8 Numerical Differentiation and Integration
Derivatives and integrals of functions known only through tables, or too complicated to treat exactly, must be approximated from function values. The idea throughout is the same: replace \(f\) by an interpolating polynomial, differentiate or integrate the polynomial, and use the interpolation error formula of Theorem 6.1.3 to obtain the error.
8.1 Numerical differentiation
8.2 Elements of numerical integration
8.3 Composite numerical integration
8.4 Romberg integration
8.5 Gaussian quadrature
8.6 Practice Problems
8.2 Elements of numerical integration
8.3 Composite numerical integration
8.4 Romberg integration
8.5 Gaussian quadrature
8.6 Practice Problems
Questions on this section
Stuck on something here? Ask below and it stays attached to this topic.