Extrapolation methods in numerical integration

DOI10.1007/BF02141912MaRDI QIDQ688094zbMATH OpenOpenAlexFDO

Authors Philip Rabinowitz

Publication date 27 June 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02141912

zbMATH Keywords

singular integralsquadratureextrapolation methodsadaptive extrapolationinfinite range integrals

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

Recommendations

• scientific article; zbMATH DE number 67155
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Cites work

• scientific article; zbMATH DE number 4015363 (Why is no real title available?)
• scientific article; zbMATH DE number 3854294 (Why is no real title available?)
• scientific article; zbMATH DE number 67140 (Why is no real title available?)
• A User-Friendly Extrapolation Method for Oscillatory Infinite Integrals
• A note on an extension of extrapolative techniques for a class of infinite oscillatory integrals
• An Algorithm for Automatic Integration Over a Triangle Using Nonlinear Extrapolation
• An extrapolation procedure for the evaluation of singular integrals
• Applications of extrapolation techniques to multidimensional quadrature of some integrand functions with a singularity
• Bessel transforms and rational extrapolation
• Comparison of some numerical quadrature formulas for weakly singular periodic Fredholm integral equations
• Euler-MacLaurin expansions for integrals over triangles and squares of functions having algebraic/logarithmic singularities along an edge
• Extrapolated Adaptive Quadrature
• On quadrature error expansions. I
• On rates of acceleration of extrapolation methods for oscillatory infinite integrals
• Quadrature error expansions. II: The full corner singularity
• Quadrature methods for periodic singular and weakly singular Fredholm integral equations
• Survey of Extrapolation Processes in Numerical Analysis
• The Euler-Maclaurin expansion for the Cauchy principal value integral
• Use of Gaussian convergence factors in the numerical evaluation of slowly converging integrals

Cited in

(10)

• The asymptotic expansion and extrapolation of trapezoidal rule for integrals with fractional order singularities
• scientific article; zbMATH DE number 67155 (Why is no real title available?)
• Computation of irregularly oscillating integrals
• Asymptotic expansions for trapezoidal type product integration rules
• A comparative study of numerical steepest descent, extrapolation, and sequence transformation methods in computing semi-infinite integrals
• Lucas decomposition and extrapolation methods for the evaluation of infinite integrals involving the product of three Bessel functions of arbitrary order
• The work of Philip Rabinowitz on numerical integration
• Nonlinear extrapolation estimates of \(\pi\)
• Higher-order weak schemes for the Heston stochastic volatility model by extrapolation
• scientific article; zbMATH DE number 802840 (Why is no real title available?)

Describes a project that uses

Uses Software

• TRIEX
• QUADPACK

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