Reliability Conditions in Quadrature Algorithms
arXiv:cs/0303004 · doi:10.1016/S0010-4655(03)00282-0
Abstract
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.
23 pages, 8 figures, 1 table, LaTeX2e, elsart.cls macro added, submitted to Computer Physics Communications