Multivariate quadrature on adaptive sparse grids

DOI10.1007/S00607-003-0016-4zbMath1031.65037OpenAlexW2107359160MaRDI QIDQ1412062

Hans-Joachim Bungartz, S. Dirnstorfer

Publication date: 4 November 2003

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-003-0016-4

zbMATH Keywords

algorithmcomparison of methodsnumerical examplesadaptivitysparse gridshigher ordermultivariate numerical 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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