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.
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.