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One of the most common mathematical operations in scientific computing is quadrature, the evaluation of a definite integral. It is used to determine volume, mass, or total charge, for example. In the evaluation of probabilities, of expectations, and of marginal or conditional densities, integration is the basic operation.

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Numerical Integration

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  • 发表日期：

    2025年

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  • James E. Gentle

摘要

One of the most common mathematical operations in scientific computing is quadrature, the evaluation of a definite integral. It is used to determine volume, mass, or total charge, for example. In the evaluation of probabilities, of expectations, and of marginal or conditional densities, integration is the basic operation.