Convergence: Trapezoid O(h²), Simpson O(h⁴), Gaussian O(h^2p) - for p nodes, exact on polynomials of degree 2p−1. Watch the error chart steepen as n grows.
Numerical Integration - Interactive Visualization
Numerical integration approximates definite integrals using finite summation. The trapezoid rule uses first-order polynomial fits. Simpson's rule uses second-order, dramatically reducing error. Gaussian quadrature uses strategically placed points (Gauss-Legendre nodes) to achieve polynomial exactness far beyond its apparent simplicity - n points exactly integrate polynomials up to degree 2n-1.
Choose from sin, x², exp(-x²), |x| and integration bounds
Compare trapezoid, Simpson, and Gaussian quadrature on the same function
Adjust n (number of panels/points) to see error decrease
See error vs n convergence rate: O(h²) vs O(h⁴) vs exponential
Foundation for Monte Carlo integration, expectation computation, and normalizing constants
Part of the EngineersOfAI Interactive 3D - free interactive visualizations covering every major concept in machine learning and AI engineering. Hover any element for a plain-English explanation. No code required.