Definition:Adaptive Quadrature
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Definition
Adaptive quadrature is a numerical integration algorithm for evaluating definite integrals of an integrand $f$ where the points at which $f$ are evaluated are chosen adaptively.
Hence if $f$ changes rapidly around a point $x$ in the interval of integration, the algorithm chooses small subintervals near $x$.
However, if $f$ changes slowly, the algorithm chooses larger subintervals near $x$.
Also see
- Results about adaptive quadrature can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): adaptive quadrature
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): adaptive quadrature