Abstract
In this chapter, we study numerical differentiation and integration. At first,
fundamental theories on differentiation and integration are discussed. Then, Newton's
forward difference, Leibniz's notation and Lagrange's notation are presented. At the
end of the chapter, various types of integration methods are discussed with the
engineering problem analysis
Keywords: Numerical differentiation, numerical integration, Newton’s forward difference formula, Leibniz’s notation, Lagrange’s notation, Newton’s notation, Euler’s notation, trapezoidal rule, Simpson's 1/3 rule, Simpson's 3/8 rule, double integration, Romberg integration.
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