Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities (Q5254893): Difference between revisions

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scientific article; zbMATH DE number 6444776
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Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities
scientific article; zbMATH DE number 6444776

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    Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities (English)
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    10 June 2015
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    numerical examples
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    generalized Gaussian quadrature rules
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    boundary singularities
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    multivariate normal probabilities
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    algorithm
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