Introduction
In engineering practice constantly there is a necessity of calculation of definite integrals. If some function
where
However in most cases there are no final formulas expressing indefinite integral in form of combination of elementary functions as to find primitive
Numerical integration is region of approached methods of calculation of definite integrals. There is a set of methods of numerical integration: the trapezoid rule, Simpson's, Gauss's, Newton-Leibniz, Chebishev's formulas etc. We’ll be limited here to consideration of two most simple and widely applied algorithms: the trapezoid rule and Simpson’s method. So, let it is required to calculate the definite integral:
where
The problem of numerical integration consists in calculation of value of integral (2) on a number of values of integrand
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