18 actual approx, dx = 0.1 16 14 12 f(u) 10 8 6 4 2 0 0 1 2 3 u 4 5 6 From web (address in m-file above): My m-file uses the trapezoidal rule. O(h^3 f''(x)) means that the error is on the order of h^3 (the discretization interval) times the second derivitive of the function you are integrating evaluated at x. You don't need to worry about this error: just make your discretization interval small enough that your answer or figure doesn't change appreciably for smaller descretization intervals.