Numerical Integration

This lecture covers the numerical approach to approximating integrals, starting with the division of an interval into subintervals and the use of quadrature formulas to compute the integral. The instructor explains the error estimation and the importance of choosing integration points wisely, such as the Gauss-Legendre polynomial zeros. Various numerical integration formulas, including the trapezoidal rule, rectangle rule, Simpson's rule, and Gauss two-point formula, are discussed in terms of their accuracy and order of approximation.