Numerical Integration: Discrete Riemann Integrals and Trapezoid Rule @Eigensteve
Numerical Integration: Discrete Riemann Integrals and Trapezoid Rule  @Eigensteve
Uploaded November 2022 | Updated September 2026, 2 weeks ago
In this video, I show how to approximate definite integrals to find the area under a curve using discrete numerical methods. In particular, I discuss approximations to the Riemann integral, including left and right rectangle rules, trapezoidal integration, and Simpson's rule based on spline interpolation. Importantly, we discuss the error of each method, compute them in Python and Matlab, and relate these techniques to other intuitive numerical schemes. All with pictures.

Playlist: youtube.com/playlist?list=PLMrJAkhIeNNTYaOnVI3QpH7jgULnAmvPA
Course Website: http://faculty.washington.edu/sbrunton/me564/

@eigensteve on Twitter
eigensteve.com
databookuw.com

This video was produced at the University of Washington

%%% CHAPTERS %%%
0:00 Numerical integration: Discrete Riemann integrals
10:53 Trapezoidal integration
18:42 Simpson's integration rule
22:56 Python code example
26:34 Matlab code example
Numerical Integration: Discrete Riemann Integrals and Trapezoid RuleEigenvalues and EigenvectorsSolving Systems of Differential Equations with Eigenvalues and EigenvectorsA Neural Network PrimerNew Certificate and Masters Degree in Machine Learning and Artificial Intelligence for Engineering!!AI/ML+Physics: Preview of Upcoming Modules and Bootcamps [Physics Informed Machine Learning]Complex Analysis L01: Overview & Motivation, Complex Arithmetic, Eulers Formula & Polar CoordinatesDensity Estimation with Gaussian Mixture Models (GMM) and Empirical Priors[7/8] Control for Societal-Scale Challenges: Road Map 2030 [Ethics, Fairness, & Regulatory Issues]Bayes Theorem (with Example!)2x2 Systems of ODEs: Imaginary Eigenvalues and Center Fixed PointsCentral Limit Theorem Example & Hypothesis Testing
Steve Brunton |

Numerical Integration: Discrete Riemann Integrals and Trapezoid Rule

SHARE TO X SHARE TO REDDIT SHARE TO FACEBOOK WALLPAPER