Numerical definite integration calculator

Calculate numerical integral estimate and method error diagnostic with your own figures.

Your numbers

Use the units shown. Results update as you change valid inputs.

Use numerical integral estimate and method error diagnostic to compare changes to your inputs. The method and limits below explain the scope.

Examples

Examples

Try the starting example

Restricted real expression f(x)
x^3
Integration start
0
Integration end
2
Absolute error-estimate tolerance
1e-08
Method: adaptive-simpson or composite-trapezoid
adaptive-simpson
Numerical integral estimate
4
Method error diagnostic
0
Function evaluations
5

Try another scenario

Restricted real expression f(x)
x
Integration start
0
Integration end
2
Absolute error-estimate tolerance
1e-08
Method: adaptive-simpson or composite-trapezoid
composite-trapezoid
Numerical integral estimate
2
Method error diagnostic
0
Function evaluations
3
Calculation method

Calculation method

Numerical integral estimate

Adaptive Simpson recursively refines halves and applies the delta/15 correction. Composite trapezoid doubles uniform panels until its step-difference/3 diagnostic meets tolerance. Reverse bounds reverse the integral sign.

Method error diagnostic

Sum accepted Simpson |delta|/15 estimates, or final trapezoid difference/3; this is a smooth-function diagnostic, not a certified error bound.

Function evaluations

Count finite function evaluations; a 20,000-evaluation budget and refinement limits prevent an unbounded run.

Symbols and units
a
Restricted real expression f(x)
b
Integration start
c
Integration end
d
Absolute error-estimate tolerance
e
Method: adaptive-simpson or composite-trapezoid

Use the units shown. A list keeps the order in which you enter its values. The symbol ^ means “raised to the power of”.

Assumptions & limits

Assumptions & limits

  • Finite smooth real functions over a finite interval. Singularities and unresolved refinement produce errors; discontinuities, cancellation and unsampled features can defeat numerical error estimates. Restricted expressions allow x (and y for ODEs), pi, e, + - * / ^, and sin, cos, tan, sec, csc, cot, exp, log, sqrt, abs, sinh, cosh, tanh, sech, csch, coth. Trigonometric arguments are in radians. Double-precision results are approximate. Numeric tables use 12 significant digits and display components at roundoff scale (32 machine epsilons relative to their row or relevant calculation scale) as zero; scalar diagnostics retain full precision.
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Further reading

SciPy: numerical integration and ODE method references ↗

Background reading; this does not imply endorsement or independent review of SumFizz.

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