Numerical integration (quadrature)

Adaptive quadrature

Adaptive quadrature is a numerical integration method in which the integral of a function is approximated using static quadrature rules on adaptively refined subintervals of the region of integration. Generally, adaptive algorithms are just as efficient and effective as traditional algorithms for "well behaved" integrands, but are also effective for "badly behaved" integrands for which traditional algorithms may fail. (Wikipedia).

Adaptive quadrature
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Adaptive Quadrature | Lecture 41 | Vector Calculus for Engineers

What is adaptive quadrature? Join me on Coursera: https://www.coursera.org/learn/numerical-methods-engineers Lecture notes at http://www.math.ust.hk/~machas/numerical-methods-for-engineers.pdf Subscribe to my channel: http://www.youtube.com/user/jchasnov?sub_confirmation=1

From playlist Numerical Methods for Engineers

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Gaussian Quadrature | Lecture 40 | Numerical Methods for Engineers

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---------------------------------- Institut Henri Poincaré, 11 rue Pierre et Marie Curie, 75005 PARIS http://www.ihp.fr/ Rejoingez les réseaux sociaux de l'IHP pour être au courant de nos actualités : - Facebook : https://www.facebook.com/InstitutHenriPoincare/ - Twitter : https://twitter

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Composite Quadrature Rules | Lecture 39 | Numerical Methods for Engineers

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From playlist Numerical Methods for Engineers

Related pages

Communications of the ACM | Gauss–Kronrod quadrature formula | Integral | Numerical integration | Function approximation | Richardson extrapolation | Function (mathematics) | Gaussian quadrature | Adaptive Simpson's method | QUADPACK | Adaptive step size | Newton–Cotes formulas | Clenshaw–Curtis quadrature