Mathematics - Numerical Methods - Numerical integration - Numerical Integration Methods

10 steps: (1) PROBLEM: compute ∫[a,b]f(x)dx when antiderivative is hard/impossible (e.g., e^(-x²)). (2) RIEMANN SUMS: divide [a,b] into n intervals of width h=(b-a)/n. (3) Left/right rectangle: Σf(xᵢ)·h. Error O(h). (4) TRAPEZOID RULE: average of left and right = h/2[f(x₀)+2f(x₁)+...+2f(x_{n-1})+f(x