Concepts inError estimation in automatic quadrature routines
Experimental uncertainty analysis
The purpose of this introductory article is to discuss the experimental uncertainty analysis of a derived quantity, based on the uncertainties in the experimentally measured quantities that are used in some form of mathematical relationship to calculate that derived quantity. The model used to convert the measurements into the derived quantity is usually based on fundamental principles of a science or engineering discipline.
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Numerical integration
In numerical analysis, numerical integration constitutes 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.
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Approximation
An approximation is a representation of something that is not exact, but still close enough to be useful. Although approximation is most often applied to numbers, it is also frequently applied to such things as mathematical functions, shapes, and physical laws. Approximations may be used because incomplete information prevents use of exact representations. Many problems in physics are either too complex to solve analytically, or impossible to solve using the available analytical tools.
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Integral
Integration is an important concept in mathematics and, together with its inverse, differentiation, is one of the two main operations in calculus. Given a function f of a real variable x and an interval [a, b] of the real line, the definite integral is defined informally to be the area of the region in the xy-plane bounded by the graph of f, the x-axis, and the vertical lines x = a and x = b, such that areas above the axis add to the total, and the area below the x axis subtract from the total.
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Degree of a polynomial
The degree of a polynomial is the highest degree of its terms, when the polynomial is expressed in canonical form (i.e. as a linear combination of monomials). The degree of a term is the sum of the exponents of the variables that appear in it. The word degree is now standard, but in some older books, the word order may be used instead. For example, the polynomial has three terms. (Notice, this polynomial can also be expressed as .
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Sequence
In mathematics, a sequence is an ordered list of objects (or events). Like a set, it contains members (also called elements), and the number of ordered element (possibly infinite) is called the length of the sequence. Unlike a set, order matters, and exactly the same elements can appear multiple times at different positions in the sequence. A sequence is a discrete function. For example, (C, R, Y) is a sequence of letters that differs from (Y, C, R), as the ordering matters.
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