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Methods for approximating integrals
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[QUICK DESCRIPTION] This article is about different methods of approximating definite integrals. === Method 1: Classical approximation methods === Amongst the methods it eventually discusses (some of them perhaps in articles linked to from this one) should be the [[w:Rectangle rule|midpoint rule]], the [[w:Trapezium rule|trapezium rule]], [[w:Simpson's rule]], approximation by the polynomial that agrees with your function at equally spaced points, [[w:Gaussian quadrature]], and others. === Method 2: Approximate the integrand by a main term plus an error === If $f$ uniformly approximates $g$ on a bounded interval, then their integrals on that interval are close. (more to be written) === Method 3: the principle of stationary phase === Discussed on [[the method of stationary phase|this page]].
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