Welcome to the Quant Equation Archive!
The equations in this category are used to estimate the integral of functions.
Numerical Integration
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| The Clenshaw-Curtis quadrature are used for numerical approximation of integrals.
It has an accuracy comparable to that of the Gaussian quadrature, and has natural extensions for adaptive integration. full text » |
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| The Gauss-Legendre quadrature is based on the use of an optimally chosen polynomial to approximate an integrand. It has an error of order 2n, and is exact for function f(x) that are polynomials order order 2n-1. full text » |
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| The Gauss-Legendre quadrature is based on the use of an optimally chosen polynomial to approximate an integrand. It has an error of order 2n, and is exact for function f(x) that are polynomials order order 2n. full text » |
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| The Gauss-Legendre quadrature is based on the use of an optimally chosen polynomial to approximate an integrand. It has an error of order 2n, and is exact for function f(x) that are polynomials order order 2n. full text » |
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| The left Riemann sum integrated a function by partitioning the interval [a,b] in n subintervals. The area in each interval is approximated with a rectangle whose hight is the function height at the left part of that interval. full text » |
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| The Simpson's numerical integration rule uses parabola to approximate an integral. full text » |
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| The Trapezoid numerical Integration method uses trapezoids to approximate the integral. full text » |
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