pracma (version 1.9.9)

simpson2d: Double Simpson Integration

Description

Numerically evaluate double integral by 2-dimensional Simpson method.

Usage

simpson2d(f, xa, xb, ya, yb, nx = 128, ny = 128, ...)

Arguments

f

function of two variables, the integrand.

xa, xb

left and right endpoint for first variable.

ya, yb

left and right endpoint for second variable.

nx, ny

number of intervals in x- and y-direction.

...

additional parameters to be passed to the integrand.

Value

Numerical scalar, the value of the integral.

Details

The 2D Simpson integrator has weights that are most easily determined by taking the outer product of the vector of weights for the 1D Simpson rule.

See Also

dblquad, quad2d

Examples

f1 <- function(x, y) x^2 + y^2
simpson2d(f1, -1, 1, -1, 1)     #   2.666666667 , i.e. 8/3 . err = 0

f2 <- function(x, y) y*sin(x)+x*cos(y)
simpson2d(f2, pi, 2*pi, 0, pi)  #  -9.869604401 , i.e. -pi^2, err = 2e-8

f3 <- function(x, y) sqrt((1 - (x^2 + y^2)) * (x^2 + y^2 <= 1))
simpson2d(f3, -1, 1, -1, 1)     #   2.094393912 , i.e. 2/3*pi , err = 1e-6