Numerical Integration Crash Course: All You Ever Might Need to Know in One Hour (Numerical Methods)

Показать описание

This video is a numerical integration crash course and is useful for many courses such as calculus and numerical analysis. In this video I review numerical integration techniques: 1) the left hand rule (left hand sum), 2) right hand rule (right hand sum), 3) trapezoid rule, 4) midpoint rule, 5) Simpson's rule. I look at the formulas and the errors, and graphically interpret the rules. Simpson's rule can be constructed from interpolating quadratic polynomials. I also look at how a cubic spline can be used to approximate an integral and how the error can be estimated with the error bound theorem for Simpson's rule (based on the fourth derivative (4th derivative) of the function).

Numerical Methods course (Numerical Analysis course) Lecture 23 at Bethel University, St. Paul, MN, Spring 2020. This is a calculus-based advanced undergraduate numerical analysis course.

AMAZON ASSOCIATE
As an Amazon Associate I earn from qualifying purchases.