Chapter 7. Numerical Integration

Freshman calculus classes would have us believe that integration is mostly algebraic manipulation—if the integrand (the function we want to integrate) fits a certain pattern, perform a prescribed set of transformations and then plug in the values to get the answer. For example, if the integrand is f(x) = xn and n ≠ −1, then, we were taught,

Numerical Integration

Unfortunately, in the real world, these patterns aren't always apparent, and so we use the computer to do numerical integration.

Back to Basics

Numerical integration returns us to the basic definition of integration: finding the area under a curve in a piecewise manner. Figure 7-1 ...

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