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.
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.
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.
Bounded functionIn mathematics, a function f defined on some set X with real or complex values is called bounded if the set of its values is bounded. In other words, there exists a real number M such that for all x in X. A function that is not bounded is said to be unbounded. If f is real-valued and f(x) ≤ A for all x in X, then the function is said to be bounded (from) above by A. If f(x) ≥ B for all x in X, then the function is said to be bounded (from) below by B. A real-valued function is bounded if and only if it is bounded from above and below.
Improper integralIn mathematical analysis, an improper integral is an extension of the notion of a definite integral to cases that violate the usual assumptions for that kind of integral. In the context of Riemann integrals (or, equivalently, Darboux integrals), this typically involves unboundedness, either of the set over which the integral is taken or of the integrand (the function being integrated), or both. It may also involve bounded but not closed sets or bounded but not continuous functions.
Totally bounded spaceIn topology and related branches of mathematics, total-boundedness is a generalization of compactness for circumstances in which a set is not necessarily closed. A totally bounded set can be covered by finitely many subsets of every fixed “size” (where the meaning of “size” depends on the structure of the ambient space). The term precompact (or pre-compact) is sometimes used with the same meaning, but precompact is also used to mean relatively compact. These definitions coincide for subsets of a complete metric space, but not in general.
Compact spaceIn mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space. The idea is that a compact space has no "punctures" or "missing endpoints", i.e., it includes all limiting values of points. For example, the open interval (0,1) would not be compact because it excludes the limiting values of 0 and 1, whereas the closed interval [0,1] would be compact.
Bounded setIn mathematical analysis and related areas of mathematics, a set is called bounded if it is, in a certain sense, of finite measure. Conversely, a set which is not bounded is called unbounded. The word "bounded" makes no sense in a general topological space without a corresponding metric. Boundary is a distinct concept: for example, a circle in isolation is a boundaryless bounded set, while the half plane is unbounded yet has a boundary. A bounded set is not necessarily a closed set and vice versa.
Bounded variationIn mathematical analysis, a function of bounded variation, also known as BV function, is a real-valued function whose total variation is bounded (finite): the graph of a function having this property is well behaved in a precise sense. For a continuous function of a single variable, being of bounded variation means that the distance along the direction of the y-axis, neglecting the contribution of motion along x-axis, traveled by a point moving along the graph has a finite value.
Bounded operatorIn functional analysis and operator theory, a bounded linear operator is a linear transformation between topological vector spaces (TVSs) and that maps bounded subsets of to bounded subsets of If and are normed vector spaces (a special type of TVS), then is bounded if and only if there exists some such that for all The smallest such is called the operator norm of and denoted by A bounded operator between normed spaces is continuous and vice versa. The concept of a bounded linear operator has been extended from normed spaces to all topological vector spaces.
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.
Relatively compact subspaceIn mathematics, a relatively compact subspace (or relatively compact subset, or precompact subset) Y of a topological space X is a subset whose closure is compact. Every subset of a compact topological space is relatively compact (since a closed subset of a compact space is compact). And in an arbitrary topological space every subset of a relatively compact set is relatively compact. Every compact subset of a Hausdorff space is relatively compact.
Locally compact spaceIn topology and related branches of mathematics, a topological space is called locally compact if, roughly speaking, each small portion of the space looks like a small portion of a compact space. More precisely, it is a topological space in which every point has a compact neighborhood. In mathematical analysis locally compact spaces that are Hausdorff are of particular interest; they are abbreviated as LCH spaces. Let X be a topological space. Most commonly X is called locally compact if every point x of X has a compact neighbourhood, i.
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.
Bounded set (topological vector space)In functional analysis and related areas of mathematics, a set in a topological vector space is called bounded or von Neumann bounded, if every neighborhood of the zero vector can be inflated to include the set. A set that is not bounded is called unbounded. Bounded sets are a natural way to define locally convex polar topologies on the vector spaces in a dual pair, as the polar set of a bounded set is an absolutely convex and absorbing set. The concept was first introduced by John von Neumann and Andrey Kolmogorov in 1935.
Compact convergenceIn mathematics compact convergence (or uniform convergence on compact sets) is a type of convergence that generalizes the idea of uniform convergence. It is associated with the compact-open topology. Let be a topological space and be a metric space. A sequence of functions is said to converge compactly as to some function if, for every compact set , uniformly on as . This means that for all compact , If and with their usual topologies, with , then converges compactly to the constant function with value 0, but not uniformly.
Σ-compact spaceIn mathematics, a topological space is said to be σ-compact if it is the union of countably many compact subspaces. A space is said to be σ-locally compact if it is both σ-compact and (weakly) locally compact. That terminology can be somewhat confusing as it does not fit the usual pattern of σ-(property) meaning a countable union of spaces satisfying (property); that's why such spaces are more commonly referred to explicitly as σ-compact (weakly) locally compact, which is also equivalent to being exhaustible by compact sets.
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.
Fubini's theoremIn mathematical analysis, Fubini's theorem is a result that gives conditions under which it is possible to compute a double integral by using an iterated integral, introduced by Guido Fubini in 1907. One may switch the order of integration if the double integral yields a finite answer when the integrand is replaced by its absolute value. Fubini's theorem implies that two iterated integrals are equal to the corresponding double integral across its integrands.
Integrable systemIn mathematics, integrability is a property of certain dynamical systems. While there are several distinct formal definitions, informally speaking, an integrable system is a dynamical system with sufficiently many conserved quantities, or first integrals that its motion is confined to a submanifold of much smaller dimensionality than that of its phase space.
