Title: Module 3: Numerical Integration
Course: Numerical Analysis

Numerical Integration

This Module has two Lectures. In Lecture Five, we derive and apply the Trapezoidal Rule and the Simpson Rule for numerical integration. We estimate the errors inherent in both methods.

In Lecture Six, we discuss the Romberg scheme for improving the estimate of the definite integral. We also learn on the Gauss Quadrature method for numerical integration.