Increasing reliability of Gauss-Kronrod quadrature by Eratosthenes’ sieve method. (English) Zbl 0982.65029
The reliability of local error estimates returned by the Gauss-Kronrod quadrature rules is discussed. The authors study two important cases: the case of monotonic and the case of non-monotonic integrands. They found that Eratosthenes’ sieve method can be succesfully used to derive validation criteria which are adapted to the integrand structure.
Reviewer: Dan Barbosu (Baia Mare)
Software:
QUADPACKReferences:
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