SAGAR SINGH - IIT DELHI
Last Activity: 14 Years ago
Dear vikash,
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 considered by numerical integration is to compute an approximate solution to a definite integral:
If f(x) is a smooth well-behaved function, integrated over a small number of dimensions and the limits of integration are bounded, there are many methods of approximating the integral with arbitrary precision.
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Sagar Singh
B.Tech IIT Delhi