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Dear students, this is to inform that GDB will be started on February 6, 2013 at 00:00 and will be closed on February 7, 2013 at 23:59.
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“Compare the efficiency and characteristics of methods available to you for numerical integration.”
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+ Click Here to Search (Looking For something at vustudents.ning.com?) + Click Here To Join (Our facebook study Group)In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Numerical integration over more than one dimension is sometimes described as cubature,[1] although the meaning of quadrature is understood for higher dimensional integration as well.
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Numerical integration is the approximate computation of an integral using numerical techniques. The numerical computation of an integral is sometimes called quadrature. Ueberhuber (1997, p. 71) uses the word "quadrature" to mean numerical computation of a univariate integral, and "cubature" to mean numerical computation of a multiple integral.
There are a wide range of methods available for numerical integration. A good source for such techniques is Press et al. (1992). Numerical integration is implemented in Mathematica as NIntegrate[f, x, xmin, xmax].
The most straightforward numerical integration technique uses the Newton-Cotes formulas (also called quadrature formulas), which approximate a function tabulated at a sequence of regularly spaced intervals by various degree polynomials. If the endpoints are tabulated, then the 2- and 3-point formulas are called the trapezoidal rule and Simpson's rule, respectively. The 5-point formula is called Boole's rule. A generalization of the trapezoidal rule is Romberg integration, which can yield accurate results for many fewer function evaluations.
If the functions are known analytically instead of being tabulated at equally spaced intervals, the best numerical method of integration is called Gaussian quadrature. By picking the abscissas at which to evaluate the function, Gaussian quadrature produces the most accurate approximations possible. However, given the speed of modern computers, the additional complication of the Gaussian quadrature formalism often makes it less desirable than simply brute-force calculating twice as many points on a regular grid (which also permits the already computed values of the function to be re-used). An excellent reference for Gaussian quadrature is Hildebrand (1956).
Modern numerical integrations methods based on information theory have been developed to simulate information systems such as computer controlled systems, communication systems, and control systems since in these cases, the classical methods (which are based on approximation theory) are not as efficient (Smith 1974).
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Numerical ordinary differential equations is the part of numerical analysis which studies the numerical solution of ordinary differential equations (ODEs). This field is also known under the name numerical integration, but some people reserve this term for the computation of integrals.
Many differential equations cannot be solved analytically; however, in science and engineering, a numeric approximation to the solution is often good enough to solve a problem. The algorithms studied here can be used to compute such an approximation. An alternative method is to use techniques from calculus to obtain a series expansion of the solution.
Ordinary differential equations occur in many scientific disciplines, for instance in physics,chemistry, biology, and economics. In addition, some methods in numerical partial differential equations convert the partial differential equation into an ordinary differential equation, which must then be solved.
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thanks alisha
alisha Thanks for sharing
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