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numericalintegration

numerical integration

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NUMERICAL INTEGRATION - In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and...

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Numerical integration description
In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take quadrature to include higher-dimensional integration. * The basic problem in numerical integration is to compute an approximate solution to a definite integral* * * * * ∫ * * a * * * b * * * f * ( * x * ) * * d * x * * * {\displaystyle \int _{a}^{b}f(x)\,dx} * to a given degree of accuracy. If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision.

Numerical integration description

In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take quadrature to include higher-dimensional integration.
* The basic problem in numerical integration is to compute an approximate solution to a definite integral*
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* {\displaystyle \int _{a}^{b}f(x)\,dx}
* to a given degree of accuracy. If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision.

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