Reliability Conditions in Quadrature Algorithms
Abstract
The detection of insufficiently resolved or ill-conditioned integrand structures is critical for the reliability assessment of the quadrature rule outputs. We discuss a method of analysis of the profile of the integrand at the quadrature knots which allows inferences approaching the theoretical 100% rate of success, under error estimate sharpening. The proposed procedure is of the highest interest for the solution of parametric integrals arising in complex physical models.
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