A Comparison of Three High-Precision Quadrature Schemes

Abstract

The authors have implemented three numerical quadrature schemes, using the Arbitrary Precision (ARPREC) software package. The objective here is a quadrature facility that can efficiently evaluate to very high precision a large class of integrals typical of those encountered in experimental mathematics, relying on a minimum of a priori information regarding the function to be integrated. Such a facility is useful, for example, to permit the experimental identification of definite integrals based on their numerical values. The performance and accuracy of these three quadrature schemes are compared using a suite of 15 integrals, ranging from continuous, well-behaved functions on finite intervals to functions with infinite derivatives and blow-up singularities at endpoints, as well as several integrals on an infinite interval. In results using 412-digit arithmetic, we achieve at least 400-digit accuracy, using two of the programs, for all problems except one highly oscillatory function on an infinite interval. Similar results were obtained using 1,012-digit arithmetic.

Keywords:

• Primary 65D30
• Numerical quadrature
• numerical integration
• arbitrary precision