Timeline for Rigorous numerical integration
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 17, 2013 at 14:22 | vote | accept | CommunityBot | ||
| Mar 17, 2013 at 14:22 | history | bounty ended | H A Helfgott | ||
| Mar 6, 2013 at 14:26 | comment | added | H A Helfgott | Hi - thanks for the answer, but, as was said above, interval arithmetic is not the main issue here (though it's nice to have). Do you know whether INTLAB does integration given derivative bounds? Also, is there a free-software alternative? | |
| Mar 6, 2013 at 12:31 | comment | added | Steve Huntsman | One could combine IA and automatic differentiation to address derivative bounds rigorously. In fact so-called Taylor forms generalize IA and can provide this capability. | |
| Mar 6, 2013 at 8:27 | comment | added | Federico Poloni | I'm not sure machine arithmetic is the issue here. The main problem is using some derivative bound to make sure that the function won't get crazy outside of the evaluation points. | |
| Mar 5, 2013 at 23:25 | history | answered | Steve Huntsman | CC BY-SA 3.0 |