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The fundamental theorem of calculus relates definite integration to differentiation and provides a method to compute the definite integral of a function when its antiderivative is known; differentiation and integration are inverse operations.
The fundamental theorem of calculus establishes the relationship between indefinite and definite integrals and introduces a technique for evaluating definite integrals. If the interval is infinite the definite integral is called an improper integral and defined by using appropriate limiting procedures. for example:
To compute the integral, we set n to its value and use the reduction formula to express it in terms of the (n – 1) or (n – 2) integral. The lower index integral can be used to calculate the higher index ones; the process is continued repeatedly until we reach a point where the function to be integrated can be computed, usually when its index is 0 or 1.
In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral. The term numerical quadrature (often abbreviated to quadrature ) is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals.
This visualization also explains why integration by parts may help find the integral of an inverse function f −1 (x) when the integral of the function f(x) is known. Indeed, the functions x(y) and y(x) are inverses, and the integral ∫ x dy may be calculated as above from knowing the integral ∫ y dx.
In calculus, the trapezoidal rule (also known as the trapezoid rule or trapezium rule) [a] is a technique for numerical integration, i.e., approximating the definite integral: (). The trapezoidal rule works by approximating the region under the graph of the function f ( x ) {\displaystyle f(x)} as a trapezoid and calculating its area.
A. Dieckmann, Table of Integrals (Elliptic Functions, Square Roots, Inverse Tangents and More Exotic Functions): Indefinite Integrals Definite Integrals; Math Major: A Table of Integrals; O'Brien, Francis J. Jr. "500 Integrals of Elementary and Special Functions". Derived integrals of exponential, logarithmic functions and special functions.
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.
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