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Numerical Integration

When we study integration we see the explanation, "consider infinitesimal". But computer cannot use infinitesimal, so we use very small number. This approximation is the point of numerical calculation.

In integration, very small number is the width of rectangle area. We calculate the sum of rectangle area.

Monte Carlo Method

Monte Carlo method uses random number for sampling.

One of the ways to use this sampling is numerical integration. This integration is useful for complicated figures. Numerical integration method is not one approach.

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