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There is also an alternative approach to developing the theory of integration via methods of functional analysis. The Riemann integral exists for any continuous function f of compact support defined on R n (or a fixed open subset). Integrals of more general functions can be built starting from these integrals.
If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. Numerical integration has roots in the geometrical problem of finding a square with the same area as a given plane figure ( quadrature or squaring ...
For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems. The Picard–Lindelöf theorem states that there is a unique solution, provided f is Lipschitz-continuous .
For linear multistep methods, an additional concept called zero-stability is needed to explain the relation between local and global truncation errors. Linear multistep methods that satisfy the condition of zero-stability have the same relation between local and global errors as one-step methods.
The number e is a mathematical constant approximately equal to 2.71828 that is the base of the natural logarithm and exponential function.It is sometimes called Euler's number, after the Swiss mathematician Leonhard Euler, though this can invite confusion with Euler numbers, or with Euler's constant, a different constant typically denoted .
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.
An illustration of Monte Carlo integration. In this example, the domain D is the inner circle and the domain E is the square. Because the square's area (4) can be easily calculated, the area of the circle (π*1.0 2) can be estimated by the ratio (0.8) of the points inside the circle (40) to the total number of points (50), yielding an approximation for the circle's area of 4*0.8 = 3.2 ≈ π.
In calculus, symbolic integration is the problem of finding a formula for the antiderivative, or indefinite integral, of a given function f(x), i.e. to find a formula for a differentiable function F(x) such that