Numerical Integration

This volume contains refereed papers and extended abstracts of papers presented at the NATO Advanced Research Workshop entitled 'Numerical Integration: Recent Develop ments, Software and Applications', held at the University of Bergen, Bergen, Norway, June 17-21,1991. The Workshop was attended by thirty-eight scientists. A total of eight NATO countries were represented. Eleven invited lectures and twenty-three contributed lectures were presented, of which twenty-five appear in full in this volume, together with three extended abstracts and one note. The main focus of the workshop was to survey recent progress in the theory of methods for the calculation of integrals and show how the theoretical results have been used in software development and in practical applications. The papers in this volume fall into four broad categories: numerical integration rules, numerical integration error analysis, numerical integration applications and numerical integration algorithms and software. It is five years since the last workshop of this nature was held, at Dalhousie University in Halifax, Canada, in 1986. Recent theoretical developments have mostly occurred in the area of integration rule construction. For polynomial integrating rules, invariant theory and ideal theory have been used to provide lower bounds on the numbers of points for different types of multidimensional rules, and to help in structuring the nonlinear systems which must be solved to determine the points and weights for the rules. Many new optimal or near optimal rules have been found for a variety of integration regions using these techniques.

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This volume contains the proceedings of the NATO Advanced Research Workshop on Numerical Integration that took place in Bergen, Norway, in June 1991. It includes papers for all invited talks and a selection of contributed talks. br/ The papers are organized into four parts: numerical integration rules, numerical integration error analysis, numerical integration applications and numerical integration algorithms and software; many papers are relevant to more than one category. br/ The workshop studied the state of the art in numerical integration (both single and multidimensional). The book contains a number of survey papers by experts on themes such as: numerical solution of integral equations, cubature formulae construction, handling singularities in finite elements, statistical applications, lattice rules, error estimates, error bounds and software. br/

Contenu
Numerical Integration Rules.- A Survey of Methods for Constructing Cubature Formulae.- Linear Representations of Finite Groups and the Ideal Theoretical Construction of G-Invariant Cubature Formulas.- On the Number of Nodes of Odd Degree Cubature Formulae for Integrals with Jacobi Weights on a Simplex.- On Quadrature Formulae near Gaussian Quadrature.- Numerical Integration in High Dimensions the Lattice Rule Approach.- Existence Theorems for Efficient Lattice Rules.- SINC Quadratures for Cauchy Principal Value Integrals.- Interpolatory Product Integration in the Presence of Singularities: Lp Theory.- The Numerical Evaluation of Definite Integrals Affected by Singularities Near the Interval of Integration.- Application of Computer Algebra Software to the Derivation of Numerical Integration Rules for Singular and Hypersingular Integrals.- Numerical Integration Error Analysis.- Remainder Estimates for Analytic Functions.- Error Bounds Based on Approximation Theory.- One Sided L1-Approximation and Bounds for Peano Kernels.- An Algebraic Study of the Levin Transformation in Numerical Integration.- Numerical Integration Applications.- Developments in Solving Integral Equations Numerically.- Numerical Integration of Singular and Hypersingular Integrals in Boundary Element Methods.- On Handling Singularities in Finite Elements.- A Robust Numerical Integration Method for 3-D Boundary Element Analysis and its Error Analysis using Complex Function Theory.- On the Numerical Calculation of Multidimensional Integrals Appearing in the Theory of Underwater Acoustics.- Statistics Applications of Subregion Adaptive Multiple Numerical Integration.- The Sinc Indefinite Integration and Initial Value Problems.- Numerical Integration Algorithms and Software.- Software for Integrationover Triangles and General Simplices.- An Algorithm for Automatic Integration of Certain Singular Functions over a Triangle.- CUBPACK: Progress Report.- Parallel Cubature on Loosely Coupled Systems.- Transformation of Integrands for Lattice Rules.- DQAINT: An Algorithm for Adaptive Quadrature over a Collection of Finite Intervals.- A Note on Variable Knot, Variable Order Composite Quadrature for Integrands with Power Singularities.- Computation of Oscillatory Infinite Integrals by Extrapolation Methods.- Appendix: Final Program.- List of Participants.- List of Contributors.