Federico Izzo: How can you integrate the Gaussian from zero to one? Hint: you don't, your computer does.
Tid: Fr 2018-11-30 kl 13.15 - Fr 2018-12-14 kl 14.15
Föreläsare: Federico Izzo, KTH
Plats: Room 3418, Lindstedtsvägen 25, 4th floor, Department of Mathematics, KTH
Abstract: Numerical methods for computing integrals are called quadrature. These are common tools for numerical analysts and there exists a plethora of methods, each with its pros and cons. I will give an introduction to the subject and prove some unexpected results, such that that one of the simplest methods may under certain circumstances converge "very very fast".