given y'(t) = f(t), y(a)=0
what is y(b) = f(t) dt?
y(t) y(ta)
+ y'(ta) (t-ta) + (1/2)y''(ta)
(t-ta)2
but we know y'(ta)
= f(ta), so y"(ta) = f'(ta)
and we can thus
approximate the derivative numerically:
y"(ta)
= f'(ta) [f(t)-f(ta)]/(t-ta)
so y(t) y(ta)
+ f(ta) (t-ta) + (1/2){[f(t)-f(ta)]/(t-ta)}(t-ta)2
y(t) y(ta)
+ f(ta) (t-ta) + (1/2)[f(t)-f(ta)](t-ta)
y(t) y(ta)
+ (1/2)[ f(t) + f(ta) ](t-ta)
Trapezoidal Rule algorithm:
y(tn+1)= y(tn) + (1/2)[ f(tn+1) + f(tn) ](tn+1- tn)
if tn+1 = tn + h (i.e. evenly spaced intervals)
y(tn+
h) = y(tn) + (h/2)[ f(tn+ h) - f(tn)
]
by induction this becomes:
y(b) = integral (h/2)[f(b)-f(a)] + h
f(a+nh)