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MathGroup Archive 2005

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Re: Numerical integration over half-infinite intervals

  • To: mathgroup at smc.vnet.net
  • Subject: [mg60301] Re: Numerical integration over half-infinite intervals
  • From: robert.dodier at gmail.com
  • Date: Sat, 10 Sep 2005 22:36:20 -0400 (EDT)
  • References: <dfrgt6$fsg$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Alan wrote:

> I do a lot of 1D NIntegrates over half-infinite domains [0,Infinity).

specialized algorithms are available for solving problems
of this kind. see for example the QUADPACK library which
can be downloaded from http://netlib.org/quadpack/.

i don't know whether Mathematica attempts to automatically
determine if a problem has an infinite range of
integration and, if so, invoke a specialized method.
your first action might be to check the documentation.

you didn't mention the problem domain. you might
check the literature to see what is the conventional
approach in your field. if the problem involves
probability functions, try googling for "alan genz".

for what it's worth,
robert dodier


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