HighPrecision Numerical integration and （高精度的数值积分和）.pdfVIP

High-Precision Numerical Integration and Experimental Mathematics David H Bailey Lawrence Berkeley National Lab /~dhbailey Historical Roots of Numerical Integration Archimedes (~ 225 BC) constructed an infinite sequence of triangles about a parabola, starting with one of area A of the same base and vertex, to obtain the areas A , A + A/4, A + A/4 + A/16, A + A/4 + A/16 + A/64, ... The area of the segment of the parabola is therefore (1 + 1/4 + 1/16 + 1/64 + )A = (4/3)A . Archimedes used a similar “method of exhaustion” to find the area of a circle, thus yielding the first good approximate value of pi. Other “integrations” by Archimedes: Volume and surface area of a sphere. Volume and area of a cone. Surface area of an ellipse. Volume of a segment of a paraboloid of revolution. Illustration credits: /modules/module15/Unit%202/archim_ex.html /~alfeld/Archimedes/Archimedes.html Quadrature (Numerical Integration) in the Computer Era Back in the 1960s and 1970s, Stenger, Schwartz and others observed that the trapezoidal rule can be used to formulate an efficient and accurate quadrature scheme, when combined with a transformation that converts the integrand function into a bell-shaped curve that goes to zero rapidly. One scheme discovered at the time is now known as the “tanh” rule. A related method is known as the “tanh-sinh” rule, which is now widely used in experimental mathematics. Ref: 1. Frank Stenger, “Integration Formulae Based on the Trapezoidal Formula,” Journal of the Institute for Mathematics and Applications, vol. 12 (1973), pg. 103-114. 2. Charles Schwartz, “Numerical Integration of Analytic Functions,” Journal of Computational P