THE AUTOMATIC INTEGRATION OF A FUNCTION WITH A PARAMETER.

Abstract

Two efficient methods for automatic numerical integration are Romberg integration and adaptive Simpson integration. For integrands of the form f(x)g(x,a) where a is a parameter, it is shown that Romberg's method is more efficient. A FORTRAN program shows how to achieve this greater efficiency.

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1965
Accession Number
AD0612684

Entities

People

  • Philip Rabinowitz

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Automatic
  • Efficiency
  • Mathematical Analysis
  • Mathematics
  • Numerical Analysis
  • Numerical Integration

Readers

  • Calculus or Mathematical Analysis
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)