On the Petras algorithm for verified integration of piecewise analytic functions

DOI10.1016/J.JCO.2016.10.004zbMATH Open1359.65036arXiv1603.03945OpenAlexW2963947048MaRDI QIDQ511115FDOQ511115

Piotr Zgliczyński, Małgorzata Moczurad

Publication date: 14 February 2017

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

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.

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

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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)

Cites Work

• Title not available (Why is that?)
• Gaussian versus optimal integration of analytic functions
• Title not available (Why is that?)
• On the complexity of self-validating numerical integration and approximation of functions with singularities
• Effective analytic functions
• Representation theorems for analytic machines and computability of analytic functions
• Self-validating integration and approximation of piecewise analytic functions
• Principles of verified numerical integration

Cited In (1)

• Automatic, guaranteed integration of analytic functions

Uses Software

• QUADPACK

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