Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration (Q1681770)

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Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration
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    Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration (English)
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    24 November 2017
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    Kronrod rule
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    Patterson extension
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    nested quadrature
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    Smolyak construction
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    Genz-Keister rule
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    sparse quadrature
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    high-dimensional quadrature
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    orthogonal polynomial
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    Stieltjes polynomial
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    numerical example
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    Gauss quadrature
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    algorithm
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