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Useful to programmers and stimulating for theoreticians, this text covers the major methods of numerical integration. It offers a balanced presentation: certain sections derive from or allude to deep results of analysis, but most of the final results are expressed in a form accessible to anyone with a background in calculus.
An extensive introduction outlines the uses and advantages of numerical integration and includes formulas and guides to orthogonal polynomials and specific integrals. Subsequent chapters explore approximate integration over finite and infinite intervals, error analysis, approximate integration in two or more dimensions, and automatic integration. Five helpful appendixes conclude the text.
Reprint of the Academic Press, Inc., Orlando, Florida, 1984 edition.
Preface to 1st Edition
Preface to 2nd Edition
1. Introduction
2. Approximate Integration Over a Finite Interval
3. Approximate Integration Over Infinite Intervals
4. Error Analysis
5. Approximate Integration in Two or More Dimensions
6. Automatic Integration
Appendix 1. On the Practical Evaluation of Integrals
Appendix 2. Fortran Programs
Appendix 3. Bibliography of ALGOL, FORTRAN, and PL/I Procedures
Appendix 4. Bibliography of Tables
Appendix 5. Bibliography of Books and Articles
Index
Description
Useful to programmers and stimulating for theoreticians, this text covers the major methods of numerical integration. It offers a balanced presentation: certain sections derive from or allude to deep results of analysis, but most of the final results are expressed in a form accessible to anyone with a background in calculus.
An extensive introduction outlines the uses and advantages of numerical integration and includes formulas and guides to orthogonal polynomials and specific integrals. Subsequent chapters explore approximate integration over finite and infinite intervals, error analysis, approximate integration in two or more dimensions, and automatic integration. Five helpful appendixes conclude the text.
Reprint of the Academic Press, Inc., Orlando, Florida, 1984 edition.
