Numerical Integration

Computational Math
Integration
Riemann Sums
Trapezoidal Rule
Simpson's Rule
Author

Apurva Nakade

Published

July 13, 2026

Approximates \(\int_a^b f(x)\, dx\) by replacing \(f\) with a simple piecewise interpolant on \(n\) equally spaced subintervals and integrating that interpolant exactly — a left or midpoint rectangle, a trapezoid, or (for Simpson’s rule) a quadratic through each pair of subintervals.