lecture35

# lecture35 - CMPSC/MATH 451 Numerical Computations Lecture...

This preview shows pages 1–4. Sign up to view the full content.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: CMPSC/MATH 451 Numerical Computations Lecture 35 Nov 11, 2011 Prof. Kamesh Madduri Class Overview • Octave code for composite and adaptive quadrature (see tutorial) • Integrating tabular data • Improper integrals • Monte-Carlo Integration • Slides from textbook follow. 2 Numerical Integration Numerical Differentiation Richardson Extrapolation Quadrature Rules Adaptive Quadrature Other Integration Problems Integrating Tabular Data If integrand is defined only by table of its values at discrete points, then reasonable approach is to integrate piecewise interpolant For example, integrating piecewise linear interpolant to tabular data gives composite trapezoid rule Excellent method for integrating tabular data is to use Hermite cubic or cubic spline interpolation In effect, overall integral is computed by integrating each of cubic pieces that make up interpolant This facility is provided by many spline interpolation packages Michael T. Heath Scientific Computing 40 / 61 Numerical Integration...
View Full Document

{[ snackBarMessage ]}

### Page1 / 7

lecture35 - CMPSC/MATH 451 Numerical Computations Lecture...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online