People who write software have probably looked at numerical integration like Simpson’s rule or the midpoint rule. That makes it pretty obvious that integration is summing up small bits of something.

Numerical integration and differentiation techniques are commonly used in engineering, particularly when analyzing experimental data. Integration and differentiation of measured response signals can ...

As an application we discuss the long time integration of chaotic Hamiltonian systems and the approximation of time averages along numerically computed trajectories.

Numerical integration of a multimodal integrand f (θ) is approached by Monte Carlo integration via importance sampling. A mixture of multivariate t density functions is suggested as an importance ...