An adaptive extrapolation algorithm for automatic integration

1 June 1978

journal article
Published by Association for Computing Machinery (ACM) in ACM SIGNUM Newsletter

Vol. 13 (2) , 12-18
https://doi.org/10.1145/1053402.1053403

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.

Keywords

JUMP DISCONTINUITY
AUTOMATIC INTEGRATION
GENERAL-PURPOSE INTEGRATION
THEORETICAL BACKGROUND
ADAPTIVE EXTRAPOLATION ALGORITHM
INFINITE RANGE
NON-LINEAR EXTRAPOLATION TECHNIQUE

This publication has 2 references indexed in Scilit:

Local Versus Global Strategies for Adaptive Quadrature
ACM Transactions on Mathematical Software, 1975
On the Convergence and Stability of the Epsilon Algorithm
SIAM Journal on Numerical Analysis, 1966