No label defined (Q4386705)

This is a numerical integration book that focuses on collecting results that are useful for the practical computation of integrals, and that were produced since the work described in the classic by \textit{P. J. Davis} and \textit{P. Rabinowitz} [Methods of numerical integration, 2nd ed. (1984; Zbl 0537.65020)]. This book is much more comprehensive than the book by \textit{G. Evans} [Practical numerical integration (1993; Zbl 0811.65015)]. However, this book is very similar to the monograph by the same authors [Numerical integration on advanced computer systems, Lecture Notes in Computer Science No. 848 (1994; Zbl 0825.65012)]. The scope of the book can be summarized by listing (slightly abbreviated) chapter titles: Foundations, Applications, Fundamentals, Symbolic integration, Univariate formulas, Multivariate formulas, Special problem methods, Algorithms, Parallel algorithms, Assessment of software. It would take a very lengthy book to detail all of the developments since 1984 in these areas, but this book does a good job of covering the key results. The new material can be summarized by following the chapter organization: Foundations -- coverage of various types of singular integrals; Applications -- statistics, transforms and boundary and finite element method problems; Fundamentals -- problem definition and capabilities of current numerical software packages; Symbolic integration -- capabilities of current packages; Multivariate formulas -- developments in methods for constructing polynomial formulas and various quasi-Monte Carlo formulas; Special problem methods -- oscillatory problems, unbounded integration regions, transforms, extrapolation methods, singular problems; Algorithms -- reliable error estimation, adaptive algorithms and software; Parallel algorithms -- types of parallelism, algorithms, and implementation issues for different computer architectures; Assessment -- criteria and techniques. There is an extensive list of references. The primary differences between this book and the authors' 1994 monograph are numerous rewordings, added coverage of symbolic methods, significantly reduced coverage of parallel algorithms, and additions to the reference list.