Numerical Integration in C++

This project implements and compares several numerical integration methods in C++.
It was created as a small playground to practice and improve my C++ programming skills while working with classical numerical algorithms.

Implemented Methods

• Trapezoidal Rule
• Simpson’s Rule
• Monte Carlo Integration

Each numerical result is compared to an analytical solution to compute absolute errors.

Features

• Arbitrary functions via function pointers
• Analytical reference integrals for validation
• Runtime measurement using std::chrono
• Error analysis for increasing numbers of intervals
• Export of error data to CSV

Error Analysis & Visualization

• Error data is written to data/errors.csv and not published on github
• A Jupyter notebook is included that loads this file and visualizes the convergence behavior of the different methods

Project Structure

. 
├── src/
│ └── main.cpp
│ └── integration.h
│ └── integration.cpp
├── data/
│ └── errors.csv
├── plots/
│ └── making_plots.ipynb
└── Makefile

Purpose

This project was used to experiment with:

• Numerical integration techniques
• Clean C++ code structure
• Basic performance and error analysis