Cheg 258 - Lecture Notes - April 7, 2000

Announcements

Class notes

The main points of the lecture were

• Adaptive quadrature

Goals:

• Know when to use an adaptive quadrature routine.
• Integrate functions on semi-infinite and infinite domains by mapping or truncation.

Reading

• The class notes and Chapter 5 of Kahaner and Chapter 9 of Hanna.

Questions of the Day

• How would you implement an adaptive quadrature routine with the Gauss- Kronod rules?
• Will the mapping [0,inf] - > [0,1] via the transformation x = - log(t) be a good one for all functions being integrated over a semi-infinite domain? What other mappings are there?

Matlab Example Codes

example 27