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Step i = 0 yields the original integral. For the complete result in step i > 0 the i th integral must be added to all the previous products (0 ≤ j < i) of the j th entry of column A and the (j + 1) st entry of column B (i.e., multiply the 1st entry of column A with the 2nd entry of column B, the 2nd entry of column A with the 3rd entry of ...
In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."
Using these integration rules makes the calculation of the deflection of Euler-Bernoulli beams simple in situations where there are multiple point loads and point moments. The Macaulay method predates more sophisticated concepts such as Dirac delta functions and step functions but achieves the same outcomes for beam problems.
Feynman parametrization is a technique for evaluating loop integrals which arise from Feynman diagrams with one or more loops. However, it is sometimes useful in integration in areas of pure mathematics as well.
The substitution is described in most integral calculus textbooks since the late 19th century, usually without any special name. [5] It is known in Russia as the universal trigonometric substitution , [ 6 ] and also known by variant names such as half-tangent substitution or half-angle substitution .
Duhamel's principle is the result that the solution to an inhomogeneous, linear, partial differential equation can be solved by first finding the solution for a step input, and then superposing using Duhamel's integral. Suppose we have a constant coefficient, m-th order inhomogeneous ordinary differential equation.
Schwinger parametrization is a technique for evaluating loop integrals which arise from Feynman diagrams with one or more loops. Using the well-known observation that 1 A n = 1 ( n − 1 ) ! ∫ 0 ∞ d u u n − 1 e − u A , {\displaystyle {\frac {1}{A^{n}}}={\frac {1}{(n-1)!}}\int _{0}^{\infty }du\,u^{n-1}e^{-uA},}
where ΔU t = U(t) − U(t−). This result can be seen as a precursor to Itô's lemma, and is of use in the general theory of stochastic integration. The final term is ΔU(t)ΔV(t) = d[U, V], which arises from the quadratic covariation of U and V. (The earlier result can then be seen as a result pertaining to the Stratonovich integral.)