1 numerical analysis lecture 12 numerical integration dr. nader okasha
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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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