Increasing reliability of Gauss-Kronrod quadrature by Eratosthenes' sieve method

Authors
Citation
G. Adam et S. Adam, Increasing reliability of Gauss-Kronrod quadrature by Eratosthenes' sieve method, COMP PHYS C, 135(3), 2001, pp. 261-277
Citations number
14
Categorie Soggetti
Physics
Journal title
COMPUTER PHYSICS COMMUNICATIONS
ISSN journal
00104655 → ACNP
Volume
135
Issue
3
Year of publication
2001
Pages
261 - 277
Database
ISI
SICI code
0010-4655(20010415)135:3<261:IROGQB>2.0.ZU;2-U
Abstract
The reliability of the local error estimates returned by the Gauss-Kronrod quadrature rules can be raised up to the theoretical 100% rate of success, under error estimate sharpening, provided a number of natural validating co nditions are required. The self-validating scheme of the local error estima tes, which is easy to implement and adds little supplementary computing eff ort, strengthens considerably the correctness of the decisions within the a utomatic adaptive quadrature. (C) 2001 Elsevier Science B.V. All rights res erved.