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Results tagged with numerical-integration
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user 8928
Questions on the use of numerical functions NIntegrate and NDSolve.
0
votes
1
answer
200
views
The value of $\sqrt{\frac{\pi }{2}} C(1)$
I'm going through question 5 here, where they ask to approximate the integral
$$I=\int_0^a \cos(t^2) \mathrm{d}t $$ with $a=\sqrt{\pi/2}$. This integral can be expressed using Fresnel integrals as
…
- 1,088
1
vote
1
answer
130
views
Rigorous error bounds for `NIntegrate`
Suppose I want to numerically evaluate an integral of the form
$$\int_{-\infty} ^\infty f(x) \mathrm{d}x $$
with error not exceeding some positive bound $\epsilon$. Is there a way to do this using NIn …
- 1,088
7
votes
2
answers
432
views
Solving an unstable BVP numerically, accurately and efficiently
About two weeks ago I've posted the following question on MathOverflow:
Solving a boundary value problem numerically, with high precision.
That is, the ODE is
\begin{equation}
y''=y^2-t \tag{1}
\end …
- 1,088