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Rectangle Rule


The rectangle rule, also called the rectangle method, is a numerical integration rule which approximates an integral by areas of rectangles. For a partition a=x_0<x_1<...<x_n=b with equal width h=(b-a)/n, the composite left, right, and midpoint rules are

L_n=hsum_(k=0)^(n-1)f(x_k)
(1)
R_n=hsum_(k=1)^(n)f(x_k)
(2)
M_n=hsum_(k=1)^(n)f((x_(k-1)+x_k)/2).
(3)

The midpoint rule is generally the most accurate of the three. If f is a continuous function with a continuous second derivative, its error satisfies

 |int_a^bf(x)dx-M_n|<=((b-a)h^2)/(24)max_(a<=x<=b)|f^('')(x)|.
(4)

See also

Newton-Cotes Formulas, Numerical Integration, Riemann Sum, Trapezoidal Rule

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References

Davis, P. J. and Rabinowitz, P. Methods of Numerical Integration, 2nd ed. New York: Academic Press, 1984.

Cite this as:

Weisstein, Eric W. "Rectangle Rule." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RectangleRule.html

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