Numerical Integration

When to Use

Use this skill when working on numerical-integration problems in numerical methods.

Decision Tree

1. Identify Integral Type

   • Definite integral over finite interval?
   • Improper integral (infinite bounds or singularities)?
   • Multiple dimensions?

2. Select Quadrature Method

   • Smooth function, finite interval: Gaussian quadrature
   • Oscillatory integrand: specialized methods (Filon, Levin)
   • Singularity at endpoint: adaptive methods
   • scipy.integrate.quad(f, a, b) for general 1D