Univariate and Bivariate Quadrature

INTFCN Function (PV-WAVE Advantage)—Integration of a user-defined univariate or bivariate function.

Arbitrary Dimension Quadrature

INTFCNHYPER Function (PV-WAVE Advantage)—Iterated integral on a hyper-rectangle.

INTFCN_QMC Function (PV-WAVE Advantage)—Intergrates a function on a hyper-rectangle using a Quasi Monte Carlo method.

Gauss Quadrature

GQUAD Procedure (PV-WAVE Advantage)—Gauss quadrature formulas.

Numerical Differentiation

DERIV Function (PV-WAVE Advantage)—Numerical differentiation using three-point Lagrangian.

Differentiation

FCN_DERIV Function (PV-WAVE Advantage)—First, second, or third derivative of a function.