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  2. Integration by reduction formulae - Wikipedia

    en.wikipedia.org/wiki/Integration_by_reduction...

    The main idea is to express an integral involving an integer parameter (e.g. power) of a function, represented by I n, in terms of an integral that involves a lower value of the parameter (lower power) of that function, for example I n-1 or I n-2. This makes the reduction formula a type of recurrence relation. In other words, the reduction ...

  3. Wallis' integrals - Wikipedia

    en.wikipedia.org/wiki/Wallis'_integrals

    By means of integration by parts, a reduction formula can be obtained. Using the identity ⁡ = ⁡, we have for all , ⁡ = (⁡) (⁡) = ⁡ ⁡ ⁡. Integrating the second integral by parts, with:

  4. Cauchy formula for repeated integration - Wikipedia

    en.wikipedia.org/wiki/Cauchy_formula_for...

    The Cauchy formula for repeated integration, named after Augustin-Louis Cauchy, allows one to compress n antiderivatives of a function into a single integral (cf. Cauchy's formula). For non-integer n it yields the definition of fractional integrals and (with n < 0) fractional derivatives .

  5. Tangent half-angle substitution - Wikipedia

    en.wikipedia.org/wiki/Tangent_half-angle...

    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 .

  6. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    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.

  7. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    Romberg's method is a Newton–Cotes formula – it evaluates the integrand at equally spaced points. The integrand must have continuous derivatives, though fairly ...

  8. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    Composite Simpson's 3/8 rule is even less accurate. Integration by Simpson's 1/3 rule can be represented as a weighted average with 2/3 of the value coming from integration by the trapezoidal rule with step h and 1/3 of the value coming from integration by the rectangle rule with step 2h. The accuracy is governed by the second (2h step) term

  9. Boole's rule - Wikipedia

    en.wikipedia.org/wiki/Boole's_rule

    The following Common Lisp code implements the aforementioned formula: ( defun integrate-composite-booles-rule ( f a b n ) "Calculates the composite Boole's rule numerical integral of the function F in the closed interval extending from inclusive A to inclusive B across N subintervals."