Lecture 24.
Adaptive
quadrature is a technique that
automatically determines how many panels to use (and where to put them) so that
a numerical integral is computed within the prescribed accuracy. We saw how the
truncation error could be estimated, and how this estimate is used in a
recursive adaptive trapezoid rule as well as a recursive adaptive Simpson's rule
algorithm.
Posted: Fri - November 3, 2006 at 03:48 PM