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  2. Gaussian integral - Wikipedia

    en.wikipedia.org/wiki/Gaussian_integral

    Integral of the Gaussian function, equal to sqrt (π) A graph of the function and the area between it and the -axis, (i.e. the entire real line) which is equal to . The Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function over the entire real line. Named after the German mathematician Carl ...

  3. Multiple integral - Wikipedia

    en.wikipedia.org/wiki/Multiple_integral

    In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, f(x, y) or f(x, y, z). Integrals of a function of two variables over a region in (the real-number plane) are called double integrals, and integrals of a function of three variables over a region ...

  4. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    Simpson's 1/3 rule. Simpson's 1/3 rule, also simply called Simpson's rule, is a method for numerical integration proposed by Thomas Simpson. It is based upon a quadratic interpolation and is the composite Simpson's 1/3 rule evaluated for . Simpson's 1/3 rule is as follows: where is the step size for .

  5. List of definite integrals - Wikipedia

    en.wikipedia.org/wiki/List_of_definite_integrals

    In mathematics, the definite integral. is the area of the region in the xy -plane bounded by the graph of f, the x -axis, and the lines x = a and x = b, such that area above the x -axis adds to the total, and that below the x -axis subtracts from the total. The fundamental theorem of calculus establishes the relationship between indefinite and ...

  6. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    Numerical integration has roots in the geometrical problem of finding a square with the same area as a given plane figure (quadrature or squaring), as in the quadrature of the circle. The term is also sometimes used to describe the numerical solution of differential equations.

  7. Gauss–Hermite quadrature - Wikipedia

    en.wikipedia.org/wiki/Gauss–Hermite_quadrature

    In numerical analysis, Gauss–Hermite quadrature is a form of Gaussian quadrature for approximating the value of integrals of the following kind: e {\displaystyle \int _ {-\infty }^ {+\infty }e^ {-x^ {2}}f (x)\,dx.} In this case. where n is the number of sample points used. The xi are the roots of the physicists' version of the Hermite ...

  8. Integration by reduction formulae - Wikipedia

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

    e. In integral calculus, integration by reduction formulae is a method relying on recurrence relations. It is used when an expression containing an integer parameter, usually in the form of powers of elementary functions, or products of transcendental functions and polynomials of arbitrary degree, can't be integrated directly.

  9. Integral - Wikipedia

    en.wikipedia.org/wiki/Integral

    t. e. In mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, [a] the other being differentiation. Integration was initially used to solve problems in mathematics ...