ABSTRACT

The techniques of this chapter are also rather old; the beginning of the 18th century brought the renaissance of this topic, starting with Newton [9]. His work was generalized by Cotes [4], resulting in the class of Newton-Cotes formulae, the subject of the first section of this chapter. Simpson [11], who is credited with giving the trigonometric functions their names, is the source of one of the most widely used formulae discussed below. Stirling [12] is worthy of mention here for suggesting the idea of composite methods. Gauss took up the topic about a century later, and as in many occasions, standing on the shoulders of giants, he added a significant contribution [5].