Numerical Method for Finding Single and Multiple Integrals

In this paper, an iterative numerical method for obtaining approximate values of definite single, double and triple integrals will be illustrated. This method depends on approximating the single integral function by spline polynomial of fifth degree, while Gauss Legendre points as well as spline polynomials are used for finding multiple integrals. The study shows that when the method are applied to single integrals is convergent of order sixth, as well as when applied to triple integrals is convergent of order sixth for three Gauss Legendre points or greater. Errors estimates of the proposed method alongside numerical examples are given to test the convergence and accuracy of the method.