The boundary layer problem in Bayesian adaptive quadrature

Gh. Adam; S. Adam

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The boundary layer problem in Bayesian adaptive quadrature

Gh. Adam·S. Adam

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Abstract

The boundary layer of a finite domain [a, b] covers mesoscopic lateral neighbourhoods, inside [a, b], of the endpoints a and b. The correct diagnostic of the integrand behaviour at a and b, based on its sampling inside the boundary layer, is the first from a set of hierarchically ordered criteria allowing a priori Bayesian inference on efficient mesh generation in automatic adaptive quadrature.

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Gh. Adam, S. Adam. 2006-09-25. The boundary layer problem in Bayesian adaptive quadrature. https://arxiv.org/abs/physics/0609223

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