scientific article; zbMATH DE number 1148207
adaptive algorithmsalgorithmsboundary and finite element methodcomputational integrationcubature formulaerror estimationextrapolation methodsmultivariate formulasnumerical integrationoscillatory problemsparallel algorithmsquadrature formulaquasi-Monte Carlo formulassingular problemssoftwaresymbolic integrationtextbooktransformsunbounded integration regionsunivariate formulas
Approximate quadratures (41A55) Multidimensional problems (41A63) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Parallel numerical computation (65Y05) Symbolic computation and algebraic computation (68W30)
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.
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- Special issue: Numerical evaluation of integrals
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- Approximating multiple integrals of continuous functions by -uniform curves
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- Adaption allows efficient integration of functions with unknown singularities
- Towards stability results for global radial basis function based quadrature formulas
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- Multivariate polynomial approximation in the hypercube
- Stopping functionals for Gaussian quadrature formulas
- Increasing reliability of Gauss-Kronrod quadrature by Eratosthenes' sieve method
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- Spectrally accurate numerical quadrature formulas for a class of algebraically singular periodic Hadamard finite part integrals by regularization
- Bridging stylized facts in finance and data non-stationarities
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- Solving Fredholm integral equations by approximating kernels by spline quasi-interpolants
- Efficient numerical evaluation of triple integral using the Euler's method and Richardson's extrapolation
- Evaluating a double integral using Euler's method and Richardson extrapolation
- Reliability conditions in quadrature algorithms
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
- Practical estimation of high dimensional stochastic differential mixed-effects models
- Asymptotic expressions for remainder terms of some quadrature rules
- Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases
- An efficient family of strongly \(A\)-stable Runge-Kutta collocation methods for stiff systems and DAEs. I: Stability and order results
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