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numerical integration algorithm details
05-31-2019, 11:22 AM (This post was last modified: 05-31-2019 11:22 AM by yangyongkang.)
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RE: numerical integration algorithm details
The numerical integration algorithm is introduced in the Wolfram reference documentation.

* NIntegrate uses symbolic preprocessing to resolve function symmetries, expand piecewise functions into cases, and decompose regions specified by inequalities into cells.
*With Method->Automatic, NIntegrate uses "GaussKronrod" in one dimension, and "MultiDimensional" otherwise.
*If an explicit setting for MaxPoints is given, NIntegrate by default uses Method->"QuasiMonteCarlo".
*"GaussKronrod": adaptive Gaussian quadrature with error estimation based on evaluation at Kronrod points.
*"DoubleExponential": non-adaptive double-exponential quadrature.
*"Trapezoidal": elementary trapezoidal method.
*"Oscillatory": transformation to handle certain integrals containing trigonometric and Bessel functions.
*"MultiDimensional": adaptive Genz\[Dash]Malik algorithm.
*"MonteCarlo": non-adaptive Monte Carlo.
*"QuasiMonteCarlo": non-adaptive Halton\[Dash]Hammersley\[Dash]Wozniakowski algorithm.

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RE: numerical integration algorithm details - yangyongkang - 05-31-2019 11:22 AM



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