BibTeX
@ARTICLE{
Corliss1987ASV,
author = "George F. Corliss and Louis B. Rall",
title = "Adaptive, Self-Validating Numerical Quadrature",
journal = "{SIAM} Journal on Statistical and Scientific Computing",
volume = "8",
number = "5",
year = "1987",
pages = "831--847",
referred = "[Rall1996AIt].",
comment = "Also {\sl MRC Technical Summary Report No. 2815,\/} University of
Wisconsin-MadGUM1995Gttn, 1985.",
keywords = "quadrature; automatic differentiation.",
abstract = "Validated bounds for $ If = \int_a^b f(x)\,dx $ are computed using
Gaussian, Newton-Cotes, or Taylor polynomial quadrature. The algorithm uses both subinterval and
order adaptation. Results often differ by a few units in the last place.",
url = "http://link.aip.org/link/?SCE/8/831/1",
doi = "10.1137/0908069",
ad_theotech = "Interval Arithmetic"
}
|