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Numerical 4th order integration in matlab

Numerical 4th order integration in matlab

Numerical 4th order integration in matlab

(OP)

Hi everybody,
i hope that someone can help me in performing the numerical integration of a 4-variables function: in matlab i've found the fuction "triplequad" which allows to work until 3rd order... what can i do?

Thanks a lot!

SP

RE: Numerical 4th order integration in matlab

It sounds to me like you are making some confusion between number of variables and order of the integration.

What you are looking for is not a 4th order method, but just a general method to integrate a 4 variables function.

The order of an integrating scheme/method refers to the order of magnitude of the neglected terms (truncation error).

I think matlab does not have any embedded function for integration of functions of more than 3 variables, nonetheless you can write your own integrating algorithm.

Take any numerical analisys book. There you should find integration methods for at least 2 variables. Go up to 4 in a hyper-rectangular domain (that is what matlab handles)is a mere exercise of extrapolation from the latter.

Although traditional methods will work, , they will involve at least 4 for cycles, and this will result in a very slow integration process. What I would suggest you is to check out some Monte Carlo integration schemes; these schemes use a statistical approach to the calculation of the integral and they are intrinsically multidimensional. The only drawback is the low accuracy obtainable in a reasonable time.

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