Numerical analysis | Numerical integration (quadrature)

Numerical integration

In analysis, numerical integration comprises 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. Some authors refer to numerical integration over more than one dimension as cubature; others take quadrature to include higher-dimensional integration. The basic problem in numerical integration is to compute an approximate solution to a definite integral to a given degree of accuracy. If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. (Wikipedia).

Numerical integration
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Integration 10 Numerical Integration Video 1 Part 1.mov

Discussion on numerical integration using Riemann Sums.

From playlist Integration

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Integration 10 Numerical Integration Video 1 Part 2.mov

Discussion on numerical integration using Trapezoidal Sums.

From playlist Integration

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Integration 10 Numerical Integration Video 2.mov

Discussing numerical integration using Simpson Sums.

From playlist Integration

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Integration 1 Riemann Sums Part 1 - YouTube sharing.mov

Introduction to Riemann Sums

From playlist Integration

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Integration 12 Trigonometric Integration Part 2 Example 4.mov

Another example of trigonometric integration.

From playlist Integration

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Integration 12 Trigonometric Integration Part 2 Example 3.mov

Another example of trigonometric integration.

From playlist Integration

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Integration 6 The Fundamental Theorem of Calculus

Explanation of the fundamental theorem of calculus in an easy to understand way.

From playlist Integration

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Integration 12 Trigonometric Integration Part 2 Example 2.mov

Another example of trigonometric integration.

From playlist Integration

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Integration 12 Trigonometric Integration Part 2 Example 1.mov

An example of trigonometric integration.

From playlist Integration

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ML Tutorial: Probabilistic Numerical Methods (Jon Cockayne)

Machine Learning Tutorial at Imperial College London: Probabilistic Numerical Methods Jon Cockayne (University of Warwick) February 22, 2017

From playlist Machine Learning Tutorials

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Review of Basic Integration Rules Calculus 1 AB - 6 Examples

If you'd like to make a donation to support my efforts look for the "Tip the Teacher" button on my channel's homepage www.YouTube.com/Profrobbob Examples of not so easy integration using the Basic Integration Rules at 2:57 7:44 11:22 19:08 22:38 34:16 I would like to send out a HUGE THANK

From playlist Calculus

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ME564 Lecture 16: Numerical integration and numerical solutions to ODEs

ME564 Lecture 16 Engineering Mathematics at the University of Washington Numerical integration and numerical solutions to ODEs Notes: http://faculty.washington.edu/sbrunton/me564/pdf/L16.pdf Misc. Notes: http://faculty.washington.edu/sbrunton/me564/pdf/L16_misc.pdf Matlab code: * ht

From playlist Engineering Mathematics (UW ME564 and ME565)

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Dynamics, numerical analysis and some geometry – Christian Lubich – ICM2018

Plenary Lecture 18 Dynamics, numerical analysis and some geometry Christian Lubich Abstract: Geometric aspects play an important role in the construction and analysis of structure-preserving numerical methods for a wide variety of ordinary and partial differential equations. Here we revi

From playlist Plenary Lectures

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Numerical Integration: Discrete Riemann Integrals and Trapezoid Rule

In this video, I show how to approximate definite integrals to find the area under a curve using discrete numerical methods. In particular, I discuss approximations to the Riemann integral, including left and right rectangle rules, trapezoidal integration, and Simpson's rule based on spli

From playlist Engineering Math: Differential Equations and Dynamical Systems

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Numerical Simulation of Ordinary Differential Equations: Integrating ODEs

In this video, I provide an overview of how to numerically integrate solutions of ordinary differential equations (ODEs). These solutions are known as trajectories, and provide a powerful computational tool for us to analyze nonlinear systems, where simple analytic techniques may not work

From playlist Engineering Math: Differential Equations and Dynamical Systems

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David Neilsen (3) - Introduction to numerical hydrodynamics

PROGRAM: NUMERICAL RELATIVITY DATES: Monday 10 Jun, 2013 - Friday 05 Jul, 2013 VENUE: ICTS-TIFR, IISc Campus, Bangalore DETAL Numerical relativity deals with solving Einstein's field equations using supercomputers. Numerical relativity is an essential tool for the accurate modeling of a wi

From playlist Numerical Relativity

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Calculus 2: How Do You Integrate? (94 of 300) Find the Integral of dx/[sin^2(ax)cos^2(ax)]=?

Visit http://ilectureonline.com for more math and science lectures! In this video I will find integral of dx/[sin^2(ax)cos^2(ax)]=? Next video in the series can be seen at: https://youtu.be/XcqmK9qLo_M

From playlist CALCULUS 2 CH 15 HOW DO YOU INTEGRATE?

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Professor Kostas Zygalakis, University of Edinburgh

Bio He received his PhD in computational stochastic differential equations from University of Warwick at 2009 and held postdoctoral positions at the Universities of Cambridge, Oxford and the Swiss Federal Institute of Technology, Lausanne. In 2011 he was awarded a Leslie Fox Prize (IMA UK

From playlist Short Talks

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Integration 1 Riemann Sums Part 3.mov

Introduction to Riemann Sums

From playlist Integration

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