Practical Numerical Integration (v. 1)

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9780471938989: Practical Numerical Integration (v. 1)
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Offers the quadrature user a selection of the most effective algorithms in each of the main areas of the subject. Topics range from Simpson's rule and Gaussian quadrature to recent research on irregular oscillatory and singular quadrature. A full set of test examples is given and implemented for each method discussed, demonstrating its practical limitations.

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