Title: Extrapolation and adaptivity in software for automatic numerical integration on a cube
Authors: Cools, Ronald # ×
Issue Date: 2003
Publisher: Kluwer academic publ
Series Title: Numerical algorithms vol:34 issue:2-4 pages:259-269
Abstract: Asymptotic expansions related to the integration of well-behaved functions on simplices and cubes have been known for several decades. Extensions of these results to classes of vertex and line singularities are also known. The nature of these expansions justifies extrapolation using the epsilon-algorithm of Wynn. In principle this requires a uniform subdivision of the region. This was implemented in QUADPACK for finite intervals and in TRIEX for triangles about 15 years ago. In this paper its incorporation in CUBPACK, a software package for automatic integration over a collection of cubes and simplices, is described and some results are reported. We also report on a special subdivision strategy that offers an alternative approach for higher-dimensional problems.
ISSN: 1017-1398
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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