Numerical Integration: Simpson and Trapezoid

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Integration is a fundamental concept of calculus that calculates the accumulated value of a function over a given interval. Formally, the definite integral of a continuous function \( f(x) \) over the interval \([a, b]\) is expressed as:

\[ \int_{a}^{b} f(x)\,dx \]

This operation measures the net area under the curve of the function \( f(x) \), considering areas above the x-axis as positive and those below as negative. When the function does not have a simple analytical form or the integral cannot be directly solved, numerical methods like the Trapezoid and Simpson methods are used to approximate this area using sums of simple geometric shapes.

Numerical Integration Equations

Simpson Method:

\[ \int_{a}^{b} f(x)\,dx \approx \frac{h}{3} \left[ f(x_0) + 4 \sum_{i=1}^{n/2} f(x_{2i-1}) + 2 \sum_{i=1}^{n/2-1} f(x_{2i}) + f(x_n) \right] \]