How do we numerically integrate a rapidly decaying exponential function? A simple Gauss quadrature which is based on approximating the function by polynomial, I think will not work, since rapidly decaying exponential function will require more terms in the series. Is there a series approximation for the function?
2026-04-13 12:34:07.1776083647
Numerical integration - Gauss quadrature rule
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Variable substitution to make $k=1$, and use Gauss-Laguerre. For more advanced method, the double exponential transformation maybe relevant.