Lecture

Numerical Integration Algorithms

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In course

CH-351: Molecular dynamics and Monte-Carlo simulation

Introduction to molecular dynamics and Monte-Carlo simulation methods. ...

Description

This lecture covers numerical integration algorithms, including simple sum, quadrature with interpolation functions, midpoint rule, trapezoidal rule, Simpson's rule, Gaussian quadrature, and Monte Carlo integration. It also discusses the numerical evaluation of configurational space integrals using numerical quadrature and Monte Carlo sampling, as well as the derivation of the Maxwell-Boltzmann Distribution and importance sampling in ensemble averages. The Metropolis algorithm for generating new configurations in a system is also explained.

Instructor

Ursula Röthlisberger

U. Röthlisberger was born in Solothurn (Switzerland). In 1988 she made her diploma in Physical Chemistry in the group of Prof. Ernst Schumacher at the University of Berne (Switzerland). Her Ph.D. thesis was done in collaboration with Dr. Wanda Andreoni at the IBM Zurich Research Laboratory in Rüschlikon. After finishing her Ph.D in 1991 she spent some time as a postdoctoral research assistant at the IBM Research Lab. From 1992-1995 she was a postdoctoral research assistant in the group of Prof. Michael L. Klein at the University of Pennsylvania in Philadelphia (USA). In 1994 she was awarded an advanced researcher fellowship (Profil 2) from the Swiss National Science Foundation. Before starting her Profile 2-fellowship she spent another year as postdoctoral research assistant in the group of Prof. Michele Parrinello at the Max-Planck-Institute for Solid State Physics in Stuttgart, Germany. In 1996 she moved as Profile 2-fellow to the ETH in Zurich, hosted by the group of Prof. Wilfred F. van Gunsteren. In 1997 she became Assistant Professor of Computer-Aided Inorganic Chemistry at the ETH Zurich.

Official source

Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

Related concepts (20)

Numerical integration

In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.

Simpson's rule

In numerical integration, Simpson's rules are several approximations for definite integrals, named after Thomas Simpson (1710–1761). The most basic of these rules, called Simpson's 1/3 rule, or just Simpson's rule, reads In German and some other languages, it is named after Johannes Kepler, who derived it in 1615 after seeing it used for wine barrels (barrel rule, Keplersche Fassregel). The approximate equality in the rule becomes exact if f is a polynomial up to and including 3rd degree.

Numerical methods for ordinary differential equations

Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.

Gaussian quadrature

In numerical analysis, a quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. (See numerical integration for more on quadrature rules.) An n-point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree 2n − 1 or less by a suitable choice of the nodes x_i and weights w_i for i = 1, ..., n.

Numerical analysis

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.

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