Advertisement

Numerical Integration: Adaptive Methods

  • P. M. Dew
  • K. R. James

Abstract

In chapter 8 we discussed some basic numerical integration rules and developed two simple routines for the mathlib library. These routines have the major disadvantage that no indicator of numerical error is provided. Also, in gaussint, the user is required to select a particular gaussian rule, which presupposes some understanding of how the rule works. Ideally we would like to have a library routine which requires only the information necessary to specify the problem (the integrand, the limits of integration and the error tolerance). Given this information, the routine should compute the integral to a specified accuracy, determining the stepsize and other parameters automatically, or warn the user if the accuracy cannot be achieved. Routines of this type are called automatic integrators.

Keywords

Truncation Error Adaptive Method Integration Rule Test Integral Automatic Integrator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1983

Authors and Affiliations

  • P. M. Dew
    • 1
  • K. R. James
    • 1
  1. 1.Department of Computer StudiesUniversity of LeedsUK

Personalised recommendations