Algorithm for calculating definite integrals with bounds at infinity
- by mbac32768
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?