Multivariate quadrature on adaptive sparse grids

DOI10.1007/s00607-003-0016-4zbMath1031.65037MaRDI 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

algorithm; comparison of methods; numerical examples; adaptivity; sparse grids; higher order; multivariate numerical quadrature

Mathematics Subject Classification ID

41A63: Multidimensional problems

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

65Y20: Complexity and performance of numerical algorithms

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