An adaptive algorithm for the approximate calculation of multiple integrals

DOI10.1145/210232.210233zbMath0900.65055MaRDI QIDQ4371771

Jarle Berntsen, Terje O. Espelid, A. C. Genz

Publication date: 18 March 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1991-17/

zbMATH Keywords

reliability; error estimation; adaptive quadrature; automatic quadrature; numerical multidimensional integration

Mathematics Subject Classification ID

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

65Y15: Packaged methods for numerical algorithms

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Uses Software

• DCUHRE
• ADAPT