Dimension-adaptive tensor-product quadrature

DOI10.1007/S00607-003-0015-5zbMath1030.65015OpenAlexW1970476229WikidataQ56689502 ScholiaQ56689502MaRDI QIDQ1412060

Michael Griebel, Thomas Gerstner

Publication date: 4 November 2003

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-003-0015-5

zbMATH Keywords

performancealgorithmnumerical examplesdimension reductionadaptivityerror estimatorsmultivariate numerical integrationcurse of dimensionsparse grid methodBrownian bridge discretizationdimension-adaptive quadrature methodtensor-product quadrature

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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