IntegralIn mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, the other being differentiation. Integration started as a method to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Today integration is used in a wide variety of scientific fields.
Multiple integralIn mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, f(x, y) or f(x, y, z). Integrals of a function of two variables over a region in (the real-number plane) are called double integrals, and integrals of a function of three variables over a region in (real-number 3D space) are called triple integrals. For multiple integrals of a single-variable function, see the Cauchy formula for repeated integration.
Integral equationIn mathematics, integral equations are equations in which an unknown function appears under an integral sign. In mathematical notation, integral equations may thus be expressed as being of the form: where is an integral operator acting on u. Hence, integral equations may be viewed as the analog to differential equations where instead of the equation involving derivatives, the equation contains integrals.
Gaussian integralThe Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function over the entire real line. Named after the German mathematician Carl Friedrich Gauss, the integral is Abraham de Moivre originally discovered this type of integral in 1733, while Gauss published the precise integral in 1809. The integral has a wide range of applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution.
Elliptic integralIn integral calculus, an elliptic integral is one of a number of related functions defined as the value of certain integrals, which were first studied by Giulio Fagnano and Leonhard Euler (1750). Their name originates from their originally arising in connection with the problem of finding the arc length of an ellipse. Modern mathematics defines an "elliptic integral" as any function f which can be expressed in the form where R is a rational function of its two arguments, P is a polynomial of degree 3 or 4 with no repeated roots, and c is a constant.
Ordinary differential equationIn mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other DE, its unknown(s) consists of one (or more) function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equations which may be with respect to one independent variable. A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a_0(x), .
Differential equationIn mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
Partial differential equationIn mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similar to how x is thought of as an unknown number to be solved for in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations.
Linear differential equationIn mathematics, a linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a0(x), ..., an(x) and b(x) are arbitrary differentiable functions that do not need to be linear, and y′, ..., y(n) are the successive derivatives of an unknown function y of the variable x. Such an equation is an ordinary differential equation (ODE).
Function of a real variableIn mathematical analysis, and applications in geometry, applied mathematics, engineering, and natural sciences, a function of a real variable is a function whose domain is the real numbers , or a subset of that contains an interval of positive length. Most real functions that are considered and studied are differentiable in some interval. The most widely considered such functions are the real functions, which are the real-valued functions of a real variable, that is, the functions of a real variable whose codomain is the set of real numbers.
Function of several real variablesIn mathematical analysis and its applications, a function of several real variables or real multivariate function is a function with more than one argument, with all arguments being real variables. This concept extends the idea of a function of a real variable to several variables. The "input" variables take real values, while the "output", also called the "value of the function", may be real or complex.
Riemann–Stieltjes integralIn mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes. The definition of this integral was first published in 1894 by Stieltjes. It serves as an instructive and useful precursor of the Lebesgue integral, and an invaluable tool in unifying equivalent forms of statistical theorems that apply to discrete and continuous probability.
Maximum and minimumIn mathematical analysis, the maximum and minimum of a function are, respectively, the largest and smallest value taken by the function. Known generically as extremum, they may be defined either within a given range (the local or relative extrema) or on the entire domain (the global or absolute extrema) of a function. Pierre de Fermat was one of the first mathematicians to propose a general technique, adequality, for finding the maxima and minima of functions.
Homogeneous differential equationA differential equation can be homogeneous in either of two respects. A first order differential equation is said to be homogeneous if it may be written where f and g are homogeneous functions of the same degree of x and y. In this case, the change of variable y = ux leads to an equation of the form which is easy to solve by integration of the two members. Otherwise, a differential equation is homogeneous if it is a homogeneous function of the unknown function and its derivatives.
Calculus of variationsThe calculus of variations (or variational calculus) is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions to the real numbers. Functionals are often expressed as definite integrals involving functions and their derivatives. Functions that maximize or minimize functionals may be found using the Euler–Lagrange equation of the calculus of variations.
Real analysisIn mathematics, the branch of real analysis studies the behavior of real numbers, sequences and series of real numbers, and real functions. Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability and integrability. Real analysis is distinguished from complex analysis, which deals with the study of complex numbers and their functions.
Dirichlet integralIn mathematics, there are several integrals known as the Dirichlet integral, after the German mathematician Peter Gustav Lejeune Dirichlet, one of which is the improper integral of the sinc function over the positive real line: This integral is not absolutely convergent, meaning is not Lebesgue-integrable, because the Dirichlet integral is infinite in the sense of Lebesgue integration. It is, however, finite in the sense of the improper Riemann integral or the generalized Riemann or Henstock–Kurzweil integral.
Delay differential equationIn mathematics, delay differential equations (DDEs) are a type of differential equation in which the derivative of the unknown function at a certain time is given in terms of the values of the function at previous times. DDEs are also called time-delay systems, systems with aftereffect or dead-time, hereditary systems, equations with deviating argument, or differential-difference equations. They belong to the class of systems with the functional state, i.e.
Generalized functionIn mathematics, generalized functions are objects extending the notion of functions. There is more than one recognized theory, for example the theory of distributions. Generalized functions are especially useful in making discontinuous functions more like smooth functions, and describing discrete physical phenomena such as point charges. They are applied extensively, especially in physics and engineering. A common feature of some of the approaches is that they build on operator aspects of everyday, numerical functions.
Differentiable functionIn mathematics, a differentiable function of one real variable is a function whose derivative exists at each point in its domain. In other words, the graph of a differentiable function has a non-vertical tangent line at each interior point in its domain. A differentiable function is smooth (the function is locally well approximated as a linear function at each interior point) and does not contain any break, angle, or cusp. If x0 is an interior point in the domain of a function f, then f is said to be differentiable at x0 if the derivative exists.
