baptiste auguie baptiste.auguie at googlemail.com writes:
Dear list,
[cross-posting from Stack Overflow where this question has remained
unanswered for two weeks]
I'd like to perform a numerical integration in one dimension,
I = int_a^b f(x) dx
where the integrand f: x in IR -
The integrand is highly peaked. It is approximately an impulse function where
much of the mass is concentrated at a very small interval. Plot the function
and see for yourself. This is the likely cause of the problem.
Other types of integrands where you could experience problems are:
Dear Ravi,
Thank you for your answer.
The integrand I proposed was a dummy example for demonstration
purposes. I experienced a similar slowdown in a real problem, where
knowing in advance the shape of the integrand would not be so easy.
Your advice is sound; I would have to study the underlying
Dear Hans,
[see inline below]
On 11 November 2011 22:44, Hans W Borchers hwborch...@googlemail.com wrote:
baptiste auguie baptiste.auguie at googlemail.com writes:
Dear list,
[cross-posting from Stack Overflow where this question has remained
unanswered for two weeks]
I'd like to
Dear list,
[cross-posting from Stack Overflow where this question has remained
unanswered for two weeks]
I'd like to perform a numerical integration in one dimension,
I = int_a^b f(x) dx
where the integrand f: x in IR - f(x) in IR^p is vector-valued.
integrate() only allows scalar integrands,
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