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  2. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    Upper and lower methods make the approximation using the largest and smallest endpoint values of each subinterval, respectively. The values of the sums converge as the subintervals halve from top-left to bottom-right. In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum.

  3. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    One derivation replaces the integrand () by the quadratic polynomial (i.e. parabola) () that takes the same values as () at the end points and and the midpoint +, where = /.

  4. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    In calculus, the trapezoidal rule (also known as the trapezoid rule or trapezium rule) [a] is a technique for numerical integration, i.e., approximating the definite integral: (). The trapezoidal rule works by approximating the region under the graph of the function f ( x ) {\displaystyle f(x)} as a trapezoid and calculating its area.

  5. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    n = 1 that yield a minimax approximation or bound for the closely related Q-function: Q(x) ≈ Q̃(x), Q(x) ≤ Q̃(x), or Q(x) ≥ Q̃(x) for x ≥ 0. The coefficients {(a n,b n)} N n = 1 for many variations of the exponential approximations and bounds up to N = 25 have been released to open access as a comprehensive dataset. [16]

  6. Calculus of variations - Wikipedia

    en.wikipedia.org/wiki/Calculus_of_Variations

    Marston Morse applied calculus of variations in what is now called Morse theory. [6] Lev Pontryagin, Ralph Rockafellar and F. H. Clarke developed new mathematical tools for the calculus of variations in optimal control theory. [6] The dynamic programming of Richard Bellman is an alternative to the calculus of variations. [7] [8] [9] [c]

  7. Integral - Wikipedia

    en.wikipedia.org/wiki/Integral

    Approximations to integral of √ x from 0 to 1, with 5 yellow right endpoint partitions and 10 green left endpoint partitions Integrals appear in many practical situations. For instance, from the length, width and depth of a swimming pool which is rectangular with a flat bottom, one can determine the volume of water it can contain, the area of ...

  8. Least-squares function approximation - Wikipedia

    en.wikipedia.org/wiki/Least-squares_function...

    In mathematics, least squares function approximation applies the principle of least squares to function approximation, by means of a weighted sum of other functions.The best approximation can be defined as that which minimizes the difference between the original function and the approximation; for a least-squares approach the quality of the approximation is measured in terms of the squared ...

  9. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).