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In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann . One very common application is in numerical integration , i.e., approximating the area of functions or lines on a graph, where it is also known as the rectangle rule .
Loosely speaking, the Riemann integral is the limit of the Riemann sums of a function as the partitions get finer. If the limit exists then the function is said to be integrable (or more specifically Riemann-integrable). The Riemann sum can be made as close as desired to the Riemann integral by making the partition fine enough.
The Riemann–Stieltjes integral admits integration by parts in the form () = () () ()and the existence of either integral implies the existence of the other. [2]On the other hand, a classical result [3] shows that the integral is well-defined if f is α-Hölder continuous and g is β-Hölder continuous with α + β > 1 .
The Darboux integral, which is defined by Darboux sums (restricted Riemann sums) yet is equivalent to the Riemann integral. A function is Darboux-integrable if and only if it is Riemann-integrable. Darboux integrals have the advantage of being easier to define than Riemann integrals.
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 ...
Applied to a function ƒ, the q-differintegral of f, here denoted by is the fractional derivative (if q > 0) or fractional integral (if q < 0). If q = 0, then the q-th differintegral of a function is the function itself. In the context of fractional integration and differentiation, there are several definitions of the differintegral.
Abel's summation formula can be generalized to the case where is only assumed to be continuous if the integral is interpreted as a Riemann–Stieltjes integral: ∑ x < n ≤ y a n ϕ ( n ) = A ( y ) ϕ ( y ) − A ( x ) ϕ ( x ) − ∫ x y A ( u ) d ϕ ( u ) . {\displaystyle \sum _{x<n\leq y}a_{n}\phi (n)=A(y)\phi (y)-A(x)\phi (x)-\int _{x ...
Here, the prime on the summation indicates that the last term of the sum must be multiplied by 1/2 when x is an integer. The integral is not a convergent Lebesgue integral; it is understood as the Cauchy principal value. The formula requires that c > 0, c > σ, and x > 0.