The numerical calculation of one-dimensional integrals, or quadrature, is one of the oldest branches of numerical analysis. Long before calculus was invented, Archimedes found accurate approximations to π by inscribed and circumscribed polygons on a circle of unit radius. In modern applied mathematics and statistics, quadrature is so pervasive that even hand-held calculators are routinely programmed to perform it. Nonetheless, gaining a theoretical understanding of quadrature is worth the effort. In many scientific problems, large numbers of quadratures must be carried out quickly and accurately.
KeywordsTrapezoidal Rule Quadrature Method Gaussian Quadrature Quadrature Point Harmonic Series
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