$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\X}{\boldsymbol{X}} \renewcommand{\u}{\boldsymbol{u}} \renewcommand{\v}{\boldsymbol{v}} \newcommand{\e}{\boldsymbol{e}} \newcommand{\f}{\boldsymbol{f}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\Iz}{\mathcal{I}_z} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\Ifb}{{I_b}} % for FEM \newcommand{\sequencei}[1]{\left\{ {#1}_i \right\}_{i\in\If}} \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\psib}{\boldsymbol{\psi}} \newcommand{\sinL}[1]{\sin\left((#1+1)\pi\frac{x}{L}\right)} \newcommand{\xno}[1]{x_{#1}} \newcommand{\Xno}[1]{X_{(#1)}} \newcommand{\xdno}[1]{\boldsymbol{x}_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

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Finite element approximation vs finite differences

With Trapezoidal integration of \( (f,\basphi_i) \), the finite element method essentially solve $$ u + \frac{h^2}{6} u'' = f,\quad u'(0)=u'(L)=0, $$ by the finite difference method $$ [u + \frac{h^2}{6} D_x D_x u = f]_i $$

With Simpson integration of \( (f,\basphi_i) \) we essentially solve $$ [u + \frac{h^2}{6} D_x D_x u = \bar f]_i, $$ where $$ \bar f_i = \frac{1}{3}(f_{i-1/2} + f_i + f_{i+1/2}) $$

Note: as \( h\rightarrow 0 \), \( hu''\rightarrow 0 \) and \( \bar f_i\rightarrow f_i \).

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