I’m doing something that I should have done a long time ago: collecting a series of posts into one single post. The links below show my series on numerical integration.

Part 1 and Part 2: Introduction

Part 3: Derivation of left, right, and midpoint rules

Part 4: Derivation of Trapezoid Rule

Part 5: Derivation of Simpson’s Rule

Part 6: Connection between the Midpoint Rule, the Trapezoid Rule, and Simpson’s Rule

Part 7: Implementation of numerical integration using Microsoft Excel

Part 8, Part 9, Part 10, Part 11: Numerical exploration of error analysis

Part 12 and Part 13: Left endpoint rule and rate of convergence

Part 14 and Part 15: Right endpoint rule and rate of convergence

Part 16 and Part 17: Midpoint Rule and rate of convergence

Part 18 and Part 19: Trapezoid Rule and rate of convergence

Part 20 and Part 21: Simpson’s Rule and rate of convergence

Part 22: Comparison of these results to theorems found in textbooks

Part 23: Return to Part 2 and accuracy of **normalcdf** function on TI calculators