Error Estimation
Some quadrature algorithms generate a sequence of results which should approach the correct value. Otherwise one can use a "null rule" which has the form of the above quadrature rule, but whose value would be zero for a simple integrand (for example, if the integrand were a polynomial of the appropriate degree).
See:
- Richardson extrapolation (see also Romberg's method)
- Null rules
- Epsilon algorithm
Read more about this topic: Adaptive Quadrature
Famous quotes containing the words error and/or estimation:
“For my part I do, qua lay physicist, believe in physical objects and not in Homer’s gods; and I consider it a scientific error to believe otherwise.”
—Willard Van Orman Quine (b. 1908)
“... it would be impossible for women to stand in higher estimation than they do here. The deference that is paid to them at all times and in all places has often occasioned me as much surprise as pleasure.”
—Frances Wright (1795–1852)