(x)|$, summing panel quadrature errors givesfor some $\xi \in (a,b)$. Thus panel quadrature errors of order $O(h^3)$ accumulate to order $O(h^2)$, using big O notation.^[ref] On a nonuniform partition of an interval with widths $h_j$ and largest width $H$, the bound is $K{\sum }_j{h}_j^3/12\le K(b-a)H^2/12$.

For the polynomial $f(x)=x^2$ on $[0,1]$, direct summation yieldsBoth quadrature errors shrink by exactly four when $n$ doubles, with opposite signs. This exact relation belongs to this polynomial example; the trapezoidal rule is not always twice as inaccurate as the midpoint quadrature rule.

The left plot uses exact polynomial sums; the right adds a common sample bias $\delta =0.002$ to the composite trapezoidal rule. That mathematical model converges to $1/3+\delta$, showing why smaller panels alone do not ensure accuracy for noisy samples. It illustrates noise sensitivity of a quadrature rule, rather than measured data.

On a partition of an interval symmetric about zero, the composite trapezoidal rule gives opposite quadrature nodes equal quadrature weights. Samples of an odd function cancel pairwise, and a zero quadrature node contributes zero. For a continuous odd function, its exact integral over $[-L,L]$ is also zero. Adding any affine function preserves exactness by linearity of the integral and of the quadrature rule. For example, $1+\sin x$ is nonpolynomial but both the exact integral and every uniform-grid composite trapezoidal rule value on $[-1,1]$ are two.

On a uniform partition of $[a,b]$ with width $h$, the right Riemann sum and the composite trapezoidal rule have equal weights at every interior mesh point. They differ only by adding half a final-endpoint weight and removing half an initial-endpoint weight. This proves the displayed identity. For continuous $f$, both converge to its definite integral; their finite endpoint correction need not be confused with the smaller trapezoidal discretization error for a smooth integrand.

If $f$ is twice continuously differentiable on $[a,b]$, take a uniform bound $|f^{\prime \prime }|\le M$. On one panel $[u,v]$, two integrations by parts give the signed quadrature errorThe nonnegative kernel has integral $(v-u{)}^3/6$, so the absolute error is at most $M(v-u{)}^3/12$. Summing $n$ equal panels proves the displayed bound. The maximum exists on the closed interval; a supremum or any known uniform bound also suffices. The estimate certifies a sufficient panel count, which need not be the least count achieving a particular actual error.

The trapezoidal rule is A-stable but is not B-stable. For the dissipative vector field $f(y)=-y^3$ at step size one, its uniquely defined step map $T$ obeys $T+T^3/2=y-y^3/2$. At $y=\sqrt{2}$, $T=0$ and implicit differentiation gives $T^{\prime }=-2$, so nearby states expand rather than contract. This is a concrete nonlinear obstruction, rather than merely failure of the sufficient algebraic stability criterion.