Integrazione numerica

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In analisi numerica, l'integrazione numerica, nota anche come quadratura numerica, consiste in una serie di metodi che stimano il valore di un integrale definito, senza dover calcolare la primitiva della funzione integranda. In senso più generale, tale termine viene usato per indicare la risoluzione di equazioni differenziali per mezzo di tecniche di analisi numerica.

Introduzione

La necessità di utilizzare l'integrazione numerica, deriva da alcuni motivi:

  • non tutte le funzioni ammettono una primitiva in forma esplicita (per esempio la curva gaussiana);
  • la primitiva della funzione può essere molto complicata da valutare;
  • la funzione è disponibile solo in alcuni punti (per esempio nell'acquisizione dati).

I metodi di integrazione numerica possono essere distinti in due macrocategorie:

Nei casi di funzioni a più variabili può essere conveniente usare un metodo Monte Carlo, un metodo quasi-Monte Carlo, o, per dimensioni moderatamente grandi, il metodo delle griglie sparse.

Altri progetti

Collegamenti esterni

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