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Re: Numerical integration


From: Marcin Sleczka
Subject: Re: Numerical integration
Date: Wed, 10 Jun 2009 09:44:30 -0700 (PDT)



Marcin Sleczka wrote:
> 
> Hi,
> Unfortunately I've got another problem with integration. Even Toolbox for
> numerical integration did not help.
> I have to integrate such a thing:
> \int_a^b dt \exp[\int_t^b dx f(x)]
> I don't have idea haw can I do it. Every help will by useful.
> 
> Thanks!
> 

It can be done with use quadl and quad but it's very time consuming. In fact
f(x) has the form
f(x)=exp[-x^2*g^2]*sin(\omega*t+\varphi)
I know that integral \int f(x) dx can be expressed by erf function but I
would like to perform numerical integration.

Any idea how can I do it in different way?
-- 
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