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This is one of several integrals usually done in a first-year calculus course in which the most natural way to proceed involves integrating by parts and returning to the same integral one started with (another is the integral of the product of an exponential function with a sine or cosine function; yet another the integral of a power of the ...
Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
The integral of the secant function was historically one of the first integrals of its type ever evaluated, before most of the development of integral calculus. It is important because it is the vertical coordinate of the Mercator projection , used for marine navigation with constant compass bearing .
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 zeroeth extrapolation, R(n, 0), is equivalent to the trapezoidal rule with 2 n + 1 points; the first extrapolation, R(n, 1), is equivalent to Simpson's rule with 2 n + 1 points. The second extrapolation, R(n, 2), is equivalent to Boole's rule with 2 n + 1 points. The further extrapolations differ from Newton-Cotes formulas.
Integration by parts is a heuristic rather than a purely mechanical process for solving integrals; given a single function to integrate, the typical strategy is to carefully separate this single function into a product of two functions u(x)v(x) such that the residual integral from the integration by parts formula is easier to evaluate than the ...
To compute the integral, we set n to its value and use the reduction formula to express it in terms of the (n – 1) or (n – 2) integral. The lower index integral can be used to calculate the higher index ones; the process is continued repeatedly until we reach a point where the function to be integrated can be computed, usually when its index is 0 or 1.
The finite form of Jensen's inequality is a special case of this result. Consider the real numbers x 1, …, x n ∈ I and let := + + + denote their arithmetic mean.Then (x 1, …, x n) majorizes the n-tuple (a, a, …, a), since the arithmetic mean of the i largest numbers of (x 1, …, x n) is at least as large as the arithmetic mean a of all the n numbers, for every i ∈ {1, …, n − 1}.