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

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

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