Investigation of methods of numerical integration with optimal convergence speed

MaRDI QIDQ3367273zbMATH OpenFDO

Authors Evgeniya G. Kablukova

Publication date 24 January 2006

zbMATH Keywords

deterministic methodserror estimatesimportance samplingmultiple integralnumerical examplesnumerical integrationoptimal algorithmsrandom fieldsstochastic methods

Mathematics Subject Classification ID

Random fields (60G60) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical quadrature and cubature formulas (65D32)

Recommendations

• scientific article; zbMATH DE number 3920205
• Optimal weighted Monte-Carlo methods
• Optimal stochastic quadrature formulas for convex functions
• scientific article; zbMATH DE number 3909615
• scientific article; zbMATH DE number 2047427

Cited in

(3)

• scientific article; zbMATH DE number 3856313 (Why is no real title available?)
• scientific article; zbMATH DE number 3920205 (Why is no real title available?)
• scientific article; zbMATH DE number 2121338 (Why is no real title available?)

This page was built for publication: Investigation of methods of numerical integration with optimal convergence speed

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3367273)