Computation of an infinite integral using Romberg's method

DOI10.1023/B:NUMA.0000040066.63826.46MaRDI QIDQ701932zbMATH OpenOpenAlexFDO

Authors Fabienne Jézéquel, Jean-Marie Chesneaux

Publication date 17 January 2005

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:numa.0000040066.63826.46

zbMATH Keywords

CESTAC methodNumerical examplesNumerical validationRomberg's methodround-off error

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Algorithms with automatic result verification (65G20) Roundoff error (65G50)

Review text

The integral \[ g(a)= \int^t_0 [(\exp^x+ \exp^{-x})^a- \exp^{ax}- \exp^{-ax}]\,dx,\quad 0< a< 2 \] arises in a study of the total energy of crystals, where \(g(5/3)\) has been evaluated as 4.45. The aim of this paper is to show that a classical numerical computation, in this case with Romberg's method, leads to efficient and reliable computed results for any value of \(a\) if dynamical controls are used from the round-off error point of view. An estimation of the final round-off error and numerical examples are given.

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