Backward differentiation formula - Wikipedia
https://en.wikipedia.org/wiki/Backward_differentiation_formulaThe backward differentiation formula (BDF) is a family of implicit methods for the numerical integration of ordinary differential equations. They are linear multistep methods that, for a given function and time, approximate the derivative of that function using information from already computed time points, thereby increasing the accuracy of the approximation. These methods are especially used for the solution of stiff differential equations. The methods were first introduced by Charles …
Chapter 5: Numerical Integration and Differentiation
www.ece.mcmaster.ca › ~xwu › part6Chapter 5: Numerical Integration and Differentiation PART I: Numerical Integration Newton-Cotes Integration Formulas The idea of Newton-Cotes formulas is to replace a complicated function or tabu-lated data with an approximating function that is easy to integrate. I = Z b a f(x)dx … Z b a fn(x)dx where fn(x) = a0 +a1x+a2x2 +:::+anxn. 1 The Trapezoidal Rule
Leibniz integral rule - Wikipedia
https://en.wikipedia.org/wiki/Leibniz_integral_ruleWe first prove the case of constant limits of integration a and b. We use Fubini's theorem to change the order of integration. For every x and h, such that h>0 and both x and x+h are within [x0,x1], we have: Note that the integrals at hand are well defined since is continuous at the closed rectangle and thus also uniformly continuous there; thus its integrals by either dt or dx are continuous in the other v…