Numerical Integration

Jean-Pierre Corriou
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Jean-Pierre Corriou: University of Lorraine

Chapter Chapter 2 in Numerical Methods and Optimization, 2021, pp 45-67 from Springer

Abstract: Abstract The numerical integration is first introduced by Newton and Cotes integration formulas, such as the trapezoidal rule or Simpson’s rule. The repeated integration, Romberg’s integration, and Richardson’s extrapolation are explained. Then, the interest of integration with irregularly spaced points is emphasized with use of different orthogonal polynomials, Legendre, Laguerre, Chebyshev, and Hermite. Finally, Gauss–Legendre quadrature is detailed. The methods are accompanied by numerical examples.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-89366-8_2

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DOI: 10.1007/978-3-030-89366-8_2

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