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  2. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    Specific choices of give different types of Riemann sums: . If = for all i, the method is the left rule [2] [3] and gives a left Riemann sum.; If = for all i, the method is the right rule [2] [3] and gives a right Riemann sum.

  3. Finite difference coefficient - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_coefficient

    Given that the left-hand side matrix is a transposed Vandermonde matrix, a rearrangement reveals that the coefficients are basically computed by fitting and deriving a -th order polynomial to a window of + points.

  4. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    Having found one set (left of right) of approximate singular vectors and singular values by applying naively the Rayleigh–Ritz method to the Hermitian normal matrix or , whichever one is smaller size, one could determine the other set of left of right singular vectors simply by dividing by the singular values, i.e., = / and = /. However, the ...

  5. Five-point stencil - Wikipedia

    en.wikipedia.org/wiki/Five-point_stencil

    An illustration of the five-point stencil in one and two dimensions (top, and bottom, respectively). In numerical analysis, given a square grid in one or two dimensions, the five-point stencil of a point in the grid is a stencil made up of the point itself together with its four "neighbors".

  6. 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.

  7. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta_methods

    Here + is the RK4 approximation of (+), and the next value (+) is determined by the present value plus the weighted average of four increments, where each increment is the product of the size of the interval, h, and an estimated slope specified by function f on the right-hand side of the differential equation.

  8. Direct method in the calculus of variations - Wikipedia

    en.wikipedia.org/wiki/Direct_method_in_the...

    In mathematics, the direct method in the calculus of variations is a general method for constructing a proof of the existence of a minimizer for a given functional, [1] introduced by Stanisław Zaremba and David Hilbert around 1900. The method relies on methods of functional analysis and topology. As well as being used to prove the existence of ...

  9. Calculus of variations - Wikipedia

    en.wikipedia.org/wiki/Calculus_of_Variations

    The calculus of variations began with the work of Isaac Newton, such as with Newton's minimal resistance problem, which he formulated and solved in 1685, and published in his Principia in 1687, [2] which was the first problem in the field to be clearly formulated and correctly solved, and was one of the most difficult problems tackled by variational methods prior to the twentieth century.