Research and Advances

Rough and ready error estimates in Gaussian integration of analytic functions

Two expressions are derived for use in estimating the error in the numerical integration of analytic functions in terms of the maximum absolute value of the function in an appropriate region of regularity. These expressions are then specialized to the case of Gaussian integration rules, and the resulting error estimates are compared with those obtained by the use of tables of error coefficients.

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Research and Advances

Automatic integration of a function with a parameter

Two efficient methods for automatic numerical integration are Romberg integration and adaptive Simpson integration. For integrands of the form ƒ(x)g(x, &agr;) where &agr; is a parameter, it is shown that Romberg's method is more efficient. A FORTRAN program shows how to achieve this greater efficiency.

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