A review of error estimation in adaptive quadrature
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Publication:2875086
DOI10.1145/2333112.2333117zbMath1293.65037arXiv1003.4629OpenAlexW2045548935MaRDI QIDQ2875086
Publication date: 13 August 2014
Published in: ACM Computing Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.4629
Related Items (13)
Adaptive numerical integration in element-free Galerkin methods for elliptic boundary value problems ⋮ Computing Cauchy principal value integrals using a standard adaptive quadrature ⋮ Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis ⋮ On a certain adaptive method of approximate integration and its stopping criterion ⋮ A hyper-reduction method using adaptivity to cut the assembly costs of reduced order models ⋮ An algorithm for the inversion of Laplace transforms using Puiseux expansions ⋮ On optimal adaptive quadratures for automatic integration ⋮ The modified composite Gauss type rules for singular integrals using Puiseux expansions ⋮ Shape aware quadratures ⋮ An adaptive quadrature-based factorization method for inverse acoustic scattering problems ⋮ Algorithm 935 ⋮ The asymptotic expansion and extrapolation of trapezoidal rule for integrals with fractional order singularities ⋮ Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models
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