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Numerical differentiation and integration

In: Numerical Analysis

Author

Listed:
  • Ian Jacques

    (Coventry Lanchester Polytechnic, Department of Mathematics)

  • Colin Judd

    (Coventry Lanchester Polytechnic, Department of Mathematics)

Abstract

In this chapter we consider numerical methods for differentiation and integration. Both of these problems may be approached in the same way. A function f, known either explicitly or as a set of data points, is replaced by a simpler function. A polynomial p is the obvious choice of approximating function, since the operations of differentiation and integration are then easily performed.

Suggested Citation

  • Ian Jacques & Colin Judd, 1987. "Numerical differentiation and integration," Springer Books, in: Numerical Analysis, chapter 6, pages 190-232, Springer.
    • Handle: RePEc:spr:sprchp:978-94-009-3157-2_6
    DOI: 10.1007/978-94-009-3157-2_6
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