Concept

Integral

It is the limit of sums of rectangles under a curve, and it measures accumulated total rather than instantaneous rate. The fundamental theorem says that it undoes differentiation, which is what makes areas computable from antiderivatives.

Named by 21 essays across 6 fields — each of them below, with the objects they name alongside it.

π(x) against its two estimates, up to 20,000. The ratio of the prime counting function to x over the logarithm of x, and to the logarithmic integral, plotted against x. The first is above one and coming down slowly; the second is close to one throughout.

Counting what has no formula

There is no expression that gives the nth prime, and yet the number of primes below a bound is predictable to within a fraction of a per cent — by a function that is not a formula for the primes but an integral of the wrong-looking quantity.

number · Prime distribution
A rectangle grown on two sides. A rectangle x by √x, with both sides grown by the change a step of h makes. The new area is the old one, two strips, and a small corner rectangle that has both increments in it.

A rectangle grown on two sides

A product of two changing quantities is the area of a rectangle whose sides both move. The extra area is two strips and a corner, and the whole of the product rule is the observation that the corner is negligible and the strips are not.

analysis · The derivative
The area that names the number. The curve 1/x with the area under it from 1 to 2.7183 shaded, measuring 1.0000.

The area that names the number

The number e can be defined without mentioning slopes at all. Slide right along the curve 1/x until the area underneath reaches exactly one, and stop. That is where e is, and the reason logarithms turn multiplication into addition is visible in the same picture.

analysis · The exponential
The slopes the equation demands, and the curves that obey them. A field of short segments whose slope at each point is 0.9 times the height there, with 3 solution curves integrated through it; each doubles over an interval of 0.770 wherever that interval is taken.

The equation with only one answer

A rate of change proportional to the current amount is the most common description in nature, and it pins down the function completely. There is exactly one curve through each starting point, and a half-life and a doubling time are the same measurement.

analysis · The exponential
How fast each way of averaging closes in, as the dimension grows. Relative error against the number of points, both on logarithmic scales, for a regular grid in 1, 4, 8 dimensions and for random points in 8; the grid's lines steepen or flatten with the dimension and the random one does not move from a slope of a half.

The error that does not care how many dimensions

A grid gets rapidly better in one dimension and hopelessly worse in twenty. Random points get better at the same slow rate whatever the dimension, which is why a method that is bad everywhere ends up being the only one that works.

probability · Monte Carlo
Two unbiased estimates of one integral, and their spread. The sharply peaked integrand with the proposal density that follows it, above a strip plot of 200 estimates from each of two methods; the weighted estimates cluster 4.2 times more tightly about the same value.

Sampling where the answer lives

Monte Carlo error cannot be made to fall faster than the square root, so the only thing left to attack is the constant in front of it. Drawing points where the integrand is large, and dividing by how often they were drawn, leaves the answer alone and can shrink the noise many times over.

probability · Monte Carlo
Points too even to be random. 256 independent random points beside 256 points of a Halton sequence, with the largest mismatch between a box's share of points and its area plotted against the number of points for both.

Points too even to be random

Independent random points clump, and the clumping is what makes the error fall only as the square root. Points chosen to be evenly spread rather than independently beat that rate, and the price is that nothing about them is random at all.

probability · Monte Carlo
A staircase with no steps. The Cantor function drawn to several stages: a continuous non-decreasing curve from nought to one which is constant on every interval of the complement of the middle-thirds set, so its whole rise happens on a set of measure zero.

A staircase with no steps

A function that rises from nought to one, is continuous everywhere, and has derivative zero at almost every point. All of its climbing happens on a set of no length at all, which is possible because that set has uncountably many points.

analysis · Measure
The sum of the first 6 squares, as a staircase over a curve. Bars of height k^2 for k from 1 to 6, totalling 91, drawn over the curve y = x^2, whose area up to 6 is 72.00. The slivers between staircase and curve hold 19.00, close to half the last bar.

Sums of powers, read off a staircase

Add the first n squares, or cubes, or seventh powers, and the answer is always a polynomial in n. Its first term is the area under a curve, its second is half of the last step, and every term after that is a correction for the corners of a staircase — which is where the Bernoulli numbers come from, and why they eventually grow without bound.

geometry · Figurate numbers
A quadratic in the exponent, completed. Two panels sharing an x-axis. Above, the parabola −x² + 2x with its top at x = 1 marked. Below, e raised to that parabola: a bell centred at the same x = 1, with peak height e^1, beside the faint unmoved bell e^(−x²).

One number under every bell

The area under e^(−x²) has no formula in terms of the usual functions, and yet the area under e raised to any downward quadratic is known exactly. Completing the square in the exponent moves and squeezes every such curve into the same one, so a single number — √π — pays for all of them.

algebra · Completing the square
Area out to infinity, for three powers. Left: the curves 1/√x, 1/x, 1/x² from x = 0 to 10, with the region beyond x = 1 shaded under the lowest. Right: the area from 1 to T for each, on logarithmic scales, for T up to 10^6. 1/√x keeps growing, 1/x keeps growing, 1/x² levels off at 1.

An endless region with a finite area

A region that runs off to infinity can still have a finite area, and for the curves 1/xᵖ the exponent that makes the far end finite is exactly the one that makes the end at zero infinite. 1/x fails at both, no power succeeds at both, and a horn can hold less than π while needing infinite paint.

analysis · The integral
Integration by parts is a rectangle. The increasing curve v = u²/4 between u = 1 and u = 3. The region under it is shaded one way and the region between it and the vertical axis another; together they fill the rectangle from the origin to (3, 2.25) minus the rectangle to (1, 0.25).

A rectangle cut by a curve

Integration by parts is taught as the product rule run backwards. It is also a picture: an increasing curve cuts a rectangle into two pieces, one of them the area under the curve and the other the area beside it, and the formula says only that the pieces fill the rectangle. Run repeatedly, the same cut produces the factorials and Wallis's product for π.

analysis · The integral
The continued fraction of e. Bars for the first 30 continued-fraction terms of e: mostly ones, with every third bar rising in a straight staircase, 2, 1, 2, 1, 1, 4, 1, 1, 6, ….

The pattern in e's continued fraction

Written as a continued fraction, e is 2; 1, 2, 1, 1, 4, 1, 1, 6, 1, 1, 8 — two ones, then the next even number, for ever. Euler found the pattern and proved it with a differential equation. A proof from 2006 needs only three integrals, each of which turns out to be exactly the error of one of e's own convergents.

number · Irrationality
The Cantor function has length 2. The graph of a singular or partly singular increasing function on the unit interval with an inscribed polygon, beside a table of inscribed lengths by stage and the value the derivative formula gives.

The length the derivative never sees

The Cantor function climbs from 0 to 1 with a slope of zero almost everywhere, so the formula ∫√(1 + f′²) dx says its graph has length 1 — the length of a flat line. The inscribed polygons say 2. Mix it half and half with the diagonal and the length becomes exactly the golden ratio, while the formula still reports only the part the slope can see.

analysis · Arc length
A ribbon on a lifted figure eight: link 1, twist 0.47, writhe 0.53. A closed ribbon drawn as its core curve and one edge, joined by short ties. The edges have linking number 1; the twist 0.467 and writhe 0.533 add to it.

A whole number split into two that are not

Run a ribbon round a closed loop and its two edges link a whole number of times. That number is shared between two quantities that are nothing like whole numbers: how far the ribbon twists about its core, and how far the core coils about itself. Bend the loop and the twist and the coiling trade continuously, to three decimal places, while their sum stays fixed — the arithmetic behind a coiled telephone cord and a supercoiled loop of DNA.

topology · Linking number
Counting overlapping targets from sensor counts alone, by integrating against χ. A 36 by 32 grid of sensor counts from 7 overlapping discs; the sum of the Euler characteristics of the level sets is 7.

Counting targets by their holes

The Euler characteristic adds up like an area: glue two shapes together and it is the sum of theirs minus that of their overlap. So it can be used to measure, and measuring with it does something no area can. A field of sensors that each report only how many targets they detect — not which, not where — can have its readings added up, weighted by the Euler characteristics of the regions where the count is high, and the answer is exactly the number of targets.

topology · Euler characteristic
A planimeter's wheel measures an area by going round it. Polar planimeter with arms 2.3 and 2 traced round a closed curve; wheel roll 1.6478, times 2, equals the area 3.2955.

An area measured by walking round it

A surveyor's instrument from 1854 measures the area of any shape on a map by having its pointer steered once round the boundary; a small wheel rolls and slides, and its reading, times the length of one arm, is the area. Nothing touches the inside. The reason is that area can be written as an integral over the boundary — Green's theorem — and the instrument is that integral built in brass. Walk a curve that crosses itself and the same integral counts some regions twice.

analysis · The integral
Divergent and convergent integrands pressing towards each other. x·f(x) on a log scale for 1/x, 1/(x ln x), 1/(x ln x ln ln x) (divergent) and 1/(x (ln x)²), 1/(x ln x (ln ln x)²) (convergent), for x up to 10^300.

No integrand sits on the border

The area under 1/x out to infinity is infinite and the area under 1/x² is finite, so it is natural to look for the dividing line. There is none. Divide any divergent integrand by its own running integral and it still diverges, more slowly; divide any convergent one by the square root of its tail and it still converges, more slowly. Paul du Bois-Reymond proved in 1873 that no single integrand can separate the two families — and the slow ones are slow beyond imagining.

analysis · The integral
Counting targets from sensor readings with mistakes in them. Three 80 by 72 sensor fields over 8 targets: true counts (integral 8), counts with 415 mistaken readings (integral 160), and the mistaken counts smoothed (rounded persistence count 8).

Counting targets when the sensors make mistakes

Add up the Euler characteristics of the regions where sensor counts are high and the answer is exactly the number of targets — until one sensor misreads. Each wrong reading is a new piece or a new hole, so the error grows with the number of sensors instead of averaging away. Smooth the readings and count each piece and hole by how long it survives as the threshold is lowered, and the count comes back exactly, with half the readings wrong, at the price of having to know how small a real feature can be.

topology · Euler characteristic
The factorials, and three smooth curves through all of them. Γ(x+1), Γ(x+1)(1 + 0.5 sin² πx) and the degree-six interpolating polynomial through 0!…6!, on a log scale over 0 ≤ x ≤ 5.4; at x = 1/2: 0.88623, 1.32934, -3.58301.

Only one curve through the factorials bends the right way

Infinitely many smooth curves pass through 1, 1, 2, 6, 24, 120, and some of them even obey the factorial's own rule, f(x + 1) = (x + 1)·f(x), at every x. Ask that the logarithm of the curve bend upwards everywhere and exactly one survives — Euler's integral. A wiggle of any size breaks the condition somewhere, the smaller the wiggle the further out, and the proof that nothing else survives is a squeeze that computes √π along the way.

analysis · The integral
Walking a figure eight, and the sine it makes. Bernoulli's lemniscate with 24 equally spaced stations, and the graph of the distance from its centre against arc length walked: the lemniscatic sine, period 2ϖ ≈ 5.2441, beside an ordinary sine of the same period.

The sine of a figure eight

Walk round a circle and read the height against the distance walked, and the reading is the sine. Do the same on Bernoulli's figure eight and the reading is a new function, with an arc integral that has t⁴ where the circle's has t², a length Gauss found inside an average, two periods instead of one — and exactly the same list of equal divisions that compass and straightedge can draw.

analysis · Circular functions

Named alongside it

The objects these essays reach for when they reach for this one.

DerivativeLogarithmAreaConvergence ratee, the numberLimitPiApproximationFundamental theoremHarmonic seriesMonte CarloSampling

All concepts