Difference between revisions of "Numerical integration"

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(Created page with "In numerical analysis, '''numerical integration''' constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, t...")
 
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== See also ==
 
== See also ==
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* [[Clenshaw–Curtis quadrature]]
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* [[Gauss-Kronrod quadrature]]
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* [[Numerical ordinary differential equations]]
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* [[Riemann Sum or Riemann Integral]]
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* [[Trapezoidal Rule]]
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* [[Truncation error (numerical integration)]]
  
 
== External links ==
 
== External links ==

Revision as of 11:43, 21 September 2016

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.

Description

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.

See also

External links