5 Numerical Integration
5.1 The Basic Idea: Area
Numerical integration exploits a fundamental property of the mathematical process of integration: that is, that an integral represents the area under a curve. Schemes of numerical integration are simply ways of approximating this area. One simple but tedious and inaccurate way to do this would be to plot the function to be integrated on grid paper, establish a scale for the grid, sum the squares, and—using the scale—convert it to the desired units. We can do better than this.
The techniques to be discussed in this chapter apply to definite integration only. Thus, limits must be specified ...
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