A probabilistic theory for error estimation in automatic integration

DOI10.1007/BF01396607zbMath0666.65023OpenAlexW1988584566MaRDI QIDQ1116644

S. H. Smith

Publication date: 1989

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

Full work available at URL: https://eudml.org/doc/133399

zbMATH Keywords

Wiener measurespline interpolationautomatic integrationconditional average errorheuristic error estimationlocal error-checks

Mathematics Subject Classification ID

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

Related Items (3)

Complexity of functions: Some questions, conjectures, and results ⋮ On the Power of Adaptive Information for Functions with Singularities ⋮ Probabilistic analysis of numerical integration algorithms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weak probability distributions on reproducing kernel Hilbert spaces
• Average case optimality for linear problems
• Feedback and adaptive finite element solution of one-dimensional boundary value problems
• Approximation of linear functionals on a Banach space with a Gaussian measure
• Gaussian measures in Banach spaces
• Gaussian measure in Hilbert space and applications in numerical analysis
• Computational Complexity: On the Geometry of Polynomials and a Theory of Cost: II
• On the efficiency of algorithms of analysis
• The fundamental theorem of algebra and complexity theory
• On the Condition Number of Local Bases for Piecewise Cubic Polynomials
• A Metalgorithm for Adaptive Quadrature
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Best Approximate Integration Formulas; Best Approximation Formulas

This page was built for publication: A probabilistic theory for error estimation in automatic integration