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I have a problem with the use ofquadfunction 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 thequadfunction.

Thank you in advance...

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# MATLAB - Numerical integration

Can you offer guidance or do you also need help?

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