On the Petras algorithm for verified integration of piecewise analytic functions

DOI10.1016/J.JCO.2016.10.004MaRDI QIDQ511115zbMATH OpenOpenAlexFDO

Authors Małgorzata Moczurad, Piotr Zgliczyński

Publication date 14 February 2017

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.03945

zbMATH Keywords

cost of integration algorithmpiecewise analytic functionsverified integration

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Algorithms with automatic result verification (65G20)

Abstract: We consider the algorithm for verified integration of piecewise analytic functions given by Petras. The analysis of the algorithm contained in Patras' paper is limited to a narrow class of functions and gives upper bounds only. We present an estimation of the complexity (measured by a number of evaluations of an integrand) of the algorithm, both upper and lower bounds, for a wider class of functions. We show examples with complexity $Theta(|lneps|/ep{s}^{p-1})$, for any $p>1$, where $eps$ is the desired accuracy of the computed integral.

Recommendations

• An adaptive numerical integration algorithm with automatic result verification for definite integrals
• On the complexity of self-validating numerical integration and approximation of functions with singularities
• scientific article; zbMATH DE number 440798
• Automatic, guaranteed integration of analytic functions
• Principles of verified numerical integration

Cites work

• Effective analytic functions
• Gaussian versus optimal integration of analytic functions
• scientific article; zbMATH DE number 3574878 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• On the complexity of self-validating numerical integration and approximation of functions with singularities
• Principles of verified numerical integration
• Representation theorems for analytic machines and computability of analytic functions
• Self-validating integration and approximation of piecewise analytic functions

Cited in

(1)

• Automatic, guaranteed integration of analytic functions

Describes a project that uses

Uses Software

• QUADPACK

This page was built for publication: On the Petras algorithm for verified integration of piecewise analytic functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q511115)