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Numerical Integration (Quadrature)

Numerical Integration (Quadrature)

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Monte Carlo Integration Use randomly selected grid points. Useful for higher dimensional integrals (d>4) Newton-Cotes Methods • In Newton-Cotes Methods, the function is approximated by a polynomial of order n • To do this, we use ideas learnt from interpolation • Computing the integral of a polynomial is easy.!

  Integration, Oracl, Monte, Monte carlo integration

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