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In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann . One very common application is in numerical integration , i.e., approximating the area of functions or lines on a graph, where it is also known as the rectangle rule .
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 ...
In technical language, integral calculus studies a certain linear operator. The Riemann sum inputs a function and outputs a function, which gives the algebraic sum of areas between the part of the graph of the input and the x-axis. A motivating example is the distances traveled in a given time.
A quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. Numerical integration methods can generally be described as combining evaluations of the integrand to get an approximation to the integral.
Each term in the sum is the product of the value of the function at a given point and the length of an interval. Consequently, each term represents the (signed) area of a rectangle with height f(t i) and width x i + 1 − x i. The Riemann sum is the (signed) area of all the rectangles. Closely related concepts are the lower and upper Darboux sums.
The Itô integral can be defined in a manner similar to the Riemann–Stieltjes integral, that is as a limit in probability of Riemann sums; such a limit does not necessarily exist pathwise. Suppose that B is a Wiener process (Brownian motion) and that H is a right-continuous ( càdlàg ), adapted and locally bounded process.
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]
The slope field of () = +, showing three of the infinitely many solutions that can be produced by varying the arbitrary constant c.. In calculus, an antiderivative, inverse derivative, primitive function, primitive integral or indefinite integral [Note 1] of a continuous function f is a differentiable function F whose derivative is equal to the original function f.