Numerical integration over half-infinite intervals
- To: mathgroup at smc.vnet.net
- Subject: [mg60273] Numerical integration over half-infinite intervals
- From: "Alan" <info at optioncity.REMOVETHIS.net>
- Date: Fri, 9 Sep 2005 04:07:17 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
I do a lot of 1D NIntegrates over half-infinite domains [0,Infinity). Sometimes you can simply put Infinity as an upper bound and Mathematica will return an answer. In that case, I don't have a problem. But, sometimes, this fails or takes too long, and I am forced to truncate the integral. Let's assume my integral converges, is not zero, and my integrand is relatively smooth with a few derivatives, at least. Suppose each finite truncated integral can be successfully computed to the same fixed PrecisionGoal. Given that, my questions: Is it possible to extrapolate these truncated results to a limit with a known precision? If so, how, and how does that precision relate to the fixed PrecisionGoal above? Thanks, alan