Apparatus and method for computing multiple integral, and recording medium
US6832233B2 · kind B2 · utility
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Inventor
Key dates
| Filing date | Dec 22, 2000 |
| Grant date | Dec 14, 2004 |
| Priority date | — |
| Expiry date | Sep 12, 2022 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/175
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
When numerically integrating an integrand function A over an unbounded domain, a vector map f converts an m (m≧1)-dimensional vector into an m-dimensional vector wherein a multidimensional density function &rgr; of the limiting distribution resulting from repeatedly applying the map f to a predetermined m-dimensional vector u is analytically solvable. A first storage unit stores an m-dimensional vector x, a second storage unit stores a scalar value w, a first computing unit computes a vector x′=f(x), a second computing unit computes a scalar value w′=A(x)/&rgr;(x), an update unit updates values in the first and second storage units and by storing the vector x′ on the first storage unit and adding the scalar value w′ to a value to be stored in the second storage unit, and an output unit computes a scalar value s=w/(c+1) when the number of update times by the update unit becomes c (c≧1) and outputs the result.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.