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I'm trying to prove the error bound from the classical trapezoidal rule integral approximation, which states the error is -(b-a)^3f''(c)/12n^2 for some $c$ within the limits of integration.

In an attempt to prove it for a single trapezoid (and then sum up the errors to get an error for the whole integral), I tried averaging the two Taylor series expansions of $f$ at the two endpoints, and then integrating that, but the second term doesn't cancel out, so I'm left with an error based on the first derivative f', not f''. Where am I going wrong?

I also can't find a proof of this online anywhere. It seems that everyone just states the fact and ignores the proof, or refers vaguely to costly textbooks, or (worse!) gives an incorrect proof.

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Is this OK? Here is a link to the first page of a proof in Mathematics Magazine. There is also this video on YouTube. If you type

trapezoid rule error proof

into Google, you get these, and more.

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    @Bean: You'll want to look up Euler-Maclaurin.2011-12-16