What methodology Matlab uses to solve numerically an integral with infinity (inf) boundary?

Hi everyone,

As I see it, a numerical integration, with one or two infinity boundaries, ends when i and (i-1) - roots differ by a very small percentage.

So my question is, how "sensitive" Matlab is with its approach on solving numerically such integrals, and can that be manageable?

I do not expect a specific number as an answer, due to the general nature of this question (every solution approach depends on the integrated equation), but mostly a direction on where to look at. If though, there is a certain methodology that Matlab uses to approach such solutions I would like to be aware of.

Thanks in advance

Answer 1

[Steven Lord]

Have you read the reference given at the end of the integral function's documentation page?

[kyriakos10]

No I haven't, but that is pretty much what I was looking for.

Thank you.