Algorithm for calculating definite integrals with bounds at infinity

Posted by mbac32768 on Stack Overflow See other posts from Stack Overflow or by mbac32768
Published on 2010-04-23T19:21:55Z Indexed on 2010/04/23 21:13 UTC
Read the original article Hit count: 240

Filed under:

integral

|

exhaustive

|

calculation

Suppose I have an integral that's bounded on one (or both) end by (-)infinity. AFAICT, I can't analytically solve this problem, it takes brute force (e.g. using a Left Riemann Sum). I'm having trouble generalizing the algorithm so that it sets the proper subdivisions; I'll either do far too much work to calculate something trivial, or not do nearly enough and have huge aliasing errors.

Answering in any language is cool, but maybe someone with better google-fu can end this quickly. :)

Is what I'm looking for as impossible as trying to measure the British coastline?

© Stack Overflow or respective owner

Related posts about integral

Solution to an integral

as seen on Stack Overflow - Search for 'Stack Overflow'
I need to have the solution to the following integral: dx/((x^2+a)^0.5+b) If anyone has Mathematica 7 or so, would they try it for me? >>> More
Improper integral calculation using numerical intergration

as seen on Stack Overflow - Search for 'Stack Overflow'
I'm interested in calculation of Improper Integral for a function. Particularly it's a Gauss Integral. Using a numerical integration does make sense for a definite integrals but how should I deal with improper integrals ? Is there any was to extrapolate the function "around" negative infinity or… >>> More
computing hash values, integral types versus struct/class

as seen on Stack Overflow - Search for 'Stack Overflow'
hello I would like to know if there is a difference in speed between computing hash value (for example std::map key) of primitive integral type, such as int64_t and pod type, for example struct { int16_t v[4]; };. I know this is going to implementation specific, so my question ultimately pertains… >>> More
int24 - 24 bit integral datatype

as seen on Stack Overflow - Search for 'Stack Overflow'
Hi, is there a 24Bit primitive integral datatype in C++? If there is none, would it be possible to create a class int24 (, uint24 ) ? it's purpose could be: * manipulating soundfiles in 24 bit format * manipulating bitmapdata without alphachannel many thanks in advance Oops >>> More
storing an integral value in a pointer variable while declaration

as seen on Stack Overflow - Search for 'Stack Overflow'
int main() { int *d=0; printf("%d\n",*d); return 0; } this works fine. >cc legal.c > ./a.out 0 if i change the statement int *d=0; to int *d=1; i see the error. cc: "legal.c", line 6: error 1522: Cannot initialize a pointer with an integer constant other than zero. so its obvious that… >>> More

Related posts about exhaustive

Les conf?rences autour des technologies Microsoft - Liste non exhaustive des grands ?v?nements

as seen on ASP-PHP.net - Search for 'ASP-PHP.net'
Nous allons essayer de regrouper un grand nombre des ?v?nements autour des technologies Microsoft que ce soit au niveau global ou local. Nous verrons qu'il existe une certaine logique dans ces organisations m?diatiques et techniques. >>> More
Looking for exhaustive list of commands and a way to set style

as seen on Stack Overflow - Search for 'Stack Overflow'
Hi All, I'm currently working with CKEditor (http://ckeditor.com/). I'm looking for: 1) an exhaustive list of commands available by default via 'execCommand'. 2) a mechanism by which to set styles (as in the same way the FONT and SIZE combo boxes do it). I saw the function called 'setStyle'… >>> More
Better exception for non-exhaustive patterns in case

as seen on Stack Overflow - Search for 'Stack Overflow'
Is there a way to get GHCi to produce better exception messages when it finds at runtime that a call has produced value that does not match the function's pattern matching? It currently gives the line numbers of the function which produced the non-exhaustive pattern match which though helpful at… >>> More
Algorithm for calculating definite integrals with bounds at infinity

as seen on Stack Overflow - Search for 'Stack Overflow'
Suppose I have an integral that's bounded on one (or both) end by (-)infinity. AFAICT, I can't analytically solve this problem, it takes brute force (e.g. using a Left Riemann Sum). I'm having trouble generalizing the algorithm so that it sets the proper subdivisions; I'll either do far too much… >>> More
Algorithm for calculating indefinite integrals

as seen on Stack Overflow - Search for 'Stack Overflow'
Suppose I have an integral that's bounded on one (or both) ends by (-)infinity. AFAICT, I can't analytically solve this problem, it takes brute force (e.g. using a Left Riemann Sum). I'm having trouble generalizing the algorithm so that it sets the proper subdivisions; I'll either do far too much… >>> More