In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral. The term numerical quadrature (often abbreviated to quadrature) is ...

You can use these live scripts as demonstrations in lectures, class activities, or interactive assignments outside class. This module addresses standard topics from a first course in numerical methods ...

SIAM Journal on Numerical Analysis, Vol. 35, No. 4 (Aug., 1998), pp. 1684-1708 (25 pages) This paper introduces a general technique for the construction of multistep methods capable of integrating, ...

ABSTRACT: We present a new derivative-free optimization algorithm based on the sparse grid numerical integration. The algorithm applies to a smooth nonlinear objective function where calculating its ...

This is a preview. Log in through your library . Abstract Coupled differential equations which describe the simultaneous relaxation of different components at greatly different rates present a ...