Integral
see math notation, function, antiderivative, calculus notation
notation in conventional math notation
with dd F x -- dd x = f,
\(F\ x\ \bigr|_{a}^{b} \dots = F\ b \cdot F\ a\)
definition a definite integral has its two endpoints present
definition an indefinite integral has its two endpoints missing
definition the integrand is the function being integrated. it would be f x in the integral $ f x | dd x
Integration
antiderivative › antidifferentiation
see antiderivative › antidifferentiation
Improper Integration
type I
an integral with at least one endpoint being infinite
theorem $ f x | dd x {@@ . a} == $ f x | dd x {t . a} {t -> @@}
theorem $ f x | dd x {b . .@@} == $ f x | dd x {b . t} {t -> .@@}
a Type I improper integral is said to:
type II
an integral whose integrand has a function discontinuity on the integration interval
theorem if f x {x -> b "from the left"} = {@@ \/ .@@} #xxx improved expression evaluation, then $ f x | dd x {b . a} == $ f x | dd x {t . a} {t -> b "from the left"}
theorem if f x {x -> a "from the right"} = {@@ \/ .@@} #xxx improved expression evaluation, $ f x | dd x {b . a} == $ f x | dd x {b . t} {t -> a "from the right"}
comparison test
theorem Comparison Test
let 0 -| g x -| f x on an interval a {-|/\+} * {-|/\+} b, where a and b are not necessarily finite. then,
- if
$ f x | dd x {b . a}converges, so does$ g x | dd x {b . a}, but not conversely - if
$ g x | dd x {b . a}diverges, so does$ f x | dd x {b . a}, but not conversely
p-test
--- https://youtu.be/TKIdC847K3k
theorem P-Test
the integral $ --[x]p | dd x {@@ . 1}:
- converges if
p {|-/\+} 1 - diverges if
p -| 1
Numerical Integration
the definite integral of a function can be estimated by the monte carlo method by generating a finite number of random points and calculating the ratio between the number of points under the function and the total number of points --- https://youtu.be/rUxP7TM8-wo?t=2925. the accuracy of such an algorithm can be measured through inferential statistics