1 Numerical Analysis Lecture 12 Numerical Integration Dr. Nader Okasha.

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1 Numerical Analysis Lecture 12 Numerical Integration Dr. Nader Okasha

Integration 2

3

4 The basic method of numerical integration is called: Numerical Quadrature Instead of integrating the function, we integrate an approximate polynomial of this function.

Trapezoidal Rule: 5 Lagrange interpolation is used with two points to find the first degree polynomial

Trapezoidal Rule: 6

Simpson’s Rule: 7 If an additional point in the interval [a, b] can be used, a higher order polynomial can be used to approximate the function for numerical integration purposes.

Simpson’s Rule: 8

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