A Pragmatic View on Numerical Integration of Unbounded Functions

Heinz Hofbauer (), Andreas Uhl () and Peter Zinterhof ()
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Heinz Hofbauer: Salzburg University, Department of Computer Sciences
Andreas Uhl: Salzburg University, Department of Computer Sciences
Peter Zinterhof: Salzburg University, Department of Computer Sciences

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, pp 511-528 from Springer

Abstract: Summary We take a pragmatic approach to numerical integration of unbounded functions. In this context we discuss and evaluate the practical application of a method suited also for non-specialists and application developers. We will show that this method can be applied to a rich body of functions, and evaluate it’s merits in comparison to other methods for integration of unbounded integrals. Furthermore, we will give experimental results to illustrate certain issues in the actual application and to confirm theoretic results.

Keywords: Unit Cube; Principal Diagonal; Unbounded Function; Pragmatic View; Hyperbolic Region (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-74496-2_29

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DOI: 10.1007/978-3-540-74496-2_29

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