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Explore numerical differentiation, integration using Trapezoidal & Simpson’s Rules, Romberg Integration, Gaussian Quadrature method, and innovative Hwa’s Integral Method for efficient n-dimensional multiple integrals computation.
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5-4 Hwa’s Integral Method (華羅庚積分法) • For computing an n-dimensional multiple integral, it needs n nested loops for most methods. And then more CPU time consumes. But Hwa’s method needs only one loop.