A fast multilevel dimension iteration algorithm for high dimensional numerical integration (Q6190850)

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scientific article; zbMATH DE number 7800852
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A fast multilevel dimension iteration algorithm for high dimensional numerical integration
scientific article; zbMATH DE number 7800852

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    A fast multilevel dimension iteration algorithm for high dimensional numerical integration (English)
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    6 February 2024
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    multilevel dimension iteration (MDI)
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    high-dimensional integration
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    numerical quadrature rules
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    tensor product methods
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    Monte Carlo methods
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