Reliability Conditions in Quadrature Algorithms

Details Reliability Conditions in Quadrature Algorithms Reliability Conditions in Quadrature Algorithms

2003-03-06

arxiv.org/abs/cs/0303004v1

Computer Science

Numerical Analysis

23 pages, 8 figures, 1 table, LaTeX2e, elsart.cls macro added, submitted to Computer Physics Communications

Scientific paper

10.1016/S0010-4655(03)00282-0

The detection of insufficiently resolved or ill-conditioned integrand structures is critical for the reliability assessment of the quadrature rule outputs. We discuss a method of analysis of the profile of the integrand at the quadrature knots which allows inferences approaching the theoretical 100% rate of success, under error estimate sharpening. The proposed procedure is of the highest interest for the solution of parametric integrals arising in complex physical models.

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