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bounded integrand

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  • Integral — This article is about the concept of integrals in calculus. For the set of numbers, see integer. For other uses, see Integral (disambiguation). A definite integral of a function can be represented as the signed area of the region bounded by its… …   Wikipedia

  • Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… …   Wikipedia

  • Numerical integration — consists of finding numerical approximations for the value S In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also… …   Wikipedia

  • Fourier transform — Fourier transforms Continuous Fourier transform Fourier series Discrete Fourier transform Discrete time Fourier transform Related transforms The Fourier transform is a mathematical operation that decomposes a function into its constituent… …   Wikipedia

  • Clenshaw–Curtis quadrature — and Fejér quadrature are methods for numerical integration, or quadrature , that are based on an expansion of the integrand in terms of Chebyshev polynomials. Equivalently, they employ a change of variables x = cos θ and use a discrete… …   Wikipedia

  • Multiple integral — Topics in Calculus Fundamental theorem Limits of functions Continuity Mean value theorem Differential calculus  Derivative Change of variables Implicit differentiation Taylor s theorem Related rates …   Wikipedia

  • Monte Carlo integration — An illustration of Monte Carlo integration. In this example, the domain D is the inner circle and the domain E is the square. Because the square s area can be easily calculated, the area of the circle can be estimated by the ratio (0.8) of the… …   Wikipedia

  • Hilbert space — For the Hilbert space filling curve, see Hilbert curve. Hilbert spaces can be used to study the harmonics of vibrating strings. The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It… …   Wikipedia

  • Simpson's rule — can be derived by approximating the integrand f (x) (in blue) by the quadratic interpolant P (x) (in red). In numerical analysis, Simpson s rule is a method for numerical integration, the numerical approximation of definite integrals.… …   Wikipedia

  • Methods of contour integration — Not to be confused with Line integral. In the mathematical field of complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex plane.[1][2][3] Contour integration is closely related to the… …   Wikipedia

  • Leibniz integral rule — In mathematics, Leibniz s rule for differentiation under the integral sign, named after Gottfried Leibniz, tells us that if we have an integral of the form: int {y 0}^{y 1} f(x, y) ,dy then for x in (x 0, x 1) the derivative of this integral is… …   Wikipedia

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