High dimensional integration of smooth functions over cubes (Q2564477)
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scientific article; zbMATH DE number 966629
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| English | High dimensional integration of smooth functions over cubes |
scientific article; zbMATH DE number 966629 |
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High dimensional integration of smooth functions over cubes (English)
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23 March 1998
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The authors give a new algorithm for numerical integration of nonperiodic functions that are defined on a \(d\)-dimensional cube. They show that the algorithm is almost optimal (up to logarithmic factors) for different classes of functions with bounded mixed derivative. The construction of the algorithm is based on the Clenshaw-Curtis rule for \(d=1\) and on the method of \textit{S. A. Smolyak} [Dokl. Akad. Nauk SSSR 148, 1042-1045 (1963; Zbl 0202.39901)]. Numerical examples show that the new method is very competitive.
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cubature formulas
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numerical examples
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algorithm
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Clenshaw-Curtis rule
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0.868371844291687
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0.8232505321502686
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