Numerical Integration

Consider a function $f(x)$ defined over a range of $a\le x\le b$.

1. Divide the domain $a\le x\le b$ into evenly-spaced intervals.
2. Estimate the function or tabulated data using a curve (e.g. linear, polynomial)
3. Estimate the area under the curve as the summation of the area of the individual intervals

Methods:

• Trapezoid Rule
  • Composite Trapezoid Rule