An Alternative Strategy for Cautions Adaptive Quadrature
L. J. Hazlewood
Abstract
L. J. Hazlewood
Abstract
An algorithm for adaptive quadrature is presented which attempts to ensure that the quadrature used is valid for the behaviour of the integrand. This is achieved by using another algorithm to examine the finite differences of the integrand. The order of the quadrature and the interval subdivision strategy used form an integral part of this algorithm. The resulting adaptive quadrature algorithm is very reliable while its efficiency appears to be of the order of other adaptive quadrature algorithms in the literature.
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An algorithm for adaptive quadrature is presented which attempts to ensure that the quadrature used is valid for the behaviour of the integrand. This is achieved by using another algorithm to examine the finite differences of the integrand. The order of the quadrature and the interval subdivision strategy used form an integral part of this algorithm. The resulting adaptive quadrature algorithm is very reliable while its efficiency appears to be of the order of other adaptive quadrature algorithms in the literature.
Key concepts: Adaptive quadrature, Clenshaw–Curtis quadrature, Tanh-sinh quadrature, Quadrature (astronomy), Gauss–Kronrod quadrature formula, Gauss–Laguerre quadrature, Gauss–Hermite quadrature, Gauss–Jacobi quadrature