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.
Riemann sumIn mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann. One very common application is approximating the area of functions or lines on a graph, but also the length of curves and other approximations. The sum is calculated by partitioning the region into shapes (rectangles, trapezoids, parabolas, or cubics) that together form a region that is similar to the region being measured, then calculating the area for each of these shapes, and finally adding all of these small areas together.
Riemann integralIn the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration, or simulated using Monte Carlo Integration.
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.
Multivariable calculusMultivariable calculus (also known as multivariate calculus) is the extension of calculus in one variable to calculus with functions of several variables: the differentiation and integration of functions involving multiple variables (multivariate), rather than just one. Multivariable calculus may be thought of as an elementary part of advanced calculus. For advanced calculus, see calculus on Euclidean space. The special case of calculus in three dimensional space is often called vector calculus.
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.
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.
Riemann hypothesisIn mathematics, the Riemann hypothesis is the conjecture that the Riemann zeta function has its zeros only at the negative even integers and complex numbers with real part 1/2. Many consider it to be the most important unsolved problem in pure mathematics. It is of great interest in number theory because it implies results about the distribution of prime numbers. It was proposed by , after whom it is named.
Integration by substitutionIn calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation, and can loosely be thought of as using the chain rule "backwards". Before stating the result rigorously, consider a simple case using indefinite integrals. Compute Set This means or in differential form, Now where is an arbitrary constant of integration.
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.
Darboux integralIn the branch of mathematics known as real analysis, the Darboux integral is constructed using Darboux sums and is one possible definition of the integral of a function. Darboux integrals are equivalent to Riemann integrals, meaning that a function is Darboux-integrable if and only if it is Riemann-integrable, and the values of the two integrals, if they exist, are equal. The definition of the Darboux integral has the advantage of being easier to apply in computations or proofs than that of the Riemann integral.
Tangent half-angle substitutionIn integral calculus, the tangent half-angle substitution is a change of variables used for evaluating integrals, which converts a rational function of trigonometric functions of into an ordinary rational function of by setting . This is the one-dimensional stereographic projection of the unit circle parametrized by angle measure onto the real line. The general transformation formula is: The tangent of half an angle is important in spherical trigonometry and was sometimes known in the 17th century as the half tangent or semi-tangent.
Riemann zeta functionThe Riemann zeta function or Euler–Riemann zeta function, denoted by the Greek letter ζ (zeta), is a mathematical function of a complex variable defined as for , and its analytic continuation elsewhere. The Riemann zeta function plays a pivotal role in analytic number theory, and has applications in physics, probability theory, and applied statistics. Leonhard Euler first introduced and studied the function over the reals in the first half of the eighteenth century.
Stratonovich integralIn stochastic processes, the Stratonovich integral or Fisk–Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic integral, the most common alternative to the Itô integral. Although the Itô integral is the usual choice in applied mathematics, the Stratonovich integral is frequently used in physics. In some circumstances, integrals in the Stratonovich definition are easier to manipulate. Unlike the Itô calculus, Stratonovich integrals are defined such that the chain rule of ordinary calculus holds.
Generalized Riemann hypothesisThe Riemann hypothesis is one of the most important conjectures in mathematics. It is a statement about the zeros of the Riemann zeta function. Various geometrical and arithmetical objects can be described by so-called global L-functions, which are formally similar to the Riemann zeta-function. One can then ask the same question about the zeros of these L-functions, yielding various generalizations of the Riemann hypothesis. Many mathematicians believe these generalizations of the Riemann hypothesis to be true.
LinearityIn mathematics, the term linear is used in two distinct senses for two different properties: linearity of a function (or mapping ); linearity of a polynomial. An example of a linear function is the function defined by that maps the real line to a line in the Euclidean plane R2 that passes through the origin. An example of a linear polynomial in the variables and is Linearity of a mapping is closely related to proportionality. Examples in physics include the linear relationship of voltage and current in an electrical conductor (Ohm's law), and the relationship of mass and weight.
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.
Continuous functionIn mathematics, a continuous function is a function such that a continuous variation (that is a change without jump) of the argument induces a continuous variation of the value of the function. This means that there are no abrupt changes in value, known as discontinuities. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is .
Riemann Xi functionIn mathematics, the Riemann Xi function is a variant of the Riemann zeta function, and is defined so as to have a particularly simple functional equation. The function is named in honour of Bernhard Riemann. Riemann's original lower-case "xi"-function, was renamed with an upper-case (Greek letter "Xi") by Edmund Landau. Landau's lower-case ("xi") is defined as for . Here denotes the Riemann zeta function and is the Gamma function.
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.
