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
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