Numerical Integration (quadrature)
In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Numerical integration over more than one dimension is sometimes described as cubature, although the meaning of quadrature is understood for higher dimensional integration as well.
The basic problem in numerical integration is to compute an approximate solution to a definite integral
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 integral to the desired precison.
Read more about Numerical Integration (quadrature): History, Reasons For Numerical Integration, Methods For One-dimensional Integrals, Multidimensional Integrals, Connection With Differential Equations, See Also
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