Numerical Quadrature

This chapter describes techniques employed for the numerical evaluation of definite integrals, including Newton–Cotes formulae, Romberg integration, and adaptive schemes. The integration of discrete data and the evaluation of multiple integrals (cubature) are also considered. In the context of the l...

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Bibliographische Detailangaben
1. Verfasser:	Glasgow, Larry A
Format:	Buchkapitel
Sprache:	eng
Schlagworte:	Chemical engineering cubic spline definite integrals Gauss–Kronrod procedure hit‐or‐miss method iterated integrals MATHEMATICS MECHANICAL ENGINEERING & MATERIALS Romberg integration and Richardson's extrapolation roundoff and truncation errors
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Beschreibung
Zusammenfassung:	This chapter describes techniques employed for the numerical evaluation of definite integrals, including Newton–Cotes formulae, Romberg integration, and adaptive schemes. The integration of discrete data and the evaluation of multiple integrals (cubature) are also considered. In the context of the latter, product rules and the Monte Carlo method are discussed.
DOI:	10.1002/9781118750544.ch4