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A different technique, which goes back to Laplace (1812), [3] is the following. Let = =. Since the limits on s as y → ±∞ depend on the sign of x, it simplifies the calculation to use the fact that e −x 2 is an even function, and, therefore, the integral over all real numbers is just twice the integral from zero to infinity.
Gauss–Kronrod rules are extensions of Gauss quadrature rules generated by adding n + 1 points to an n-point rule in such a way that the resulting rule is of order 2n + 1. This allows for computing higher-order estimates while re-using the function values of a lower-order estimate.
The angular integration of an exponential in cylindrical coordinates can be written in terms of Bessel functions of the first kind [4] [5]: 113 ( ()) = and ( ()) = (). For applications of these integrals see Magnetic interaction between current loops in a simple plasma or electron gas .
Owen [1] has an extensive list of Gaussian-type integrals; only a subset is given below. Indefinite integrals
In mathematics, a chaotic map is a map (an evolution function) that exhibits some sort of chaotic behavior.Maps may be parameterized by a discrete-time or a continuous-time parameter.
For integrating f over [,] with Gauss–Legendre quadrature, the associated orthogonal polynomials are Legendre polynomials, denoted by P n (x). With the n-th polynomial normalized so that P n (1) = 1, the i-th Gauss node, x i, is the i-th root of P n and the weights are given by the formula [5]
The term "numerical integration" first appears in 1915 in the publication A Course in Interpolation and Numeric Integration for the Mathematical Laboratory by David Gibb. [2] "Quadrature" is a historical mathematical term that means calculating area. Quadrature problems have served as one of the main sources of mathematical analysis.
"Table of zeros and Gaussian Weights of certain Associated Laguerre Polynomials and the related Hermite Polynomials". Mathematics of Computation. 18 (88): 598– 616. doi: 10.1090/S0025-5718-1964-0166397-1. JSTOR 2002946. MR 0166397. Ehrich, S. (2002). "On stratified extensions of Gauss-Laguerre and Gauss-Hermite quadrature formulas".