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An efficient iterative method for numerical evaluation of integrals over a semi‐infinite range
Author(s) -
Squire William
Publication year - 1976
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620100220
Subject(s) - quadrature (astronomy) , range (aeronautics) , integrable system , numerical analysis , mathematics , variety (cybernetics) , numerical integration , mathematical analysis , computer science , calculus (dental) , physics , engineering , medicine , statistics , dentistry , aerospace engineering , optics
A procedure for numerical quadrature over a semi‐infinite range is described which does not require storing weights or nodes. It is applicable to a wide variety of integrands including oscillatory functions and forms with integrable singularites. A computer program and numerical examples are presented.