Companion Website

Computational Physics

From Equations to Simulation

Chapter 7

Numerical Integration

This chapter develops methods for evaluating definite integrals that cannot be obtained conveniently in closed form, as frequently happens in physics. It begins with Newton–Cotes formulas derived from the interpolating polynomials of Chapter 5 and then introduces Gaussian quadrature, which improves efficiency by choosing nodes and weights together. Adaptive (automatic) integration uses error estimates to control accuracy and concentrate computational effort where the integrand is difficult. The chapter then addresses improper and singular integrals, rapidly oscillating integrands, and multidimensional integration.

In this chapter

  1. 7.1 Foundations and motivation
  2. 7.2 Interpolation and Newton–Cotes formulas
  3. 7.3 Gaussian quadrature
  4. 7.4 Automatic integration
  5. 7.5 Improper and challenging integrals
  6. 7.6 Integration of rapidly oscillating functions
  7. 7.7 Multidimensional integration
  8. 7.8 Summary and best practices
  9. 7.9 Computational exercises and projects

Companion resources