Abstract
Numerical methods for estimating definite integrals (also known as quadrature). The trapezium, Simpson’s and Newton–Cotes rules, Gaussian and adaptive quadrature.
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Notes
- 1.
The rule is attributed to Thomas Simpson 1710–1761, mathematician and fellow of the Royal Society, but it was in use a hundred years earlier. Known as the Oracle of Nuneaton he was forced to flee to Derby after dressing up as the Devil.
- 2.
Roger Cotes, 1682–1716. Mathematician and Astronomer who worked closely with Newton. However there was some doubt as to his commitment. According to fellow astronomer Halley he missed a total eclipse being ‘opprest by too much company’.
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Woodford, C., Phillips, C. (2012). Numerical Integration. In: Numerical Methods with Worked Examples: Matlab Edition. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-1366-6_5
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DOI: https://doi.org/10.1007/978-94-007-1366-6_5
Publisher Name: Springer, Dordrecht
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