Improper integral calculation using numerical intergration

Posted by Andrei Taptunov on Stack Overflow See other posts from Stack Overflow or by Andrei Taptunov
Published on 2010-04-12T05:19:30Z Indexed on 2010/04/12 5:23 UTC
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numerical-integration

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language-agnostic

I'm interested in calculation of Improper Integral for a function. Particularly it's a Gauss Integral. Using a numerical integration does make sense for a definite integrals but how should I deal with improper integrals ?

Is there any was to extrapolate the function "around" negative infinity or should I just remove this part and start integration from some particular value because cumulative sum near "negative infinity" is almost non-existent for Gauss integral? Perhaps there are some algorithms that I'm not aware about.

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