Quadrature Formulas
Quadrature Formulas
formulas for approximating definite integrals by means of the values of the integrand at a finite number of points. The most common quadrature formulas have the form
where x1x2, …, xn are the nodes of the quadrature formula, A1, A2 . . . ,An are its coefficients, and Rn is the remainder term. For example,
where a ≤ ξ ≤ b (trapezoidal rule). Sometimes for mulas for mechanical, or numerical, quadrature are also called quadrature formulas.