A stochastic scheme for solving definite integrals (Q2567234)

The authors develop the ideas of \textit{J. M. Chesneux} and \textit{F. Jezequel} [Dynamical computation using the trapezoidal and simpson's rules, J. Universal. Comput. Sci. 4(1), 2--10 (1998)] for applying the CESTAC method for the closed Newton-Cotes generally integration rules. A brief description of the stochastic arithmetic and the CESTAC method are given. Some numerical examples are presented, which are computed using the stochastic arithmetic and the perturbation method. They show that it is possible during the run of the code of integration rules to determine the optimal of the points, to correctly stop the process and to estimate the accuracy of the computed approximants.