An introduction to quadrature and other numerical integration techniques

Abstract

The objective in numerical integration is the approximation of a definite integral using numerical techniques. There are a large number of numerical integration methods in the literature and this article overviews some of the most common ones, namely, the Newton-Cotes formulas, including the trapezoidal and Simpson's rules, and the Gaus- sian quadrature. Difeerent procedures are compared and illustrated with examples. Discussions about more advanced numerical integration procedures are also included.