Integration

The integration problem is considering the numerical approximation of integrals

\[I = \int f(x)\mathrm{d}x\]

using

\[I \approx \sum\limits_{i=1}^N w_i f(x_i)\]

The supported methods are Monte Carlo Integration and Quadrature. For Quadrature the weights for the Rectangle rule, the Trapezoidal rule and the Simpson rule are given, and there is the possibility to provide own weights and evaluation points.

Usage

e["Problem"]["Type"] = "Integration"

Compatible Solvers

This problem can be solved using the following modules:

Variable-Specific Settings

These are settings required by this module that are added to each of the experiment’s variables when this module is selected.

Name

  • Usage: e[“Variables”][index][“Name”] = string

  • Description: Defines the name of the variable.

Configuration

These are settings required by this module.

Integrand

  • Usage: e[“Problem”][“Integrand”] = Computational Model

  • Description: Stores the function to integrate.