numerical integration algorithm details
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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. study hard, improve every day |
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Messages In This Thread |
numerical integration algorithm details - Wes Loewer - 05-31-2019, 04:12 AM
RE: numerical integration algorithm details - parisse - 05-31-2019, 06:10 AM
RE: numerical integration algorithm details - yangyongkang - 05-31-2019 11:22 AM
RE: numerical integration algorithm details - compsystems - 05-31-2019, 01:26 PM
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