Virtual Library of Simulation Experiments:

Test Functions and Datasets

Oscillatory Integrand Family


Dimensions: d

The Oscillatory family of functions is quickly integrated analytically, to high precision. It is shown in the plot above in its two-dimensional form.

The d uneffective u-parameters are chosen randomly from [0, 1], and their values don't significantly affect the difficulty of integration.

Larger values of the d affective a-parameters result in a higher frequency of oscillations, thus resulting in more difficult integration.

The above two-dimensional plot is created using u = (0.5, 0.5) and a = (5, 5).

Input Domain:

The function is integrated over xi ∈ [0, 1], for all i = 1, …, d.



Genz, A. (1984, September). Testing multidimensional integration routines. In Proc. of international conference on Tools, methods and languages for scientific and engineering computation (pp. 81-94). Elsevier North-Holland, Inc..

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