Useful Links
Mathematics
Numerical Methods
Numerical Integration
Basic Concepts
Integration Overview
Definition of Integration
Importance in Calculus and Applied Mathematics
Definite vs. Indefinite Integrals
Definition and Properties
Examples and Simple Calculations
Analytic vs. Numerical Integration
Understanding Analytic Solutions
When to Use Numerical Integration
Methods
Trapezoidal Rule
Description and Formula
Step-by-Step Application
Modifications and Extensions
Simpson's Rule
Simpson's 1/3 and 3/8 Rules
Derivation and Understanding
Applicability and Enhancements
Gaussian Quadrature
Concept of Weighted Sum and Orthogonal Polynomials
Gauss-Legendre Quadrature
Other Quadrature Rules (Gauss-Chebyshev, Gauss-Laguerre)
Monte Carlo Integration
Principles of Random Sampling
Applications and Best Practices
Variance Reduction Techniques
Applications
Area Estimation
Calculating Area Under Curves
Real-World Examples
Solving Integral Equations
Fundamental Concepts
Techniques and Examples
Physics and Engineering
Applications in Electromagnetism
Heat Transfer Calculations
Structural Analysis
Economics and Finance
Risk Management and Option Pricing
Cost and Revenue Estimation
Biology and Medicine
Modeling Biological Systems
Pharmacokinetics and Dose-Response Relationships
Error Estimation and Analysis
Types of Errors in Numerical Integration
Truncation Error
Round-off Error
Error Boundaries and Estimates
Techniques for Bounding Errors
Role of Function Smoothness
Adaptive Integration Techniques
Concept of Adaptive Quadrature
Implementing Adaptive Methods
Improving Accuracy
Refinement and Mesh Selection
High Precision Computation
Advanced Topics
Adaptive Integration Strategies
Recursive Subdivision
Automatic Error Control
Higher-Dimensional Integration
Methods for Multi-Dimensional Integrals
Applications in Computational Science
Integration of Discontinuous Functions
Strategies for Handling Discontinuities
Examples and Techniques
Influence of Function Properties
Impact of Continuity and Differentiability
Selecting Suitable Methods Based on Function Behavior
Practical Considerations
Trade-off Between Accuracy and Computational Cost
Choosing the Right Method for the Problem
Software Implementations and Their Implications
Parallel and Distributed Computing Approaches
Handling Ill-Conditioned Problems
3. Interpolation
First Page
5. Numerical Differentiation