Adaptive Simpson error estimation
For smooth-data Simpson approximations on N and 2N equal subintervals, (S_(2N)−S_N)/15 estimates the correction to S_(2N) by extrapolation.
Key knowledge
For smooth-data Simpson approximations on N and 2N equal subintervals, (S_(2N)−S_N)/15 estimates the correction to S_(2N) by extrapolation. Adaptive integration bisects intervals where the estimate fails a chosen absolute-plus-relative tolerance and sums the refined pieces. This estimate is not a certified error bound.
Conditions and scope
- N is a positive even integer; both grids cover the same interval.
- The estimate depends on an asymptotic smooth-error expansion and can miss unsampled features; local tolerances do not automatically certify a global tolerance.
Sources · 1
References
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Evidence and review
Section 5.7.1 equations5.7.1–4, section5.7.2 criterion5.7.6 and Example5.7.2 explicit failure of a guarantee.
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