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MATLAB - Numerical integration

  1. Jun 16, 2010 #1
    hello,

    I have a problem with the use of quad function in Matlab for numerical integration. Let me try to explain on an example. When I want to find the integral of expression exp(-x^2/2) from 0 to infinity, where for the higher bound I use some very large number:

    Q = quad('exp(-x.^2./2)',0,10000000000)

    I get the correct result sqrt(pi/2)=1.2533.
    If I try to use the same logic for the expression x*exp(-x^2/2) for the same bounds:

    Q = quad('x.*exp(-x.^2./2)',0,10000000000)

    I get the result 0, although I know that correct result for this integral is 1.

    What can potentialy be the problem? The thing is I am solving some more difficult integrals, without analytical solutions, but in some way similar to this example, and I always get 0 where I don't expect it using the quad function.

    Thank you in advance...
     
    Last edited: Jun 16, 2010
  2. jcsd
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