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New Methods for High-Dimensional Verified Quadrature

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Reliable Computing

Abstract

Conventional verified methods for integration often rely on the verified bounding of analytically derived remainder formulas for popular integration rules. We show that using the approach of Taylor models, it is possible to devise new methods for verified integration of high order and in many variables. Different from conventional schemes, they do not require an a-priori derivation of analytical error bounds, but the rigorous bounds are calculated automatically in parallel to the computation of the integral.

The performance of various schemes are compared for examples of up to order ten in up to eight variables. Computational expenses and tightness of the resulting bounds are compared with conventional methods.

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Authors and Affiliations

  1. Department of Physics and Astronomy, and National Superconducting Cyclotron Laboratory, Michigan State University, East Lansing, MI, 48824, USA

    Martin Berz & Kyoko Makino

Authors
  1. Martin Berz
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  2. Kyoko Makino
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Berz, M., Makino, K. New Methods for High-Dimensional Verified Quadrature. Reliable Computing 5, 13–22 (1999). https://doi.org/10.1023/A:1026437523641

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  • DOI: https://doi.org/10.1023/A:1026437523641

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