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Part of the book series: Texts in Applied Mathematics ((TAM,volume 12))

Abstract

Calculating the definite integral of a given real function f (x),

$$\int_a^b {f(x)dx,} $$

is a classic problem. For some simple integrands f (x), the indefinite integral

$$\int_a^x {f\left( x \right)} dx = F\left( x \right),F'\left( x \right) = f\left( x \right),$$

can be obtained in closed form as an algebraic expression in x and wellknown transcendental functions of x. Then

$$\int_a^b {f(x)dx = F(b) - F(a).} $$

See Gröbner and Hofreiter (1961) for a comprehensive collection of formulas describing such indefinite integrals and many important definite integrals.

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© 1993 Springer Science+Business Media New York

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Stoer, J., Bulirsch, R. (1993). Topics in Integration. In: Introduction to Numerical Analysis. Texts in Applied Mathematics, vol 12. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2272-7_3

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  • DOI: https://doi.org/10.1007/978-1-4757-2272-7_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4757-2274-1

  • Online ISBN: 978-1-4757-2272-7

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