# Questions tagged [integration]

For questions related to integration on computers. This can include numerical approximations of integrals (e.g. Monte Carlo, quadrature, FEM, RK4) and algorithms/software to obtain analytical derivatives (Risch algorithm, SymPy).

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### What does "symplectic" mean in reference to numerical integrators, and does SciPy's odeint use them?

In this comment I wrote: ...default SciPy integrator, which I'm assuming only uses symplectic methods. in which I am refering to SciPy's odeint, which uses ...
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### Which Runge-Kutta method is more accurate: Dormand-Prince or Cash-Karp?

I simply want to know whether the Dormand-Prince Numerical Method or the Cash-Karp Numerical Method is more accurate.
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### Numerical integration of a hypergeometric function

The Task Let $z_1, z_2, z_3$ be positive real numbers and define $$r(\mathbf{z}):= \int_0 ^\infty (t+z_1)^{-3/2}(t+z_2)^{-3/2}(t+z_3)^{-1/2}\text{d}t.$$ The task is to compute $r$ numerically in ...
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### What is the best method to do a MC Integration of a multidimensional integral where the integration limits depend upon other variables?

What is the best method to do a Monte Carlo Integration of a multidimensional integral where the integration limits depend upon other variables? I am interested in getting a numerical value of a 5 ...
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### CUDA & Python for numerical integration and solving differential equations

Can anyone please suggest some libraries which allow use CUDA in Python for numerical integration and/or solving of differential equations? My goal is to solve large (~1000 equations) of coupled non-...
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### Integration of the Fermi distribution using Python

I want to calculate the carrier concentration of my semiconductor using this equation: $$n(x) = \frac{m^*}{\pi\hbar^2}\int_{E_k}^{\infty}\frac{1}{1+\exp\left(\frac{E-E_f}{k_BT}\right)} \mathrm{d}E$$...
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### Why is velocity Verlet better than Verlet for gravity if it has a worse order of magnitude for the error term

Even though this method is more widely used than the simple Verlet method mentioned above, it unfortunately has an error term of O(Δt^2) , which is two orders of magnitude worse. That said, if you ...
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### Evaluating the surface integral in an FEM (Finite Elements Method) procedure

I want to evaluate the Surface force integral in an FEM procedure. The basic reference tet is shown in the figure. The faces are numbered corresponding to the node opposite to them. For example the ...
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### What is the best numerical method for a six dimensional spherical integral?

I am trying to do integrals of the type $$\int d^3\vec{p} \int d^3\vec{p}' e^{-p^2} e^{-{p'}^2}f(\vec{p}, \vec{p}')$$ where $\vec{p}$ and $\vec{p}'$ are three dimensional vectors represented using ...
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### 2D numerical integration with infinite limit (C++)

In order to integrate a two dimensional function of the form $$\int_{1}^\infty \int_{-\sqrt{x^2-1}}^{\sqrt{x^2-1}} e^{-x} \rm{d}y \rm{d}x,$$ I have been attempting to use the following code (written ...
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### Numerical quadrature in Discontinuous Galerkin

I would like to know which is the best way to integrate numerically Legendre polynomials. I am building up a Discontinuous Galerkin CFD code for which Legendre polynomials are used as basis functions ...
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### Convergence of Monte Carlo integration

In my research, one of the steps is to choose a numerical method to estimate $\int_a^b f(t)dt$, where $f$ is Lipschitz continuous but not differentiable. For simplicity, I used midpoint rule but the ...
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