Gaussian Quadrature: A Powerful Numerical Integration Technique
2025-06-08
This blog post explores Gaussian quadrature, a powerful numerical integration technique, specifically Chebyshev-Gauss quadrature. It approximates definite integrals by evaluating the function at specific nodes and summing the weighted values. Compared to traditional methods, it achieves higher accuracy with fewer nodes, particularly for integrals over the interval [-1,1]. The post explains how to adapt general intervals and function forms to fit the Chebyshev-Gauss quadrature, demonstrating its application and advantages with an example. The technique found application in estimating sea level change rates.
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