Laplace's Algorithm

A Laplace's Algorithm is a integral approximation algorithm that ...

• See: Function (Mathematics), Mathematics, Pierre-Simon Laplace, Integral, Derivative.

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References

2017

• (Wikipedia, 2017) ⇒ https://en.wikipedia.org/wiki/Laplace's_method Retrieved:2017-9-16.
  • In mathematics, Laplace's method, named after Pierre-Simon Laplace, is a technique used to approximate integrals of the form : [math]\displaystyle{ \int_a^b\! e^{M f(x)} \, dx }[/math] where ƒ(x) is some twice-differentiable function, M is a large number, and the integral endpoints a and b could possibly be infinite. This technique was originally presented in Laplace (1774, pp. 366–367).

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