Algorithm for calculating definite integrals with bounds at infinity

Posted by mbac32768 on Stack Overflow See other posts from Stack Overflow or by mbac32768
Published on 2010-04-23T19:21:55Z Indexed on 2010/04/23 21:13 UTC
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exhaustive

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Suppose I have an integral that's bounded on one (or both) end by (-)infinity. AFAICT, I can't analytically solve this problem, it takes brute force (e.g. using a Left Riemann Sum). I'm having trouble generalizing the algorithm so that it sets the proper subdivisions; I'll either do far too much work to calculate something trivial, or not do nearly enough and have huge aliasing errors.

Answering in any language is cool, but maybe someone with better google-fu can end this quickly. :)

Is what I'm looking for as impossible as trying to measure the British coastline?

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