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A different technique, which goes back to Laplace (1812), [3] is the following. Let = =. Since the limits on s as y → ±∞ depend on the sign of x, it simplifies the calculation to use the fact that e −x 2 is an even function, and, therefore, the integral over all real numbers is just twice the integral from zero to infinity.
The integration problem can be expressed in a slightly more general way by introducing a positive weight function ω into the integrand, and allowing an interval other than [−1, 1]. That is, the problem is to calculate ∫ a b ω ( x ) f ( x ) d x {\displaystyle \int _{a}^{b}\omega (x)\,f(x)\,dx} for some choices of a , b , and ω .
In the previous two integrals, n!! is the double factorial: for even n it is equal to the product of all even numbers from 2 to n, and for odd n it is the product of all odd numbers from 1 to n; additionally it is assumed that 0!! = (−1)!! = 1.
In numerical analysis Gauss–Laguerre quadrature (named after Carl Friedrich Gauss and Edmond Laguerre) is an extension of the Gaussian quadrature method for approximating the value of integrals of the following kind: + (). In this case
If the interval [a, b] is subdivided, the Gauss evaluation points of the new subintervals never coincide with the previous evaluation points (except at the midpoint for odd numbers of evaluation points), and thus the integrand must be evaluated at every point. Gauss–Kronrod formulas are extensions of the Gauss quadrature formulas generated by ...
Gauss–Jacobi quadrature can be used to approximate integrals of the form () (+) where ƒ is a smooth function on [−1, 1] and α, β > −1. The interval [−1, 1] can be replaced by any other interval by a linear transformation. Thus, Gauss–Jacobi quadrature can be used to approximate integrals with singularities at the end points.
The angular integration of an exponential in cylindrical coordinates can be written in terms of Bessel functions of the first kind [4] [5]: 113 ( ()) = and ( ()) = (). For applications of these integrals see Magnetic interaction between current loops in a simple plasma or electron gas .
Integration is the basic operation in integral calculus.While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful.