Gaussian Integral
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Gaussian Integral
The Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function f(x) = e^ over the entire real line. Named after the German mathematician Carl Friedrich Gauss, the integral is \int_^\infty e^\,dx = \sqrt. 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. The same integral with finite limits is closely related to both the error function and the cumulative distribution function of the normal distribution. In physics this type of integral appears frequently, for example, in quantum mechanics, to find the probability density of the ground state of the harmonic oscillator. This integral is also used in the path integral formulation, to find the propagator of the harmonic oscillator, and in statistical ...
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Gaussian Quadrature
In numerical analysis, a quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. (See numerical integration for more on quadrature rules.) An -point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree or less by a suitable choice of the nodes and weights for . The modern formulation using orthogonal polynomials was developed by Carl Gustav Jacobi in 1826. The most common domain of integration for such a rule is taken as , so the rule is stated as :\int_^1 f(x)\,dx \approx \sum_^n w_i f(x_i), which is exact for polynomials of degree or less. This exact rule is known as the Gauss-Legendre quadrature rule. The quadrature rule will only be an accurate approximation to the integral above if is well-approximated by a polynomial of degree or less on . The Gaus ...
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Double Integration
In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, or . Integrals of a function of two variables over a region in \mathbb^2 (the real-number plane) are called double integrals, and integrals of a function of three variables over a region in \mathbb^3 (real-number 3D space) are called triple integrals. For multiple integrals of a single-variable function, see the Cauchy formula for repeated integration. Introduction Just as the definite integral of a positive function of one variable represents the area of the region between the graph of the function and the -axis, the double integral of a positive function of two variables represents the volume of the region between the surface defined by the function (on the three-dimensional Cartesian plane where ) and the plane which contains its domain. If there are more variables, a multiple integral will yield hypervolumes of multidimens ...
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Circumcircle
In geometry, the circumscribed circle or circumcircle of a polygon is a circle that passes through all the vertices of the polygon. The center of this circle is called the circumcenter and its radius is called the circumradius. Not every polygon has a circumscribed circle. A polygon that does have one is called a cyclic polygon, or sometimes a concyclic polygon because its vertices are concyclic. All triangles, all regular simple polygons, all rectangles, all isosceles trapezoids, and all right kites are cyclic. A related notion is the one of a minimum bounding circle, which is the smallest circle that completely contains the polygon within it, if the circle's center is within the polygon. Every polygon has a unique minimum bounding circle, which may be constructed by a linear time algorithm. Even if a polygon has a circumscribed circle, it may be different from its minimum bounding circle. For example, for an obtuse triangle, the minimum bounding circle has the longest sid ...
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Incircle
In geometry, the incircle or inscribed circle of a triangle is the largest circle that can be contained in the triangle; it touches (is tangent to) the three sides. The center of the incircle is a triangle center called the triangle's incenter. An excircle or escribed circle of the triangle is a circle lying outside the triangle, tangent to one of its sides and tangent to the extensions of the other two. Every triangle has three distinct excircles, each tangent to one of the triangle's sides. The center of the incircle, called the incenter, can be found as the intersection of the three internal angle bisectors. The center of an excircle is the intersection of the internal bisector of one angle (at vertex , for example) and the external bisectors of the other two. The center of this excircle is called the excenter relative to the vertex , or the excenter of . Because the internal bisector of an angle is perpendicular to its external bisector, it follows that the center of the in ...
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Cartesian Plane
A Cartesian coordinate system (, ) in a plane is a coordinate system that specifies each point uniquely by a pair of numerical coordinates, which are the signed distances to the point from two fixed perpendicular oriented lines, measured in the same unit of length. Each reference coordinate line is called a ''coordinate axis'' or just ''axis'' (plural ''axes'') of the system, and the point where they meet is its ''origin'', at ordered pair . The coordinates can also be defined as the positions of the perpendicular projections of the point onto the two axes, expressed as signed distances from the origin. One can use the same principle to specify the position of any point in three-dimensional space by three Cartesian coordinates, its signed distances to three mutually perpendicular planes (or, equivalently, by its perpendicular projection onto three mutually perpendicular lines). In general, ''n'' Cartesian coordinates (an element of real ''n''-space) specify the point in an ' ...
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Fubini's Theorem
In 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. \, \iint\limits_ f(x,y)\,\text(x,y) = \int_X\left(\int_Y f(x,y)\,\texty\right)\textx=\int_Y\left(\int_X f(x,y) \, \textx \right) \texty \qquad \text \qquad \iint\limits_ , f(x,y), \,\text(x,y) <+\infty. Fubini's theorem implies that two iterated integrals are equal to the corresponding double integral across its integrands. Tonelli's theorem, introduced by in 1909, is similar, but applies to a non-negative measurable function rather than one integrable over their domains. A related theorem is oft ...
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Cauchy Principal Value
In mathematics, the Cauchy principal value, named after Augustin Louis Cauchy, is a method for assigning values to certain improper integrals which would otherwise be undefined. Formulation Depending on the type of singularity in the integrand , the Cauchy principal value is defined according to the following rules: In some cases it is necessary to deal simultaneously with singularities both at a finite number and at infinity. This is usually done by a limit of the form \lim_\, \lim_ \,\left ,\int_^ f(x)\,\mathrmx \,~ + ~ \int_^ f(x)\,\mathrmx \,\right In those cases where the integral may be split into two independent, finite limits, \lim_ \, \left, \,\int_a^ f(x)\,\mathrmx \,\\; < \;\infty and \lim_\;\left, \,\int_^c f(x)\,\mathrmx \,\ \; < \; \infty , then the function is integrable in the ordinary sense. The result of the procedure for principal value is the same as the ordinary integral; since it no longer matches the definition, i ...
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Absolutely Convergent
In mathematics, an infinite series of numbers is said to converge absolutely (or to be absolutely convergent) if the sum of the absolute values of the summands is finite. More precisely, a real or complex series \textstyle\sum_^\infty a_n is said to converge absolutely if \textstyle\sum_^\infty \left, a_n\ = L for some real number \textstyle L. Similarly, an improper integral of a function, \textstyle\int_0^\infty f(x)\,dx, is said to converge absolutely if the integral of the absolute value of the integrand is finite—that is, if \textstyle\int_0^\infty , f(x), dx = L. Absolute convergence is important for the study of infinite series because its definition is strong enough to have properties of finite sums that not all convergent series possess - a convergent series that is not absolutely convergent is called conditionally convergent, while absolutely convergent series behave "nicely". For instance, rearrangements do not change the value of the sum. This is not true for condi ...
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List Of Canonical Coordinate Transformations
This is a list of some of the most commonly used coordinate transformations. 2-dimensional Let (''x'', ''y'') be the standard Cartesian coordinates, and (''r'', ''θ'') the standard polar coordinates. To Cartesian coordinates From polar coordinates :\begin x &= r\cos\theta \\ y &= r\sin\theta \\ pt \frac &= \begin \cos\theta & -r\sin\theta \\ \sin\theta & r\cos\theta \end \\ pt \text = \det &= r \end From log-polar coordinates :\begin x &= e^\rho\cos\theta, \\ y &= e^\rho\sin\theta. \end By using complex numbers (x, y) = x + iy', the transformation can be written as : x + iy = e^ That is, it is given by the complex exponential function. From bipolar coordinates :\begin x &= a \frac \\ y &= a \frac \end From 2-center bipolar coordinates :\begin x &= \frac\left(r_1^2 - r_2^2\right) \\ y &= \pm \frac\sqrt \end From Cesàro equation :\begin x &= \int \cos \left int \kappa(s) \,ds\rightds \\ y &= \int \sin \left int \kappa(s) \,ds\rightds ...
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Jacobian Determinant
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature. Suppose is a function such that each of its first-order partial derivatives exist on . This function takes a point as input and produces the vector as output. Then the Jacobian matrix of is defined to be an matrix, denoted by , whose th entry is \mathbf J_ = \frac, or explicitly :\mathbf J = \begin \dfrac & \cdots & \dfrac \end = \begin \nabla^ f_1 \\ \vdots \\ \nabla^ f_m \end = \begin \dfrac & \cdots & \dfrac\\ \vdots & \ddots & \vdots\\ \dfrac & \cdo ...
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Improper Integral
In mathematical analysis, an improper integral is the limit of a definite integral as an endpoint of the interval(s) of integration approaches either a specified real number or positive or negative infinity; or in some instances as both endpoints approach limits. Such an integral is often written symbolically just like a standard definite integral, in some cases with ''infinity'' as a limit of integration. Specifically, an improper integral is a limit of the form: :\lim_ \int_a^bf(x)\, dx, \quad \lim_ \int_a^bf(x)\, dx or :\lim_ \int_a^cf(x)\ dx,\quad \lim_ \int_c^bf(x)\ dx in which one takes a limit in one or the other (or sometimes both) endpoints . By abuse of notation, improper integrals are often written symbolically just like standard definite integrals, perhaps with ''infinity'' among the limits of integration. When the definite integral exists (in the sense of either the Riemann integral or the more powerful Lebesgue integral), this ambiguity is resolved as both the p ...
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