From the course: Complete Guide to Calculus Foundations for Data Science
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Numerical integration
From the course: Complete Guide to Calculus Foundations for Data Science
Numerical integration
- [Instructor] In this chapter, you will explore some complex integrals and integration techniques. You will first review some techniques you can use when the previous ones you learned are not a good option. Then you will explore double and triple integrals. Let's start off with numerical integration. Numerical integration is a class of methods to calculate the integral of a function by providing an approximate value. These techniques are great to use when it is difficult or impossible to find the integral using the previous techniques you learned. You will explore three numerical integration techniques. These include the midpoint, trapezoidal, and Simpson's rules. Let's begin by looking at the midpoint rule. The midpoint rule allows you to use a Riemann sum with subintervals of equal width and midpoints to estimate an integral. The formula is represented by capital MN equals the sum of i=1 to N of f of mi multiplied by upper delta of X. So the upper delta is the little triangle. Your…