Increasing the reliability of adaptive quadrature using explicit interpolants

DOI10.1145/1824801.1824804MaRDI QIDQ2989110zbMATH OpenOpenAlexWikidataFDO

Authors Pedro Gonnet

Publication date 19 May 2017

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.3962

zbMATH Keywords

interpolationerror estimationadaptive quadratureorthogonal polynomials

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Numerical interpolation (65D05)

Abstract: We present two new adaptive quadrature routines. Both routines differ from previously published algorithms in many aspects, most significantly in how they represent the integrand, how they treat non-numerical values of the integrand, how they deal with improper divergent integrals and how they estimate the integration error. The main focus of these improvements is to increase the reliability of the algorithms without significantly impacting their efficiency. Both algorithms are implemented in Matlab and tested using both the "families" suggested by Lyness and Kaganove and the battery test used by Gander and Gautschi and Kahaner. They are shown to be more reliable, albeit in some cases less efficient, than other commonly-used adaptive integrators.

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Cited in

(14)

• Floating point degree of precision of an interpolatory quadrature sum
• SecDec-3.0: numerical evaluation of multi-scale integrals beyond one loop
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• Practical error estimation in adaptive multidimensional quadrature routines
• Coarse graining with control points: a cubic-Bézier based approach to modeling athermal fibrous materials
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• scientific article; zbMATH DE number 1194040 (Why is no real title available?)
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• Computing Cauchy principal value integrals using a standard adaptive quadrature
• Sharper error estimates in adaptive quadrature
• Chebfun and numerical quadrature
• Electromagnetic modeling of damaged fiber-reinforced laminates
• Adaptive quadrature -- Revisited
• Complete analytic integrations for the 2D BEM representation of the Laplace equation with linear shape functions

Describes a project that uses

Uses Software

• coteglob
• CADRE
• QUADPACK
• Octave
• Matlab

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