Numerical methods
Resources¶
Books:
Numerical optimization¶
TBD
Numerical differentiation¶
TBD
Numerical integration¶
Newton-Cotes formulae¶
Trapezoid Rule¶
Simpson's Rule¶
Gaussian Quadrature¶
Gauss-Legendre Quadrature¶
Gauss-Hermite Quadrature¶
Monte-Carlo integration¶
Solving nonlinear equations¶
TBD