Cuba-a library for multidimensional numerical integration

DOI10.1016/J.CPC.2007.03.006MaRDI QIDQ710036zbMATH OpenOpenAlexFDO

Authors T. Hahn

Publication date 18 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/hep-ph/0404043

zbMATH Keywords

variance reductionMonte Carlo methodscubature rules\texttt{Cuba} - multidimensional numerical integration

Mathematics Subject Classification ID

Numerical integration (65D30)

Abstract: The Cuba library provides new implementations of four general-purpose multidimensional integration algorithms: Vegas, Suave, Divonne, and Cuhre. Suave is a new algorithm, Divonne is a known algorithm to which important details have been added, and Vegas and Cuhre are new implementations of existing algorithms with only few improvements over the original versions. All four algorithms can integrate vector integrands and have very similar Fortran, C/C++, and Mathematica interfaces.

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Cited in

(7)

• Convergence of finite volume scheme for a three-dimensional Poisson equation
• Rarefied gas flow between two coaxial cylinders driven by temperature gradient in the case of specular-diffuse reflection
• Cuba -- a library for multidimensional numerical integration
• JRAF: a Julia package for computation of relativistic molecular auxiliary functions
• The guide to PAMIR. Theory and use of parameterized adaptive multidimensional integration routines
• Coarse graining with control points: a cubic-Bézier based approach to modeling athermal fibrous materials
• Concurrent Cuba

Describes a project that uses

Uses Software

• Cuba
• Mathematica

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