Overview
Integration is at the heart of analysis. However, there are several different definitions of an integral. At a basic intuitive level, integration is a method to computing an area under a curve.
Topics
- Riemann Integral
- basic integral studied in elementary calculus
- Multivariable Riemann Integral - applicable in multi-variable settings.
- Riemann Stieltjes Integral
- an extension of the standard Riemann integral
- Stochastic Integrals: - an extension of the concepts in the Riemann Stieltjes Integral to stochastic processes.
- Lebesgue Integral - abstract version of integration
- Complex Integration - integration over functions of a complex variable
- Integration of Forms - extension of integration that applies when working with multi-variable calculus on manifolds
- Numeric Implementation