比如
int_0^1 exp(h*x^2) dx
where h can be positive or negetive.
谢谢 taylor expansion 感觉不靠谱啊。
s***e 发帖数: 267
2
If h is negative you can utilize normal cdf to bound?
If h is positive why taylor expansion does not work? It seems fine since x
is bounded. For numerical approximate solutions you can use quadrature
method or Monte Carlo.
【在 k**********g 的大作中提到】 : 比如 : int_0^1 exp(h*x^2) dx : where h can be positive or negetive. : 谢谢 taylor expansion 感觉不靠谱啊。
p*****k 发帖数: 318
3
when h is positive, it's known as "Dawson's integral"
(also called imaginary error function - erfi?)
"numerical recipe" has a section: http://www.nrbook.com/a/bookfpdf/f6-10.pdf
