Hi,(adsbygoogle = window.adsbygoogle || []).push({});

I've using numerical integration method (Simpson rule) to evaluate a definite integral in the interval [a,b]. I was wondering what is the ideal way to approximate the integral in the boundary [a,b) or (a,b] or (a,b) when for example, the function inside the integral does not exist at that point. What I usually do is add a small constant to the open boundary, for example to evaluate integral at (a,b], I will evaluate at [a+10^-6,b]. What are your thoughts?

Secondly, are there any numerical integration methods available in R?

thanks,

Sam

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Numerical integration simpson

**Physics Forums | Science Articles, Homework Help, Discussion**