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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 ...
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 .
If a term in the above particular integral for y appears in the homogeneous solution, it is necessary to multiply by a sufficiently large power of x in order to make the solution independent. If the function of x is a sum of terms in the above table, the particular integral can be guessed using a sum of the corresponding terms for y. [1]
Like the integral of the first kind, the complete elliptic integral of the second kind can be computed very efficiently using the arithmetic–geometric mean. [1] Define sequences a n and g n, where a 0 = 1, g 0 = √ 1 − k 2 = k ′ and the recurrence relations a n + 1 = a n + g n / 2 , g n + 1 = √ a n g n hold.
Just as the definite integral of a positive function of one variable represents the area of the region between the graph of the function and the x-axis, the double integral of a positive function of two variables represents the volume of the region between the surface defined by the function (on the three-dimensional Cartesian plane where z = f(x, y)) and the plane which contains its domain. [1]
These numbers are named after James Gregory who introduced them in 1670 in the numerical integration context. They were subsequently rediscovered by many mathematicians and often appear in works of modern authors, who do not always recognize them. [1] [5] [14] [15] [16] [17]
Example implementation in Common Lisp ( 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."
A famous example is the recurrence for the Fibonacci numbers, = + where the order is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients , because the coefficients of the linear function (1 and 1) are constants that do not depend on n . {\displaystyle n.}