The boundary layer problem in Bayesian adaptive quadrature

Details The boundary layer problem in Bayesian adaptive quadrature The boundary layer problem in Bayesian adaptive quadrature

2006-09-25

arxiv.org/abs/physics/0609223v1

Physics

Computational Physics

11 pages, 1 .eps figure. Presented at MMCP 2006 Conference, Slovakia, Aug. 28 - Sept. 01, 2006, Submitted to PEPAN Letters

Scientific paper

The boundary layer of a finite domain [a, b] covers mesoscopic lateral neighbourhoods, inside [a, b], of the endpoints a and b. The correct diagnostic of the integrand behaviour at a and b, based on its sampling inside the boundary layer, is the first from a set of hierarchically ordered criteria allowing a priori Bayesian inference on efficient mesh generation in automatic adaptive quadrature.

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