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The construction of the Riemann integral motivates the numerical approximation of the integral of a function by dividing the integration area and evaluating the integrand at points in the subintervals. Suitable choices of quadrature points lead to quickly converging numerical methods under suitable differentiability assumptions on the integrand.

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Numerical Integration

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  • 发表日期：

    2025年

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  • Sören Bartels

摘要

The construction of the Riemann integral motivates the numerical approximation of the integral of a function by dividing the integration area and evaluating the integrand at points in the subintervals. Suitable choices of quadrature points lead to quickly converging numerical methods under suitable differentiability assumptions on the integrand.