Numerical Evaluation of High-Dimensional Integrals

Cites work

Cited in

(27)

Function classes for double exponential integration formulas
Computation of the expected value of a function of a chi-distributed random variable
Transformation methods for the numerical integration of three-dimensional singular functions
Stable application of Filon-Clenshaw-Curtis rules to singular oscillatory integrals by exponential transformations
Numerical integration of functions with boundary singularities
On the implementation of a modified Sag-Szekeres quadrature method
Variable transformations and Gauss-Legendre quadrature for integrals with endpoint singularities
An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel
A new method for numerical integration of singular functions on the plane
Automatic integration over a sphere
Multiple integration over bounded and unbounded regions
A boundary integral algorithm for the Laplace Dirichlet-Neumann mixed eigenvalue problem
An IMT-type double exponential formula for numerical integration
Sigmoidal-Nyström for solving an aerofoil equation
Variable transformations in the numerical solution of second kind Volterra integral equations with continuous and weakly singular kernels; extensions to Fredholm integral equations
Möbius-transformed trapezoidal rule
Extension of a class of periodizing variable transformations for numerical Integration
An iterative computation of approximations on Korobov-like spaces.
\(\text{PVTSI}^{(m)}\): a novel approach to computation of Hadamard finite parts of nonperiodic singular integrals
Difference schemes based on exponentially converging quadratures for the Cauchy integral
Boundary integral equations in time-harmonic acoustic scattering
A regression method for the Monte Carlo evaluation of multidimensional integrals
Quadrature formulas obtained by variable transformation and the DE-rule
Parameter tuning and repeated application of the IMT-type transformation in numerical quadrature
Automatic computation of integrals with singular integrand, over a finite or an infinite range
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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