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Applied Mathematical Methods by Bhaskar Dasgupta

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27

Basic Methods of Numerical Integration

Integration of functions is one of those problems that demonstrate the inadequacy of the collection of basic functions, expressions in terms of which are clearly comprehensible. This makes numerical integration or numerical quadrature a standard question of numerical analysis. The ideas and techniques for this problem covered in this book are spread over two chapters. The present chapter focuses on the Newton-Cotes integration formulae, followed by their extensions and sophistications. In the author’s opinion, this is the essential material on numerical integration that must be covered in a graduate course in applied mathematics.

Newton-Cotes Integration Formulae

Consider the integral

If we divide ...

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