chapter 5 numerical differentiation and integration

18
Chapter 5 Numerical Differentiation and Integration

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Page 1: Chapter 5 Numerical Differentiation and Integration

Chapter 5 Numerical Differentiation and Integration

Page 2: Chapter 5 Numerical Differentiation and Integration

5-1 Numerical Differentiation

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5-2 Numerical Integration by Trapezoidal &

Simpson’s Rules

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5-3 Romberg Integration and Gaussian Quad

rature method

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5-4 Hwa’s Integral Method (華羅庚積分法 )

• For computing an n-dimensional multiple integral, it needs n nested loops for most methods. And then more CPU time consumes. But Hwa’s method needs only one loop.

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