On optimal adaptive quadratures for automatic integration

DOI10.1007/s10543-020-00831-2zbMath1491.65023OpenAlexW3123602916MaRDI QIDQ2026356

Maciej Goćwin

Publication date: 19 May 2021

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-020-00831-2

zbMATH Keywords

quadraturesadaptive meshoptimal algorithmsautomatic integration

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)

Related Items (2)

Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis ⋮ Automatic approximation using asymptotically optimal adaptive interpolation

Uses Software

• CUBPACK
• QUADPACK
• quadgk
• Algorithm 145
• quadva

Cites Work

• Unnamed Item
• Unnamed Item
• Automatic integration using asymptotically optimal adaptive simpson quadrature
• Doubly adaptive quadrature routines based on Newton-Cotes rules
• Adaptive quadrature -- Revisited
• Adaptive mesh selection asymptotically guarantees a prescribed local error for systems of initial value problems
• Vectorized adaptive quadrature in MATLAB
• A review of error estimation in adaptive quadrature
• Local Versus Global Strategies for Adaptive Quadrature
• When Not to Use an Automatic Quadrature Routine
• Algorithm 824
• Notes on the Adaptive Simpson Quadrature Routine

This page was built for publication: On optimal adaptive quadratures for automatic integration