A Doubly Adaptive Integration Algorithm Using Stratified Rules |
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| Authors: | A. Venter D. P. Laurie |
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| Affiliation: | (1) Department of Applied Sciences, Vaal Triangle Technikon, Vanderbijlpark, RSA;(2) Department of Mathematics, University of Stellenbosch, Private Bag X1, Matieland, 7602, RSA |
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| Abstract: | A doubly adaptive integration algorithm chooses between a higher order rule applied on the current subinterval or the subdivision of the interval. We describe one such algorithm using a stratified sequence of integration rules. We present a criterion to select the suitable strategy, depending on the type of integrand, using available information. |
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| Keywords: | Adaptive quadrature selection criterion stratified rule subdivision |
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