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.
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Hofbauer, H., Uhl, A., Zinterhof, P. (2008). A Pragmatic View on Numerical Integration of Unbounded Functions. In: Keller, A., Heinrich, S., Niederreiter, H. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2006. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-74496-2_29
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DOI: https://doi.org/10.1007/978-3-540-74496-2_29
Publisher Name: Springer, Berlin, Heidelberg
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