In this chapter we present the most commonly used methods for numerical integration. We will mainly consider one-dimensional integrals over bounded intervals, although in Sections 9.8 and 9.9 an extension of the techniques to integration over unbounded intervals (or integration of functions with singularities) and to the multidimensional case will be considered.
KeywordsAbsolute Error Quadrature Formula Integration Interval Quadrature Error Richardson Extrapolation
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