A Method for Numerical Integration

DOI10.2307/2003022zbMath0209.46902OpenAlexW4213211175MaRDI QIDQ5611373

C. Brian Haselgrove

Publication date: 1961

Full work available at URL: https://doi.org/10.2307/2003022

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Diophantine approximation, transcendental number theory (11J99)

Related Items (15)

Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs ⋮ Numerical Evaluation of High-Dimensional Integrals ⋮ Monte Carlo methods for security pricing ⋮ Fibonacci sets and symmetrization in discrepancy theory ⋮ Numerical integration for polyatomic systems ⋮ Fractal theoretic aspects of local field ⋮ Radial numerical integrations based on the sinc function ⋮ A new algorithm for adaptive multidimensional integration ⋮ Good lattic points, discrepancy, and numerical integration ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ Numerical integration of functions of very many variables ⋮ On a number-theoretical integration method ⋮ A uniformly distributed sequence on the ring of p-adic integers ⋮ Binomial valuation of lookback options ⋮ A pairing method which improves convergence in Monte-Carlo estimation of quantum mechanical expectation values

Cites Work

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• Some Monte Carlo Experiments in Computing Multiple Integrals
• Numerical Quadrature Over a Rectangular Domain in Two or More Dimensions: Part 1. Quadrature over a Square, Using up to Sixteen Equally Spaced Points
• Numerical quadrature over a rectangular domain in two or more dimensions. II. Quadrature in several dimensions, using special points

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