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Urs Heckmann

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Numerical Integration

What's up with that trapezoidal business?

So I finally fired up OmniGraffle to sketch some examples for Forward Euler vs. Trapezoidal Integration. Let's dive right in:

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The idea is, to integrate a known function y = f(x) we simply sample that function and build square blocks between the sample intervals. Those blocks are supposed to approximate the integral of that function. This . . .

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February 20, 2016

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