The approximations
and
are not very accurate on large intervals (error varying as
and
respectively but more accurate approximations can be obtained by breaking the interval
into
subintervals of equal width![]()
Composite Trapezium Rule
Split the interval
into
intervals of width
i.e. consider
equispaced
points
The subinterval
is![]()
![]()
But since
and f'' is continuous, there exists
with
so the error is of the form
since![]()
We can write the composite trapezium rule as![]()
The error is of order
compared to
for each subinterval.