On numerical evaluation of a convolution-type integral
- 1 January 1973
- journal article
- letter
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 61 (10) , 1513-1515
- https://doi.org/10.1109/PROC.1973.9314
Abstract
A simple approach is developed for numerical evaluation of a convolution-type integral. This method involves deriving and solving numerically a differential equation instead of evaluating the original integral by the regular method. It shows great advantages in saving computer time. The most important use of the method occurs when the integral must be evaluated repeatedly.Keywords
This publication has 1 reference indexed in Scilit:
- Numerical Methods for Scientists and Engineers.Journal of the Royal Statistical Society. Series A (General), 1962