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The problem of evaluating the definite integral F ( x ) = ∫ a x f ( u ) d u {\displaystyle F(x)=\int _{a}^{x}f(u)\,du} can be reduced to an initial value problem for an ordinary differential equation by applying the first part of the fundamental theorem of calculus .
In mathematics, the definite integral ∫ a b f ( x ) d x {\displaystyle \int _{a}^{b}f(x)\,dx} is the area of the region in the xy -plane bounded by the graph of f , the x -axis, and the lines x = a and x = b , such that area above the x -axis adds to the total, and that below the x -axis subtracts from the total.
Integrals also refer to the concept of an antiderivative, a function whose derivative is the given function; in this case, they are also called indefinite integrals. The fundamental theorem of calculus relates definite integration to differentiation and provides a method to compute the definite integral of a function when its antiderivative is ...
The conditions of this theorem may again be relaxed by considering the integrals involved as Henstock–Kurzweil integrals. Specifically, if a continuous function F ( x ) admits a derivative f ( x ) at all but countably many points, then f ( x ) is Henstock–Kurzweil integrable and F ( b ) − F ( a ) is equal to the integral of f on [ a , b ] .
In integral calculus, Euler's formula for complex numbers may be used to evaluate integrals involving trigonometric functions. Using Euler's formula, any trigonometric function may be written in terms of complex exponential functions, namely e i x {\displaystyle e^{ix}} and e − i x {\displaystyle e^{-ix}} and then integrated.
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 (4) can be easily calculated, the area of the circle (π*1.0 2) can be estimated by the ratio (0.8) of the points inside the circle (40) to the total number of points (50), yielding an approximation for the circle's area of 4*0.8 = 3.2 ≈ π.
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.
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