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Need help with numerical integration

by Rositta
Tags: integration, numerical
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Rositta
#1
Jan23-12, 08:29 AM
P: 13
Would any one please suggest the best numerical method for integrating complicated integrands and singular functions? I find that Gauss quadratures are suggested by many references but I can't find a method to obtain the abscissas and weights for a general function.
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I like Serena
#2
Jan23-12, 07:03 PM
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Quote Quote by Rositta View Post
Would any one please suggest the best numerical method for integrating complicated integrands and singular functions? I find that Gauss quadratures are suggested by many references but I can't find a method to obtain the abscissas and weights for a general function.
Welcome to PF, Rositta!

My book "Numerical Recipes for C" has a chapter on integration and in particular a paragraph on the integration of improper integrals.

As I understand it, you need to find out where the singularities are, so you can calculate open-ended integrations of the sections between the singularities.
Saladsamurai
#3
Jan23-12, 07:51 PM
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Quote Quote by I like Serena View Post
Welcome to PF, Rositta!

My book "Numerical Recipes for C" has a chapter on integration and in particular a paragraph on the integration of improper integrals.

As I understand it, you need to find out where the singularities are, so you can calculate open-ended integrations of the sections between the singularities.
Hi I like Serena Do you have a link to this? I am having no problem finding "Numerical Recipes in C" but not so much "for C" or is that what you meant?

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Jan24-12, 12:06 PM
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Need help with numerical integration

Quote Quote by Saladsamurai View Post
Hi I like Serena. Do you have a link to this? I am having no problem finding "Numerical Recipes in C" but not so much "for C" or is that what you meant?
Yep. That's what I meant.
Their website is here:
http://www.nr.com/
Rositta
#5
Feb17-12, 04:52 AM
P: 13
Thaks all


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