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  2. Limits of integration - Wikipedia

    en.wikipedia.org/wiki/Limits_of_integration

    In calculus and mathematical analysis the limits of integration (or bounds of integration) of the integral () of a Riemann integrable function f {\displaystyle f} defined on a closed and bounded interval are the real numbers a {\displaystyle a} and b {\displaystyle b} , in which a {\displaystyle a} is called the lower limit and b {\displaystyle ...

  3. Integral - Wikipedia

    en.wikipedia.org/wiki/Integral

    The function f(x) is called the integrand, the points a and b are called the limits (or bounds) of integration, and the integral is said to be over the interval [a, b], called the interval of integration. [18] A function is said to be integrable if its integral over its domain is finite. If limits are specified, the integral is called a ...

  4. Gaussian integral - Wikipedia

    en.wikipedia.org/wiki/Gaussian_integral

    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.

  5. Leibniz integral rule - Wikipedia

    en.wikipedia.org/wiki/Leibniz_integral_rule

    In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Wilhelm Leibniz, states that for an integral of the form () (,), where < (), < and the integrands are functions dependent on , the derivative of this integral is expressible as (() (,)) = (, ()) (, ()) + () (,) where the partial derivative indicates that inside the integral, only the ...

  6. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    Args: f: The function to integrate. a: Lower limit of integration. b: Upper limit of integration. max_steps: Maximum number of steps. acc: Desired accuracy. Returns: The approximate value of the integral.

  7. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    The integral here is a complex contour integral which is path-independent because ⁡ is holomorphic on the whole complex plane . In many applications, the function argument is a real number, in which case the function value is also real.

  8. Multiple integral - Wikipedia

    en.wikipedia.org/wiki/Multiple_integral

    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]

  9. Gaussian quadrature - Wikipedia

    en.wikipedia.org/wiki/Gaussian_quadrature

    The integration problem can be expressed in a slightly more general way by introducing a positive weight function ω into the integrand, and allowing an interval other than [−1, 1]. That is, the problem is to calculate () for some choices of a, b, and ω.