Numerical Evaluation of High-Dimensional Integrals
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(27)- Function classes for double exponential integration formulas
- Quadrature formulas obtained by variable transformation and the DE-rule
- Multiple integration over bounded and unbounded regions
- Automatic integration over a sphere
- Parameter tuning and repeated application of the IMT-type transformation in numerical quadrature
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- Stable application of Filon-Clenshaw-Curtis rules to singular oscillatory integrals by exponential transformations
- On the implementation of a modified Sag-Szekeres quadrature method
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- Computation of the expected value of a function of a chi-distributed random variable
- A new method for numerical integration of singular functions on the plane
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- A boundary integral algorithm for the Laplace Dirichlet-Neumann mixed eigenvalue problem
- A regression method for the Monte Carlo evaluation of multidimensional integrals
- Variable transformations and Gauss-Legendre quadrature for integrals with endpoint singularities
- Sigmoidal-Nyström for solving an aerofoil equation
- Extension of a class of periodizing variable transformations for numerical Integration
- An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel
- Möbius-transformed trapezoidal rule
- Difference schemes based on exponentially converging quadratures for the Cauchy integral
- Boundary integral equations in time-harmonic acoustic scattering
- Numerical integration over smooth surfaces in \(\mathbb R^3\) via class \(\mathcal I_{m}\) variable transformations. I: Smooth integrands
- Quadrature using 64-bit IEEE arithmetic for integrands over [0,1] with a singularity at 1
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