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SIMULATION
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Efficient Numerical Integration Using Gaussian Quadrature

J. Place

Computer Science Telecommunication Program University of Missouri-Kansas City Kansas City, Missouri, USA

J. Stach

Computer Science Telecommunication Program University of Missouri-Kansas City Kansas City, Missouri, USA

Simulation engineers are occasionally required to include numerical integration in their simulation models. The technique most often used is the simple "trapezoid method." In this short tutorial, we review Gaussian Quadrature techniques for nu merical integration and show how careful deployment of coefficient weights and se lection of the number of coefficients can dramatically reduce the work required to produce excellent numerical results.

Key Words: Numerical integration • simulation support • Gaussian Quadrature

SIMULATION, Vol. 73, No. 4, 232-237 (1999)
DOI: 10.1177/003754979907300405
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