Explicit solutions of Genz test integrals

DOI10.1016/J.AML.2024.109444MaRDI QIDQ7023888zbMATH OpenFDO

Authors Vesa Kaarnioja

Publication date 21 February 2025

Published in Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

oscillatorycontinuousdiscontinuousGaussiancorner peakgenz test integralproduct peak

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)

Cites work

• A spatially adaptive sparse grid combination technique for numerical quadrature
• Algorithm 847
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing
• FiEstAS sampling -- a Monte Carlo algorithm for multidimensional numerical integration
• High dimensional integration of smooth functions over cubes
• High dimensional polynomial interpolation on sparse grids
• Multi-element probabilistic collocation method in high dimensions
• Sparse grid quadrature in high dimensions with applications in finance and insurance
• Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
• Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures

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