Extrapolation methods in numerical integration
From MaRDI portal
Publication:688094
This is a review article about progress in extrapolation methods for numerical integration after 1984. The article focuses on methods for infinite range integrals (including oscillatory problems), adaptive extrapolation and singular integrals in several dimensions. It contains a list of references through 1990. The main work reviewed is by E. de Doncker, J. N. Lyness and A. Sidi.
Recommendations
Cites work
- A note on an extension of extrapolative techniques for a class of infinite oscillatory integrals
- A User-Friendly Extrapolation Method for Oscillatory Infinite 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
- 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?)
- 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
(12)- Asymptotic expansions for trapezoidal type product integration rules
- Computation of irregularly oscillating integrals
- The work of Philip Rabinowitz on numerical integration
- Higher-order weak schemes for the Heston stochastic volatility model by extrapolation
- scientific article; zbMATH DE number 67155 (Why is no real title available?)
- A comparative study of numerical steepest descent, extrapolation, and sequence transformation methods in computing semi-infinite integrals
- scientific article; zbMATH DE number 802840 (Why is no real title available?)
- The asymptotic expansion and extrapolation of trapezoidal rule for integrals with fractional order singularities
- Nonlinear extrapolation estimates of \(\pi\)
- Lucas decomposition and extrapolation methods for the evaluation of infinite integrals involving the product of three Bessel functions of arbitrary order
- Nonlinear random extrapolation estimates of under Dirichlet distributions
- A multi-stage hybrid technique for 2D stochastic nonlinear Itô-Volterra integral equations
This page was built for publication: Extrapolation methods in numerical integration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688094)
