@@ -18,8 +18,8 @@ Derivative | Approximation error | Notes
1818-------------------------------------- | ------------------- | ---------------------------------------------- |
1919$$ \mathrm{d^2}(x + y + z)\over\mathrm{d}x\mathrm{d}y $$ | 1e-15 | Trivial case to showcase accuracy levels |
2020$$ \mathrm{d^2}(ySin(x) + xCos(y) + xye^z)\over\mathrm{d}x^2 $$ | 1e-7 | Can easily handle complex equations with high accuracy |
21- $$ \mathrm{d^2}(x^2 Sin(x) )\over\mathrm{d}x\mathrm{d}y $$ | 2e-6 | Approximation errors increase for mixed derivatives |
22- $$ \mathrm{d^3}(x^2 Sin(x) )\over\mathrm{d}x^2\mathrm{d}y $$ | 7e-4| Approximation errors increase with higher order derivatives |
21+ $$ \mathrm{d^2}(ySin(x) + xCos(y) + xye^z )\over\mathrm{d}x\mathrm{d}y $$ | 2e-6 | Approximation errors increase for mixed derivatives |
22+ $$ \mathrm{d^3}(ySin(x) + xCos(y) + xye^z )\over\mathrm{d}x^2\mathrm{d}y $$ | 7e-4| Approximation errors increase with higher order derivatives |
2323
2424
2525## 3. Iterative integration methods
@@ -69,7 +69,7 @@ Integrand | Approximation error | Notes
6969$$ \int_0^2 4x^3 - 3x^2 \mathrm{d}x $$ | 1e-14 | Trivial Integration to showcase accuracy levels |
7070$$ \int_0^1 (2x + yz) \mathrm{d}x $$ | 1e-30 | High accuracy for simple multivariable integrals |
7171$$ \int_0^1\int_0^1 (x^3 y + y^3 z) \mathrm{d}x\mathrm{d}y $$ | 1e-30 | Can handle integration by parts easily|
72- $$ \int_{0}^1 (Sin(x) - \sqrtx {x})e^{-x} \mathrm{d}x $$ | 1e-2 | Poor performance for non-polynomial integrands |
72+ $$ \int_{0}^1 (Sin(x) - \sqrt {x})e^{-x} \mathrm{d}x $$ | 1e-2 | Poor performance for non-polynomial integrands |
7373
7474
7575Gauss-Laguerre
@@ -78,13 +78,13 @@ Integrand | Approximation error | Notes
7878-------------------------------------- | ------------------- | ------------------------------------------------------- |
7979$$ \int_{0}^\infty x^2 e^{-x} \mathrm{d}x $$ | 1e-30 | Trivial Integration to showcase accuracy levels |
8080$$ \int_{0}^\infty (4x^3 - 3x^2)e^{-x} \mathrm{d}x $$ | 1e-12 | High accuracy for more complicated integrands |
81- $$ \int_{0}^\infty (Sin(x) - \sqrtx {x})e^{-x} \mathrm{d}x $$ | 1e-2 | Poor performance for non-polynomial integrands |
81+ $$ \int_{0}^\infty (Sin(x) - \sqrt {x})e^{-x} \mathrm{d}x $$ | 1e-2 | Poor performance for non-polynomial integrands |
8282
8383Gauss-Hermite
8484
8585Integrand | Approximation error | Notes |
8686-------------------------------------- | ------------------- | ------------------------------------------------------- |
8787$$ \int_{-\infty}^\infty x^2 e^{-x^2} \mathrm{d}x $$ | 1e-30 | Trivial Integration to showcase accuracy levels |
8888$$ \int_{-\infty}^\infty (4x^3 - 3x^2)e^{-x^2} \mathrm{d}x $$ | 1e-12 | High accuracy for more complicated integrands |
89- $$ \int_{-\infty}^\infty (Sin(x) - \sqrtx {x})e^{-x} \mathrm{d}x $$ | 1e-1 | Poor performance for non-polynomial integrands |
89+ $$ \int_{-\infty}^\infty (Sin(x) - \sqrt {x})e^{-x} \mathrm{d}x $$ | 1e-1 | Poor performance for non-polynomial integrands |
9090
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