Practical error estimation in adaptive multidimensional quadrature routines
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DOI10.1016/0377-0427(89)90036-8zbMATH Open0692.41030OpenAlexW2074792320MaRDI QIDQ583536FDOQ583536
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
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Cites Work
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- Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
- An adaptive algorithm for numerical integration over an \(n\)-dimensional cube
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- Numerical Evaluation of Multiple Integrals
- Comments on the Nature of Automatic Quadrature Routines
- 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
- Null rules for the detection of lower regularity of functions
- Reliability conditions in quadrature algorithms
- 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
- Error estimates of local multiquadric-based differential quadrature (LMQDQ) method through numerical experiments
- DQAINF: An algorithm for automatic integration of infinite oscillating tails
- Adaptive integration for multi-factor portfolio credit loss models
- Global error bounds for product cubature rules
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