Cubature formulae for the Gaussian weight. Some old and new rules. (Q2208932)

The authors consider the numerical evaluation of the integral \[ \int_{\mathbb{R}^n}e^{-x^Tx}f(x)dx, \] where \(x=(x_1,\dots,x_n)\in \mathbb{R}^n\), and derive some new rules with respect to the aim of taking of certain degree of algebraic precision and a reasonable small number of nodes and good stability. The theory is presented by computing of new and classical methods of several numerical experiments.