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  2. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    Here is an example of a computer ... Here is an implementation of the Romberg method (in the Python ... function using Romberg integration. Args: f: The function to ...

  3. Functional integration - Wikipedia

    en.wikipedia.org/wiki/Functional_integration

    Functional integration is a collection of results in mathematics and physics where the domain of an integral is no longer a region of space, but a space of functions. Functional integrals arise in probability , in the study of partial differential equations , and in the path integral approach to the quantum mechanics of particles and fields.

  4. Multiple integral - Wikipedia

    en.wikipedia.org/wiki/Multiple_integral

    This method is convenient in case of cylindrical or conical domains or in regions where it is easy to individuate the z interval and even transform the circular base and the function. Example 3b. The function is f(x, y, z) = x 2 + y 2 + z and as integration domain this cylinder: D = {x 2 + y 2 ≤ 9, −5 ≤ z ≤ 5}.

  5. Function of several real variables - Wikipedia

    en.wikipedia.org/wiki/Function_of_several_real...

    The image of a function f(x 1, x 2, …, x n) is the set of all values of f when the n-tuple (x 1, x 2, …, x n) runs in the whole domain of f.For a continuous (see below for a definition) real-valued function which has a connected domain, the image is either an interval or a single value.

  6. Monte Carlo integration - Wikipedia

    en.wikipedia.org/wiki/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 (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.

  7. Functional analysis - Wikipedia

    en.wikipedia.org/wiki/Functional_analysis

    Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (for example, inner product, norm, or topology) and the linear functions defined on these spaces and suitably respecting these structures.

  8. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. Numerical integration has roots in the geometrical problem of finding a square with the same area as a given plane figure ( quadrature or squaring ...

  9. Gauss–Laguerre quadrature - Wikipedia

    en.wikipedia.org/wiki/Gauss–Laguerre_quadrature

    The following Python code with the SymPy library will allow for calculation of the values of and to 20 digits of precision: from sympy import * def lag_weights_roots ( n ): x = Symbol ( "x" ) roots = Poly ( laguerre ( n , x )) . all_roots () x_i = [ rt . evalf ( 20 ) for rt in roots ] w_i = [( rt / (( n + 1 ) * laguerre ( n + 1 , rt )) ** 2 ...

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