# \#quadrature

**URL:** https://discourse.julialang.org/tag/quadrature/1429.md

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## [\[ANN\] Quadriceps.jl: Gauss-Hermite and Gauss-Legendre accuracy in several dimensions, at a fraction of the nodes, with positive weights](https://discourse.julialang.org/t/ann-quadriceps-jl-gauss-hermite-and-gauss-legendre-accuracy-in-several-dimensions-at-a-fraction-of-the-nodes-with-positive-weights/139660)

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**Author:** [@Joris\_Pinkse](https://discourse.julialang.org/u/Joris_Pinkse)\
**Replies:** 2\
**Last updated:** [September 25, 2026, 12:08pm UTC](https://discourse.julialang.org/t/ann-quadriceps-jl-gauss-hermite-and-gauss-legendre-accuracy-in-several-dimensions-at-a-fraction-of-the-nodes-with-positive-weights/139660 "2026-09-25T12:08:54Z")

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If you integrate against a multivariate normal or uniform in two to five dimensions, you are probably using one of three things, and each has a problem. A product of one-dimensional Gauss rules. Exact, positive weights…

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## [Slow cubature](https://discourse.julialang.org/t/slow-cubature/116120)

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**Author:** [@e3c6](https://discourse.julialang.org/u/e3c6)\
**Replies:** 21\
**Last updated:** [June 25, 2024, 12:46am UTC](https://discourse.julialang.org/t/slow-cubature/116120 "2024-06-25T00:46:35Z")

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I’m trying the perform a numerical integration over 4-dimensions. Here is a self-contained example: import HCubature using StaticArrays: SMatrix using StaticArrays: SVector using LinearAlgebra: Symmetric using LinearAlg…

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## [Hcubature\_count?](https://discourse.julialang.org/t/hcubature-count/115878)

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**Author:** [@Domenico\_Lahaye](https://discourse.julialang.org/u/Domenico_Lahaye)\
**Replies:** 6\
**Last updated:** [June 20, 2024, 7:07am UTC](https://discourse.julialang.org/t/hcubature-count/115878 "2024-06-20T07:07:03Z")

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Is there a \_count equivalent for hcubature in the same way that quadgk\_count is for quadgk? Thx.

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## [Integration packages to calculate the first N Fourier coefficients](https://discourse.julialang.org/t/integration-packages-to-calculate-the-first-n-fourier-coefficients/114787)

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**Author:** [@ccmejia](https://discourse.julialang.org/u/ccmejia)\
**Replies:** 3\
**Last updated:** [May 27, 2024, 6:54pm UTC](https://discourse.julialang.org/t/integration-packages-to-calculate-the-first-n-fourier-coefficients/114787 "2024-05-27T18:54:58Z")

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I am trying to calculate the first N Fourier coefficients for sampled data (harmonic + gaussian like). The Riemann sum was my first approach, however I think the results are not enough accurate. Therefore, I am trying t…

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## [Package to evaluate oscillating integrals with increasing frequency](https://discourse.julialang.org/t/package-to-evaluate-oscillating-integrals-with-increasing-frequency/108565)

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**Author:** [@weymouth](https://discourse.julialang.org/u/weymouth)\
**Replies:** 14\
**Last updated:** [March 4, 2024, 9:34am UTC](https://discourse.julialang.org/t/package-to-evaluate-oscillating-integrals-with-increasing-frequency/108565 "2024-03-04T09:34:12Z")

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I’m looking to numerically integrate a function of the form int\[g(x)\*sin(r(x)\*x) dx, x=a...infinity\] Where g(x) is exponentially decaying and the frequency r(x) = A+B\*sqrt(1+x^2) is increasing with x. I saw GitHub - x…

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## [DiffEqCallback and quadrature calculation with IntegratingCallback](https://discourse.julialang.org/t/diffeqcallback-and-quadrature-calculation-with-integratingcallback/110836)

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**Author:** [@a6a3uh](https://discourse.julialang.org/u/a6a3uh)\
**Replies:** 0\
**Last updated:** [February 27, 2024, 9:36am UTC](https://discourse.julialang.org/t/diffeqcallback-and-quadrature-calculation-with-integratingcallback/110836 "2024-02-27T09:36:58Z")

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Hi! I’m trying to calculate some integral along the IVP for some ODE. In particular I’m calculating a running cost for my control system simulation (or value of some functional). It looks like IntegratingCallback and In…

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## [Quadratures and cubatures with Dirac deltas](https://discourse.julialang.org/t/quadratures-and-cubatures-with-dirac-deltas/108683)

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**Author:** [@homocomputeris](https://discourse.julialang.org/u/homocomputeris)\
**Replies:** 11\
**Last updated:** [January 11, 2024, 6:46pm UTC](https://discourse.julialang.org/t/quadratures-and-cubatures-with-dirac-deltas/108683 "2024-01-11T18:46:46Z")

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Are there ways to compute cubatures of functions that include the Dirac delta function?

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## [Instability with Gauss-Hermite quadrature](https://discourse.julialang.org/t/instability-with-gauss-hermite-quadrature/103408)

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**Author:** [@mleprovost](https://discourse.julialang.org/u/mleprovost)\
**Replies:** 0\
**Last updated:** [August 31, 2023, 2:48pm UTC](https://discourse.julialang.org/t/instability-with-gauss-hermite-quadrature/103408 "2023-08-31T14:48:10Z")

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Hello, I would like to approximate the log-density of a univariate distribution \\pi\_0 with a basis of Hermite polynomials. To compute the coefficients of the expansion, I am using the Gauss-Hermite quadrature. I am gett…
