Introduction

Numerical Integration is used to estimate the value of a definite integral numerically. We will discuss three types of formulae: the first group contains so-called quadrature formulae that uses an approximation over a single interval; the second group uses lower order approximations over smaller sub-intervals; the third group also produces quadrature formulae but originates from the theory of function spaces. Finally, as in the previous chapters, we will also discuss a way to obtain better approximations from a sequence of estimates, similar to Richardson extrapolation.

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