Clenshaw and Curtis Quardrature

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1

Hi,

I am just ask if I can use Clenshaw and Curtis quadrature for the integration.

Thanks,
Ahmed

2

Hi @Ahmed_Atallah,

Sorry for the late answer. In UQLab, only Gaussian quadrature and Smolyak sparse quadrature are available (see the PCE user manual). But you could probably modify the code of UQLab to allow for Clenshaw-Curtis quadrature. You would need to write a function similar to uq_quadrature_nodes_weights_gauss and modify the code to add the Clenshaw-Curtis option.

If you do it, we’d be happy if you could share your solution with us! Good luck! :slight_smile: