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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 .
Generally speaking, Riemann solvers are specific methods for computing the numerical flux across a discontinuity in the Riemann problem. [1] They form an important part of high-resolution schemes; typically the right and left states for the Riemann problem are calculated using some form of nonlinear reconstruction, such as a flux limiter or a WENO method, and then used as the input for the ...
In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. [1]
Siegel derived it from the Riemann–Siegel integral formula, an expression for the zeta function involving contour integrals. It is often used to compute values of the Riemann–Siegel formula, sometimes in combination with the Odlyzko–Schönhage algorithm which speeds it up considerably.
This simplifies the theory and algorithms considerably. The problem of evaluating integrals is thus best studied in its own right. Conversely, the term "quadrature" may also be used for the solution of differential equations: "solving by quadrature" or "reduction to quadrature" means expressing its solution in terms of integrals.
In numerical analysis, Riemann problems appear in a natural way in finite volume methods for the solution of conservation law equations due to the discreteness of the grid. For that it is widely used in computational fluid dynamics and in computational magnetohydrodynamics simulations. In these fields, Riemann problems are calculated using ...
A function F(x) is an h-antiderivative of f(x) if D h F(x) = f(x).The h-integral is denoted by ().If a and b differ by an integer multiple of h then the definite integral () is given by a Riemann sum of f(x) on the interval [a, b], partitioned into sub-intervals of equal width h.
The Stratonovich integral can be defined in a manner similar to the Riemann integral, that is as a limit of Riemann sums. Suppose that W : [ 0 , T ] × Ω → R {\displaystyle W:[0,T]\times \Omega \to \mathbb {R} } is a Wiener process and X : [ 0 , T ] × Ω → R {\displaystyle X:[0,T]\times \Omega \to \mathbb {R} } is a semimartingale adapted ...