Practical error estimation in numerical integration

DOI10.1016/0377-0427(85)90036-6zbMath0589.65020OpenAlexW2068896308MaRDI QIDQ1074294

Dirk P. Laurie

Publication date: 1985

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(85)90036-6

zbMATH Keywords

numerical experimentserror estimationadaptive quadratureRomberg extrapolationautomatic quadratureKronrod-Gauss rulespractical convergence criteria

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (7)

On the construction of multi-dimensional embedded cubature formulae ⋮ A discussion of a new error estimate for adaptive quadrature ⋮ A lower bound for the number of function evaluations in an error estimate for numerical integration ⋮ Stopping functionals for Gaussian quadrature formulas ⋮ Increasing reliability of Gauss-Kronrod quadrature by Eratosthenes' sieve method ⋮ Error estimates for quadrature rules based on the Arnoldi process ⋮ On the subdivision strategy in adaptive quadrature algorithms

Uses Software

• CADRE
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Cites Work

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• Sharper error estimates in adaptive quadrature
• When Not to Use an Automatic Quadrature Routine
• On Some Gauss and Lobatto Based Integration Formulae
• The Optimum Addition of Points to Quadrature Formulae
• Numerical Quadrature and Asymptotic Expansions
• The Effect of Inadequate Convergence Criteria in Automatic Routines

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