Numerical Integration

Common Quadrature Formulas

Summary of Common Quadrature Formulas

Name	Formula	Comments
Midpoint Rule	$\int_{a}^{b} f(x) \mathrm{d} x \approx (b-a) f\left(\tfrac{b+a}{2}\right)$	Requires function values at interval midpoints $f\left(\tfrac{b+a}{2}\right)$ Requires equally spaced data.
Trapezoid Rule	$\int_{a}^{b} f(x) \mathrm{d} x \approx \tfrac{b-a}{2} \left[ f(b)+f(a) \right]$	Can be applied to arbitrarily spaced data. Convenient for tabulated data.
Simpson's 1/3 Rule	$\int_a^b f(x) \mathrm d x \approx \tfrac{\Delta x}{3} \left[ f(a) +4f\left(\tfrac{a+b}{2}\right) + f(b) \right]$	Requires three equally spaced points on the interval $[a,b]$ On the interval $[a,b]$, we have $\Delta x = \tfrac{b-a}{3}$ and $x_i = a + i \Delta x$