10.001 Notes on Numerical Integration

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Course Notes on Numerical Integration

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Lecture Notes Fall 97

1. Simple Discretization of Integrals and Derivatives
2. Minimize errors by piecewise fitting: Trapezoidal Rule
3. Computer implementation of Numerical Integration
4. Computer implementation calling arbitrary function names
5. Convergence Issues
6. Example where Simple Discretization Fails
7. Tricks for Hard Integrals

For a more details, a higher-level discussion, and many other (better) numerical integration algorithms, see Numerical Recipes in C, Chapter 4. The NRC algorithms are available as C functions on Athena: How to Use Numerical Recipes in C