Adaption allows efficient integration of functions with unknown singularities

DOI10.1007/s00211-005-0640-3zbMath1083.65031OpenAlexW2071952768MaRDI QIDQ2574952

Grzegorz W. Wasilkowski, Leszek Plaskota

Publication date: 5 December 2005

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

Full work available at URL: https://doi.org/10.1007/s00211-005-0640-3

zbMATH Keywords

algorithmsingularitiesadaptive quadraturedivided differences

Mathematics Subject Classification ID

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

Related Items (18)

Efficient solution of IVPs with right-hand sides having discontinuities on an unknown hypersurface ⋮ Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients ⋮ Optimal solution of a class of non-autonomous initial-value problems with unknown singularities ⋮ Approximation of piecewise Hölder functions from inexact information ⋮ Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis ⋮ Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm ⋮ Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface ⋮ An extended doubly-adaptive quadrature method based on the combination of the Ninomiya and the FLR schemes ⋮ Solving systems of IVPs with discontinuous derivatives-numerical experiments ⋮ Automatic integration using asymptotically optimal adaptive simpson quadrature ⋮ Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting ⋮ Optimal adaptive solution of initial-value problems with unknown singularities ⋮ The cost of deterministic, adaptive, automatic algorithms: cones, not balls ⋮ Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface ⋮ Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients ⋮ Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions ⋮ The power of adaption for approximating functions with singularities ⋮ Automatic approximation using asymptotically optimal adaptive interpolation

Uses Software

• QUADPACK
• CADRE
• Algorithm 145

Cites Work

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• Adaption helps for some nonconvex classes
• Average case optimality
• On the power of adaption
• Optimum Sequential Search and Approximation Methods Under Minimum Regularity Assumptions
• On the Optimal Solution of Large Linear Systems
• Optimal sequential and non-sequential procedures for evaluating a functional
• On the Power of Adaptive Information for Functions with Singularities
• A Metalgorithm for Adaptive Quadrature
• Noisy Information and Computational Complexity
• Notes on the Adaptive Simpson Quadrature Routine

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