Numerical Evaluation of Some Definite Integrals
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This Demonstration shows a trick for computing the definite integral numerically in a given interval of its upper bound using Mathematica. Instead of using NIntegrate we use the function NDSolve. Five test functions are borrowed from reference [1]. Four of these test functions have a singular point at . You can plot the analytic solutions of the test integrals as well as the difference of the numerical and analytic solutions as a function of the upper bound variable for different working precisions. The black point on the curve gives the function value when the slider position is at . At the right endpoint these values coincide with the values given in the reference in the details.
Contributed by: Mikhail Dimitrov Mikhailov (March 2011)
Open content licensed under CC BY-NC-SA
Snapshots
Details
[1] IMSL Fortran Library User's Guide, MATH/LIBRARY Volume 1 of 2, http://mesonpi.cat.cbpf.br/ssolar/imsl.htm.
Permanent Citation
"Numerical Evaluation of Some Definite Integrals"
http://demonstrations.wolfram.com/NumericalEvaluationOfSomeDefiniteIntegrals/
Wolfram Demonstrations Project
Published: March 7 2011