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  2. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    While not derived as a Riemann sum, taking the average of the left and right Riemann sums is the trapezoidal rule and gives a trapezoidal sum. It is one of the simplest of a very general way of approximating integrals using weighted averages. This is followed in complexity by Simpson's rule and Newton–Cotes formulas.

  3. Midpoint method - Wikipedia

    en.wikipedia.org/wiki/Midpoint_method

    The midpoint method computes + so that the red chord is approximately parallel to the tangent line at the midpoint (the green line). In numerical analysis , a branch of applied mathematics , the midpoint method is a one-step method for numerically solving the differential equation ,

  4. Partition of an interval - Wikipedia

    en.wikipedia.org/wiki/Partition_of_an_interval

    A partition of an interval being used in a Riemann sum. The partition itself is shown in grey at the bottom, with the norm of the partition indicated in red. In mathematics, a partition of an interval [a, b] on the real line is a finite sequence x 0, x 1, x 2, …, x n of real numbers such that a = x 0 < x 1 < x 2 < … < x n = b.

  5. Riemann solver - Wikipedia

    en.wikipedia.org/wiki/Riemann_solver

    Generally speaking, Riemann solvers are specific methods for computing the numerical flux across a discontinuity in the Riemann problem. [1] They form an important part of high-resolution schemes; typically the right and left states for the Riemann problem are calculated using some form of nonlinear reconstruction, such as a flux limiter or a WENO method, and then used as the input for the ...

  6. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    The trapezoidal rule may be viewed as the result obtained by averaging the left and right Riemann sums, and is sometimes defined this way. The integral can be even better approximated by partitioning the integration interval, applying the trapezoidal rule to each subinterval, and summing the results. In practice, this "chained" (or "composite ...

  7. Calculus - Wikipedia

    en.wikipedia.org/wiki/Calculus

    The definite integral inputs a function and outputs a number, which gives the algebraic sum of areas between the graph of the input and the x-axis. The technical definition of the definite integral involves the limit of a sum of areas of rectangles, called a Riemann sum. [49]: 282 A motivating example is the distance traveled in a given time.

  8. Poisson summation formula - Wikipedia

    en.wikipedia.org/wiki/Poisson_summation_formula

    The Poisson summation formula is also useful to bound the errors obtained when an integral is approximated by a (Riemann) sum. Consider an approximation of S ( 0 ) = ∫ − ∞ ∞ d x s ( x ) {\textstyle S(0)=\int _{-\infty }^{\infty }dx\,s(x)} as δ ∑ n = − ∞ ∞ s ( n δ ) {\textstyle \delta \sum _{n=-\infty }^{\infty }s(n\delta ...

  9. Perron's formula - Wikipedia

    en.wikipedia.org/wiki/Perron's_formula

    Here, the prime on the summation indicates that the last term of the sum must be multiplied by 1/2 when x is an integer. The integral is not a convergent Lebesgue integral; it is understood as the Cauchy principal value. The formula requires that c > 0, c > σ, and x > 0.