Automatic integration using asymptotically optimal adaptive simpson quadrature

DOI10.1007/s00211-014-0684-3zbMath1326.65035DBLPjournals/nm/Plaskota15OpenAlexW2053354511WikidataQ33731151 ScholiaQ33731151MaRDI QIDQ495532

Leszek Plaskota

Publication date: 14 September 2015

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-014-0684-3

zbMATH Keywords

complexitynumerical integrationoptimalityadaptive algorithmSimpson formula

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (8)

Adaptive mesh selection asymptotically guarantees a prescribed local error for systems of initial value problems ⋮ Asymptotically tight worst case complexity bounds for initial-value problems with nonadaptive information ⋮ Local adaption for approximation and minimization of univariate functions ⋮ Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis ⋮ Adaptive mesh point selection for the efficient solution of scalar IVPs ⋮ On optimal adaptive quadratures for automatic integration ⋮ Automatic approximation using asymptotically optimal adaptive interpolation ⋮ An adaptive quadrature-based factorization method for inverse acoustic scattering problems

Uses Software

• QUADPACK
• Algorithm 145

Cites Work

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• Average case optimality
• Adaptive quadrature -- Revisited
• The cost of deterministic, adaptive, automatic algorithms: cones, not balls
• On the power of adaption
• Adaption allows efficient integration of functions with unknown singularities
• Local Versus Global Strategies for Adaptive Quadrature
• Noisy Information and Computational Complexity
• When Not to Use an Automatic Quadrature Routine
• Computation of Gauss-Kronrod quadrature rules
• Introduction to Theory of Control in Organizations
• Notes on the Adaptive Simpson Quadrature Routine

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