Dimension-adaptive tensor-product quadrature (Q1412060)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension-adaptive tensor-product quadrature |
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Dimension-adaptive tensor-product quadrature (English)
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4 November 2003
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multivariate numerical integration
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adaptivity
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curse of dimension
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dimension-adaptive quadrature method
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sparse grid method
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error estimators
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algorithm
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performance
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numerical examples
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dimension reduction
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Brownian bridge discretization
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tensor-product quadrature
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