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  2. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    Args: f: The function to integrate. a: Lower limit of integration. b: Upper limit of integration. max_steps: Maximum number of steps. acc: Desired accuracy. Returns: The approximate value of the integral.

  3. Adaptive step size - Wikipedia

    en.wikipedia.org/wiki/Adaptive_step_size

    There, scenarios emerge where one can take large time steps when the spacecraft is far from the Earth and Moon, but if the spacecraft gets close to colliding with one of the planetary bodies, then small time steps are needed. Romberg's method and Runge–Kutta–Fehlberg are examples of a numerical integration methods which use an adaptive ...

  4. Richardson extrapolation - Wikipedia

    en.wikipedia.org/wiki/Richardson_extrapolation

    Given approximations of from three distinct step sizes , /, and /, the exact relationship = () + = () + yields an approximate relationship (please note that the notation here may cause a bit of confusion, the two O appearing in the equation above only indicates the leading order step size behavior but their explicit forms are different and ...

  5. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    The term "numerical integration" first appears in 1915 in the publication A Course in Interpolation and Numeric Integration for the Mathematical Laboratory by David Gibb. [2] "Quadrature" is a historical mathematical term that means calculating area. Quadrature problems have served as one of the main sources of mathematical analysis.

  6. Boole's rule - Wikipedia

    en.wikipedia.org/wiki/Boole's_rule

    In cases where the integration is permitted to extend over equidistant sections of the interval [,], the composite Boole's rule might be applied. Given N {\displaystyle N} divisions, where N {\displaystyle N} mod 4 = 0 {\displaystyle 4=0} , the integrated value amounts to: [ 4 ]

  7. Adaptive quadrature - Wikipedia

    en.wikipedia.org/wiki/Adaptive_quadrature

    Adaptive quadrature is a numerical integration method in which the integral of a function is approximated using static quadrature rules on adaptively refined subintervals of the region of integration. Generally, adaptive algorithms are just as efficient and effective as traditional algorithms for "well behaved" integrands, but are also ...

  8. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    The integral here is a complex contour integral which is path-independent because ⁡ is holomorphic on the whole complex plane . In many applications, the function argument is a real number, in which case the function value is also real.

  9. Limits of integration - Wikipedia

    en.wikipedia.org/wiki/Limits_of_integration

    In calculus and mathematical analysis the limits of integration (or bounds of integration) of the integral () of a Riemann integrable function f {\displaystyle f} defined on a closed and bounded interval are the real numbers a {\displaystyle a} and b {\displaystyle b} , in which a {\displaystyle a} is called the lower limit and b {\displaystyle ...