Re: Numerical integration over half-infinite intervals
- To: mathgroup at smc.vnet.net
- Subject: [mg60282] Re: Numerical integration over half-infinite intervals
- From: "Jens-Peer Kuska" <kuska at informatik.uni-leipzig.de>
- Date: Sat, 10 Sep 2005 06:46:34 -0400 (EDT)
- Organization: Uni Leipzig
- References: <dfrgt6$fsg$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Hi, SequenceLimit[list] returns the approximation given by Wynn's epsilon \ algorithm to the limit of a sequence whose first few terms are given by list. \ Warning: Wynn's epsilon algorithm can give finite results for divergent \ sequences. may help you. Regards Jens "Alan" <info at optioncity.REMOVETHIS.net> schrieb im Newsbeitrag news:dfrgt6$fsg$1 at smc.vnet.net... |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 | |