Timeline for Numerical integration method that doesn't involve derivative in the error bound
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Jan 20 at 15:57 | history | bounty ended | Paul R | ||
| S Jan 20 at 15:57 | history | notice removed | Paul R | ||
| Jan 20 at 15:57 | vote | accept | Paul R | ||
| Jan 17 at 11:33 | comment | added | Gerry Myerson | "Paul R is looking for an answer from a reputable source." Are you suggesting that Kuipers and Niederreiter is a disreputable source? | |
| Jan 17 at 4:59 | answer | added | Iosif Pinelis | timeline score: 5 | |
| Jan 16 at 10:21 | answer | added | Gerry Myerson | timeline score: 9 | |
| S Jan 16 at 8:51 | history | bounty started | Paul R | ||
| S Jan 16 at 8:51 | history | notice added | Paul R | Authoritative reference needed | |
| Jan 12 at 17:14 | comment | added | Dan Piponi | I'm thinking of something like this: pure.ed.ac.uk/ws/portalfiles/portal/12417914/download_2.pdf (Took forever to find that paper again because of the name of the author!) But the paper itself says the implementation performs "abysmally". There's also something like this which is also slow: fredrikj.net/arb I think this only works with analytic functions so may not be suitable for you. | |
| Jan 12 at 12:43 | comment | added | Paul R | @DanPiponi , can you give more information? | |
| Jan 11 at 23:13 | comment | added | Dan Piponi | The machinery for integration in constructive analysis gives rise to algorithms that can be implemented for real (no pun...) and which can deliver you a result with guarantees on the error without any knowledge of derivatives. This is because they, in effect, do interval arithmetic. Not necessarily fast though - if that matters to you. | |
| Jan 11 at 20:24 | comment | added | Christian Remling | Sampling $f$ on a set of measure zero (in particular, on a finite or countable set) can never give you any information on $\int f$ unless you also have control on how fast $f$ varies. | |
| Jan 11 at 19:45 | history | asked | Paul R | CC BY-SA 4.0 |