If you are finding the value of the y=\int_{a}^{b} f(x) dx, then we can solve the integral as an ordinary differential equation as

dy/dx=f(x), y(a)=0

We can now use any of the numerical techniques such as Euler’s methods and Runge-Kutta methods to find the value of y(b) which would be the approximate value of the integral. Use exact techniques of solving linear ODEs with fixed coefficients such as Laplace transforms, and you can have the exact value of the integral.


This post is brought to you by Holistic Numerical Methods: Numerical Methods for the STEM undergraduate at http://numericalmethods.eng.usf.edu

Subscribe to the blog via a reader or email to stay updated with this blog. Let the information follow you.