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?
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