A Modified Adaptive Quadrature Scheme for Continuous Piecewise-Smooth Functions

UWEETR-2002-0015

Author(s):
Swagato Chakraborty, Vikram Jandhyala

Keywords:
Adaptive Quadrature Quad Convergence

Abstract

An adaptive quadrature routine is presented here, that uses a dynamically updated estimate of the total integral value for convergence. For continuous piecewise-smooth functions, this enables comparable accuracies with existing schemes that have a coarse estimate of the total integral value with fewer number of quadrature points.

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