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  2. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    Loosely speaking, a function is Riemann integrable if all Riemann sums converge as the partition "gets finer and finer". While not derived as a Riemann sum, taking the average of the left and right Riemann sums is the trapezoidal rule and gives a trapezoidal sum .

  3. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    The trapezoidal rule may be viewed as the result obtained by averaging the left and right Riemann sums, and is sometimes defined this way. The integral can be even better approximated by partitioning the integration interval, applying the trapezoidal rule to each subinterval, and summing the results. In practice, this "chained" (or "composite ...

  4. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    After trapezoid rule estimates are obtained, Richardson extrapolation is applied. For the first iteration the two piece and one piece estimates are used in the formula ⁠ 4 × (more accurate) − (less accurate) / 3 ⁠. The same formula is then used to compare the four piece and the two piece estimate, and likewise for the higher estimates

  5. Fundamental theorem of calculus - Wikipedia

    en.wikipedia.org/wiki/Fundamental_theorem_of...

    A converging sequence of Riemann sums. The number in the upper left is the total area of the blue rectangles. They converge to the definite integral of the function. We are describing the area of a rectangle, with the width times the height, and we are adding the areas together.

  6. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    A quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. Numerical integration methods can generally be described as combining evaluations of the integrand to get an approximation to the integral.

  7. Midpoint method - Wikipedia

    en.wikipedia.org/wiki/Midpoint_method

    The midpoint method computes + so that the red chord is approximately parallel to the tangent line at the midpoint (the green line). In numerical analysis , a branch of applied mathematics , the midpoint method is a one-step method for numerically solving the differential equation ,

  8. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    One derivation replaces the integrand () by the quadratic polynomial (i.e. parabola) () that takes the same values as () at the end points and and the midpoint +, where = /.

  9. Riemann integral - Wikipedia

    en.wikipedia.org/wiki/Riemann_integral

    One popular restriction is the use of "left-hand" and "right-hand" Riemann sums. In a left-hand Riemann sum, t i = x i for all i, and in a right-hand Riemann sum, t i = x i + 1 for all i. Alone this restriction does not impose a problem: we can refine any partition in a way that makes it a left-hand or right-hand sum by subdividing it at each t i.