A comparison of three high-precision quadrature schemes
Bailey, David H. ; Jeyabalan, Karthik ; Li, Xiaoye S.
Experiment. Math., Tome 14 (2005) no. 1, p. 317-329 / Harvested from Project Euclid
The authors have implemented three numerical quadrature schemes, using the Arbitrary Precision (ARPREC) software package. The objective here is a quadrature facility that can efficiently evaluate to very high precision a large class of integrals typical of those encountered in experimental mathematics, relying on a minimum of a priori information regarding the function to be integrated. Such a facility is useful, for example, to permit the experimental identification of definite integrals based on their numerical values. The performance and accuracy of these three quadrature schemes are compared using a suite of 15 integrals, ranging from continuous, well-behaved functions on finite intervals to functions with infinite derivatives and blow-up singularities at endpoints, as well as several integrals on an infinite interval. In results using 412-digit arithmetic, we achieve at least 400-digit accuracy, using two of the programs, for all problems except one highly oscillatory function on an infinite interval. Similar results were obtained using 1,012-digit arithmetic.
Publié le : 2005-05-14
Classification:  Numerical quadrature,  numerical integration,  arbitrary precision,  65D30
@article{1128371757,
     author = {Bailey, David H. and Jeyabalan, Karthik and Li, Xiaoye S.},
     title = {A comparison of three high-precision quadrature schemes},
     journal = {Experiment. Math.},
     volume = {14},
     number = {1},
     year = {2005},
     pages = { 317-329},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1128371757}
}
Bailey, David H.; Jeyabalan, Karthik; Li, Xiaoye S. A comparison of three high-precision quadrature schemes. Experiment. Math., Tome 14 (2005) no. 1, pp.  317-329. http://gdmltest.u-ga.fr/item/1128371757/