Welcome and course outline. Review of elementary integral calculus concepts. Motivation for numerical integration.

Introduction

Definition and use of the trapezoidal rule.

Trapezoidal Rule

Definition and use of Simpson's 1/3 and 3/8 rules.

Simpson's Rules

Richardson's extrapolation and its general use for accelerating convergence in numerical analysis.

Richardson's Extrapolation

Romberg's integration technique - a combination of trapezoidal rule and Richardson's extrapolation.

Romberg's Integration

Numerical integration techniques and their applications.

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integration-numerical-analysis-undergraduate-advanced

Integration - Numerical Analysis (Undergraduate Advanced)