✦ LIBER ✦

d2lri: A nonadaptive algorithm for two-dimensional cubature

✍ Scribed by Michael Hill; Ian Robinson

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 206 KB
Volume: 112
Category: Article
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(99)00217-4

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✦ Synopsis

We describe a nonadaptive automatic cubature routine for integration over a wide variety of two-dimensional domains, including inÿnite regions. The underlying algorithm ÿrst maps the region onto the unit square, applies a periodizing sixth-order Sidi transformation and then generates a sequence of approximations based on embedded lattice rules. Numerical experiments suggest that the routine is reliable and e cient for a wide range of integrand types and that it is often more e ective than other published routines for integrands with a singularity along the boundary and for integration over inÿnite domains.

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