''' Numerical integration or quadrature for a smooth function f with known values at x_i This method is the classical approch of suming 'Equally Spaced Abscissas' method 2: "Simpson Rule" ''' from __future__ import print_function def method_2(boundary, steps): # "Simpson Rule" # int(f) = delta_x/2 * (b-a)/3*(f1 + 4f2 + 2f_3 + ... + fn) h = (boundary[1] - boundary[0]) / steps a = boundary[0] b = boundary[1] x_i = makePoints(a,b,h) y = 0.0 y += (h/3.0)*f(a) cnt = 2 for i in x_i: y += (h/3)*(4-2*(cnt%2))*f(i) cnt += 1 y += (h/3.0)*f(b) return y def makePoints(a,b,h): x = a + h while x < (b-h): yield x x = x + h def f(x): #enter your function here y = (x-0)*(x-0) return y def main(): a = 0.0 #Lower bound of integration b = 1.0 #Upper bound of integration steps = 10.0 #define number of steps or resolution boundary = [a, b] #define boundary of integration y = method_2(boundary, steps) print 'y = {0}'.format(y) if __name__ == '__main__': main()