If one looks at the different problems of the integral calculus which arise naturally when one wishes to go deep into the different parts of physics, it is impossible not to be struck by the analogies existing. - Henri Poincaré

One of the most basic but also most important applications of computers in physics is the evaluation of integrals. Integrals occur widely in physics and, while some integrals can be done analytically, many cannot. In this lesson we will learn several methods for numerical integration and, as part of this, we will learn how to generate random numbers.

Before you begin

Please see the Setup page for more details.

Lesson outline

Topic Objective Quick test
Basic numerical integration How can I do basic numerical integration? :mag:
Calculating integrals using Monte Carlo methods How do I generate random numbers?
How do I integrate using Monte Carlo methods?		 :flashlight:

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