Implementation of a lattice method for numerical multiple integration

DOI10.1145/168173.168425MaRDI QIDQ4371554zbMATH OpenOpenAlexWikidataFDO

Authors Stephen Joe, Ian H. Sloan

Publication date 26 January 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/1993-19/

zbMATH Keywords

error estimateimbedded lattice rulesnumerical experimentsnumerical multiple integration

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

Recommendations

• scientific article; zbMATH DE number 914714
• Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
• Imbedded Lattice Rules for Multidimensional Integration
• Lattice methods for multiple integration

Cited in

(9)

• Lattice methods for multiple integration
• A parallel inexact Newton method for stochastic programs with recourse
• Periodizing transformations for numerical integration
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
• The index of merit of \(k\)th-copy integration lattices
• scientific article; zbMATH DE number 67131 (Why is no real title available?)
• Imbedded Lattice Rules for Multidimensional Integration
• Ian Sloan and Lattice Rules
• scientific article; zbMATH DE number 914714 (Why is no real title available?)

Describes a project that uses

Uses Software

• NAG

This page was built for publication: Implementation of a lattice method for numerical multiple integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4371554)