Formulae for Numerical Integration

Extract

Numerical integration, including the numerical integration of differential equations, is becoming increasingly necessary in technical applications. For such purposes, when a very high order of accuracy is not required, formulae which use successive values of the function to be integrated are more convenient than those using differences. Individual authors have given formulae of this type from time to time but a systematic list is not known to the present writer, and would seem to be of service.

The present list gives formulae of four types : (I) formulae for evaluating definite integrals ; (II) formulae for forward integration ; (III) formulae for integrating over a subrange ; and (IV) formulae involving values of both the function and its integral. The leading term in the error series is given. Finally, some comments are made upon the formulae and their uses.