Cubature formulae for the Gaussian weight. Some old and new rules. (Q2208932)
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English | Cubature formulae for the Gaussian weight. Some old and new rules. |
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Cubature formulae for the Gaussian weight. Some old and new rules. (English)
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28 October 2020
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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.
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cubature formulas
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Gaussian weight
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