ABSTRACT

In the last chapter, I talked about two kinds of numerical integration: quadrature and a general-purpose numerical integration I called trajectory generation. The difference between the two types is profound, so it deserves emphasis here. In quadrature, you have a function to integrate of the form

Because this function does not depend on y, you can plot a graph of f(x), and integration finds the area under the curve. More appropriate to numerical calculus, you can generate a table of values of the function and find the integral by operating on those tabular values. For this purpose, Simpson's Rule is more than adequate for most applications.