3. Gauss-Legendre Numerical Integration

In this section we’re going to introduce the Gauss-Legendre numerical integration scheme.  This is a hugely valuable tool for complex integration and reduced the process down to a simple summation of terms. 

Like any numerical method, we’ll need to be mindful of how the accuracy of the technique is affected. So as well as demonstrating how to implement the scheme, we’re going spend some time understanding convergence and how to ensure accurate results. 

Once this section is complete - we’ve covered the bulk of the theory necessary to build our solver.