Chapter 12: Integration

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The integral of a univariate function f(x) on an interval [a, b] is the area underneath the curve. There are a number of techniques for estimating the area numerically:

  1. Trapezoidal rule
  2. Composite-trapezoidal rule
  3. Romberg integration
  4. Newton-Cotes rules
  5. Gaussian integration

Copyright ©2005 by Douglas Wilhelm Harder. All rights reserved.