An adaptive extrapolation algorithm for automatic integration

Elise de Doncker

ACM SIGNUM Newsletter · 1978 · 39 citations · 6 references

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Concepts

Abstract

An algorithm for automatic integration has been developed, which is globally adaptive and makes use of a non-linear extrapolation technique. It allows jump discontinuities and singularities of several types to be integrated automatically in an accurate and efficient way.It will be outlined with regard to both its theoretical background and its application for general-purpose integration over finite and infinite ranges.

References

6