Adaptive Quadrature for Sharply Spiked Integrands

Author

• Samarth Agarwal, Purdue UniversityFollow
• Michael Povolotskyi, Purdue University
• Tillmann Kubis, Purdue University
• Gerhard Klimeck, Purdue UniversityFollow

Abstract

A new adaptive quadrature algorithm that places a greater emphasis on cost reduction while still maintaining an acceptable accuracy is demonstrated. The different needs of science and engineering applications are highlighted as the existing algorithms are shown to be inadequate. The performance of the new algorithm is compared with the well known adaptive Simpson, Gauss-Lobatto and Gauss- Kronrod methods. Finally, scenarios where the proposed al- gorithm outperforms the existing ones are discussed.

Comments

Agarwal, S., Povolotskyi, M., Kubis, T. et al. Journal of Computational Electronics. December (2010) Vol 9, Issue 3, pp 252-255. doi:10.1007/s10825-010-0338-3.

Keywords

Adaptive quadrature · Simpson · Gauss-Lobatto · Gauss-Kronrod

DOI

10.1007/s10825-010-0338-3

Citation

Journal of Computation Electronics, Vol. 9, No. 3-4, 252-255 (2010)

Date of this Version

10-26-2010

Recommended Citation

Agarwal, Samarth; Povolotskyi, Michael; Kubis, Tillmann; and Klimeck, Gerhard, "Adaptive Quadrature for Sharply Spiked Integrands" (2010). Birck and NCN Publications. Paper 722.
http://dx.doi.org/10.1007/s10825-010-0338-3