Numerical Integration is a technique employed when an analytic solution to a differential equation is difficult or impossible to find. It involves approximating the solution by discretizing the problem and solving it at specific points. This is particularly useful for non-linear or complex equations that don't have solutions in closed form.
Some common numerical methods include:
- Euler's Method: A simple one-step method that's easy to implement but may be less accurate for small step sizes.
- Runge-Kutta Methods: A family of iterative methods that provide higher accuracy, particularly popular is the fourth-order Runge-Kutta method.
- Finite Difference Method: Used to approximate solutions by replacing derivatives with difference equations.
Numerical integration enables solving real-world problems that are analytically intractable, making it essential in fields like engineering and physics.