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arxiv: 1603.03945 · v1 · pith:FGF4VK32new · submitted 2016-03-12 · 💻 cs.NA · cs.NA

On the Petras algorithm for verified integration of piecewise analytic functions

classification 💻 cs.NA cs.NA
keywords algorithmfunctionsanalyticboundsclasscomplexityintegrationpetras
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We consider the algorithm for verified integration of piecewise analytic functions given by Petras. The analysis of the algorithm contained in Patras' paper is limited to a narrow class of functions and gives upper bounds only. We present an estimation of the complexity (measured by a number of evaluations of an integrand) of the algorithm, both upper and lower bounds, for a wider class of functions. We show examples with complexity $\Theta(|\ln\eps|/\eps^{p-1})$, for any $p >1$, where $\eps$ is the desired accuracy of the computed integral.

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