July 25, 2008

Can I use numerical solution of ODE techniques to do numerical integration?

Yes.
If you are finding the value of the , then we can solve the integral as an ordinary differential equation as
dy/dx=f(x), y(a)=0
We can now use any of the numerical techniques such as Euler’s methods and Runge-Kutta methods to find the value of y(b) which would be the approximate value of the integral. Use [...]