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

numerical experimentserror estimatenumerical multiple integrationimbedded lattice rules

Mathematics Subject Classification ID

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

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Cited in

(8)

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

Describes a project that uses

Uses Software

• NAG

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