Numerical Integration of Peak Functions
Copyright policy )Numerical Integration of Peak Functions
Numerical integration of monotone and unimodal positive functions is considered. Adaptive and nonadaptive methods are studied in the worst case setting. Adaptation significantly helps for the class of unimodal functions, but not for the class of monotone functions. The methods are reliable for nonsmooth and discontinuous functions as well. Numerical examples show that the methods are very competitive in the case of nonsmooth and/or peak functions.
- University of Erlangen-Nuremberg Germany
- Universitätsklinikum Erlangen Germany
Statistics and Probability, adaptive method, numerical examples, Numerical Analysis, Algebra and Number Theory, Control and Optimization, Applied Mathematics, Numerical quadrature and cubature formulas, peak function, nonsmooth function, unimodal function, discontinuous function, quadrature, worst case setting
Statistics and Probability, adaptive method, numerical examples, Numerical Analysis, Algebra and Number Theory, Control and Optimization, Applied Mathematics, Numerical quadrature and cubature formulas, peak function, nonsmooth function, unimodal function, discontinuous function, quadrature, worst case setting
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