Approximate ∫f dx by a weighted sum of samples Σ w_i f(x_i). Newton-Cotes (trapezoidal, Simpson), Gauss-Legendre, adaptive quadrature. Error scales with smoothness of f and choice of nodes.
Numerical quadrature
Related concepts
- Riemann integral
- Newton's method
- Runge-Kutta methods
- Lax equivalence theorem
- Finite element method
- Finite-difference schemes
- Spectral method
- Gauss quadrature
- Richardson extrapolation
- Nyström method (quadrature)
- Helioseismic p-mode sound-speed inversion as Abel transform (heliophysics)
- HVL = ln 2 / μ: thickness halving narrow-beam intensity