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.
Constant of integrationIn calculus, the constant of integration, often denoted by (or ), is a constant term added to an antiderivative of a function to indicate that the indefinite integral of (i.e., the set of all antiderivatives of ), on a connected domain, is only defined up to an additive constant. This constant expresses an ambiguity inherent in the construction of antiderivatives. More specifically, if a function is defined on an interval, and is an antiderivative of then the set of all antiderivatives of is given by the functions where is an arbitrary constant (meaning that any value of would make a valid antiderivative).
DerivativeIn mathematics, the derivative shows the sensitivity of change of a function's output with respect to the input. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point.
Elementary functionIn mathematics, an elementary function is a function of a single variable (typically real or complex) that is defined as taking sums, products, roots and compositions of finitely many polynomial, rational, trigonometric, hyperbolic, and exponential functions, including possibly their inverse functions (e.g., arcsin, log, or x1/n). All elementary functions are continuous on their domains. Elementary functions were introduced by Joseph Liouville in a series of papers from 1833 to 1841.
AntiderivativeIn calculus, an antiderivative, inverse derivative, primitive function, primitive integral or indefinite integral of a function f is a differentiable function F whose derivative is equal to the original function f. This can be stated symbolically as F' = f. The process of solving for antiderivatives is called antidifferentiation (or indefinite integration), and its opposite operation is called differentiation, which is the process of finding a derivative. Antiderivatives are often denoted by capital Roman letters such as F and G.
CalculusCalculus is the mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizations of arithmetic operations. It has two major branches, differential calculus and integral calculus; the former concerns instantaneous rates of change, and the slopes of curves, while the latter concerns accumulation of quantities, and areas under or between curves.
Generalizations of the derivativeIn mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc. The Fréchet derivative defines the derivative for general normed vector spaces . Briefly, a function , an open subset of , is called Fréchet differentiable at if there exists a bounded linear operator such that Functions are defined as being differentiable in some open neighbourhood of , rather than at individual points, as not doing so tends to lead to many pathological counterexamples.
Nonelementary integralIn mathematics, a nonelementary antiderivative of a given elementary function is an antiderivative (or indefinite integral) that is, itself, not an elementary function (i.e. a function constructed from a finite number of quotients of constant, algebraic, exponential, trigonometric, and logarithmic functions using field operations). A theorem by Liouville in 1835 provided the first proof that nonelementary antiderivatives exist. This theorem also provides a basis for the Risch algorithm for determining (with difficulty) which elementary functions have elementary antiderivatives.
Itô calculusItô calculus, named after Kiyosi Itô, extends the methods of calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential equations. The central concept is the Itô stochastic integral, a stochastic generalization of the Riemann–Stieltjes integral in analysis. The integrands and the integrators are now stochastic processes: where H is a locally square-integrable process adapted to the filtration generated by X , which is a Brownian motion or, more generally, a semimartingale.
Integration by partsIn calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation.
Second derivativeIn calculus, the second derivative, or the second-order derivative, of a function f is the derivative of the derivative of f. Informally, the second derivative can be phrased as "the rate of change of the rate of change"; for example, the second derivative of the position of an object with respect to time is the instantaneous acceleration of the object, or the rate at which the velocity of the object is changing with respect to time. In Leibniz notation: where a is acceleration, v is velocity, t is time, x is position, and d is the instantaneous "delta" or change.
Logarithmic derivativeIn mathematics, specifically in calculus and complex analysis, the logarithmic derivative of a function f is defined by the formula where is the derivative of f. Intuitively, this is the infinitesimal relative change in f; that is, the infinitesimal absolute change in f, namely scaled by the current value of f. When f is a function f(x) of a real variable x, and takes real, strictly positive values, this is equal to the derivative of ln(f), or the natural logarithm of f.
Trigonometric functionsIn mathematics, the trigonometric functions (also called circular functions, angle functions or goniometric functions) are real functions which relate an angle of a right-angled triangle to ratios of two side lengths. They are widely used in all sciences that are related to geometry, such as navigation, solid mechanics, celestial mechanics, geodesy, and many others. They are among the simplest periodic functions, and as such are also widely used for studying periodic phenomena through Fourier analysis.
Stochastic calculusStochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces.
Inverse trigonometric functionsIn mathematics, the inverse trigonometric functions (occasionally also called arcus functions, antitrigonometric functions or cyclometric functions) are the inverse functions of the trigonometric functions (with suitably restricted domains). Specifically, they are the inverses of the sine, cosine, tangent, cotangent, secant, and cosecant functions, and are used to obtain an angle from any of the angle's trigonometric ratios. Inverse trigonometric functions are widely used in engineering, navigation, physics, and geometry.
Fundamental theorem of calculusThe fundamental theorem of calculus is a theorem that links the concept of differentiating a function (calculating its slopes, or rate of change at each time) with the concept of integrating a function (calculating the area under its graph, or the cumulative effect of small contributions). The two operations are inverses of each other apart from a constant value which depends on where one starts to compute area.
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.
Special functionsSpecial functions are particular mathematical functions that have more or less established names and notations due to their importance in mathematical analysis, functional analysis, geometry, physics, or other applications. The term is defined by consensus, and thus lacks a general formal definition, but the list of mathematical functions contains functions that are commonly accepted as special. Many special functions appear as solutions of differential equations or integrals of elementary functions.
Numerical integrationIn analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.
Partial derivativeIn mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Partial derivatives are used in vector calculus and differential geometry. The partial derivative of a function with respect to the variable is variously denoted by It can be thought of as the rate of change of the function in the -direction.
