Practical error estimation in adaptive multidimensional quadrature routines

DOI10.1016/0377-0427(89)90036-8MaRDI QIDQ583536zbMATH OpenOpenAlexFDO

Authors Jarle Berntsen

Publication date 1989

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(89)90036-8

zbMATH Keywords

error estimatesadaptive multidimensional quadrature routines

Mathematics Subject Classification ID

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

Recommendations

• A discussion of a new error estimate for adaptive quadrature
• Increasing the reliability of adaptive quadrature using explicit interpolants
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• A review of error estimation in adaptive quadrature
• Adaptive quadrature -- Revisited

Cites work

• scientific article; zbMATH DE number 3591295 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 3247704 (Why is no real title available?)
• An adaptive algorithm for numerical integration over an \(n\)-dimensional cube
• Comments on the Nature of Automatic Quadrature Routines
• Numerical Evaluation of Multiple Integrals
• Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
• Symmetric integration rules for hypercubes. I. Error coefficients

Cited in

(12)

• Adaptive cubature over a collection of triangles using the d- transformation
• Increasing the reliability of adaptive quadrature using explicit interpolants
• A review of error estimation in adaptive quadrature
• Reliability conditions in quadrature algorithms
• Null rules for the detection of lower regularity of functions
• Increasing robustness in global adaptive quadrature through interval selection heuristics
• Sharper error estimates in adaptive quadrature
• A discussion of a new error estimate for adaptive quadrature
• DQAINF: An algorithm for automatic integration of infinite oscillating tails
• Error estimates of local multiquadric-based differential quadrature (LMQDQ) method through numerical experiments
• Adaptive integration for multi-factor portfolio credit loss models
• Global error bounds for product cubature rules

Describes a project that uses

Uses Software

• TESTPACK

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