Numerical integration

Common card · No. 215883

In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral. 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...

Read on Wikipedia · Image 4C, CC BY-SA 3.0