ABSTRACT

The function/(x), which is to be integrated, may be a known function or a set of discrete data. Some known functions have an exact integral, in which case Eq. (6.1) can be evaluated exactly in closed form. Many known functions, however, do not have an exact integral, and an approximate numerical procedure is required to evaluate Eq. (6.1). In many cases, the function/(x) is known only at a set of discrete points, in which case an approximate numerical procedure is again required to evaluate Eq. (6.1). The evaluation of integrals by approximate numerical procedures is the subject of this chapter.