More Applications:

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)