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  2. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    Loosely speaking, a function is Riemann integrable if all Riemann sums converge as the partition "gets finer and finer". 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 ...

  3. 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.

  4. Riemann integral - Wikipedia

    en.wikipedia.org/wiki/Riemann_integral

    One popular restriction is the use of "left-hand" and "right-hand" Riemann sums. In a left-hand Riemann sum, t i = x i for all i, and in a right-hand Riemann sum, t i = x i + 1 for all i. Alone this restriction does not impose a problem: we can refine any partition in a way that makes it a left-hand or right-hand sum by subdividing it at each t i.

  5. Multiple integral - Wikipedia

    en.wikipedia.org/wiki/Multiple_integral

    Consider a partition C of T as defined above, such that C is a family of m subrectangles C m and = We can approximate the total (n + 1)-dimensional volume bounded below by the n-dimensional hyperrectangle T and above by the n-dimensional graph of f with the following Riemann sum:

  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. Itô calculus - Wikipedia

    en.wikipedia.org/wiki/Itô_calculus

    Roughly speaking, one chooses a sequence of partitions of the interval from 0 to t and constructs Riemann sums. Every time we are computing a Riemann sum, we are using a particular instantiation of the integrator. It is crucial which point in each of the small intervals is used to compute the value of the function. The limit then is taken in ...

  8. Fundamental theorem of calculus - Wikipedia

    en.wikipedia.org/wiki/Fundamental_theorem_of...

    A converging sequence of Riemann sums. The number in the upper left is the total area of the blue rectangles. They converge to the definite integral of the function. We are describing the area of a rectangle, with the width times the height, and we are adding the areas together.

  9. Discrete calculus - Wikipedia

    en.wikipedia.org/wiki/Discrete_calculus

    Discrete integral calculus is the study of the definitions, properties, and applications of the Riemann sums. The process of finding the value of a sum is called integration. In technical language, integral calculus studies a certain linear operator.