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Numerical Analysis

Lecture 12

Numerical Integration

Dr. Nader Okasha

Integration

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Integration

Integration

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The basic method of numerical integration is called:

Numerical Quadrature

Instead of integrating the function, we integrate an approximate polynomial of this function.

Trapezoidal Rule:

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Lagrange interpolation is used with two points to find the first degree polynomial

Trapezoidal Rule:

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Simpson’s Rule:

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If an additional point in the interval [a, b] can be used, a higher order polynomial can be used to approximate the function for numerical integration purposes.

Simpson’s Rule:

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Simpson’s Rule:

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