Efficient cubature rules
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Abstract: 73 new cubature rules are found for three standard multidimensional integrals with spherically symmetric regions and weights, using direct search with a numerical zero-finder. All but four of the new rules have fewer integration points than known rules of the same degree, and twenty are within three points of M{"o}ller's lower bound. Most have all positive coefficients and most have some symmetry, including some supported by one or two concentric spheres. They include degree 7 formulas for integration over the sphere and Gaussian-weighted integrals over all space, each in 6 and 7 dimensions, with 127 and 183 points, respectively.
Recommendations
- Efficient symmetrical cubature rules for complete polynomials of high degree over the unit cube
- Efficient computation of cubature rules with application to new asymmetric rules on the triangle
- Cubature formulae for the Gaussian weight. Some old and new rules.
- Cubature formulas for symmetric measures in higher dimensions with few points
- Improved cubature formulae of high degrees of exactness for the square
Cites work
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- Cubature Kalman Filters
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
- Highly efficient sigma point filter for spacecraft attitude and rate estimation
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- scientific article; zbMATH DE number 3648017 (Why is no real title available?)
- scientific article; zbMATH DE number 3591295 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
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Cited in
(14)- An encyclopaedia of cubature formulas.
- Minimal cubature formulae of degree 3 for integrals over the surface of the torus
- Monomial cubature rules since ``Stroud: A compilation. II
- Cubature formulae for the Gaussian weight. Some old and new rules.
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
- Newton-Cotes cubature rules over \((d+1)\)-pencil lattices
- An efficient quadrature rule on the cubed sphere
- Efficient computation of cubature rules with application to new asymmetric rules on the triangle
- Efficient and Practical Implementations of Cubature on Wiener Space
- scientific article; zbMATH DE number 5354872 (Why is no real title available?)
- Efficient symmetrical cubature rules for complete polynomials of high degree over the unit cube
- On the Construction of Higher Degree Three-Dimensional Embedded Integration Rules
- Cubature Rules of Prescribed Merit
- A new class of equal-weight integration rules on the hypercube
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