Numerical integration using sparse grids

DOI10.1023/A:1019129717644zbMath0921.65022MaRDI QIDQ1281788

Publication date: 29 September 1999

Published in: Numerical Algorithms (Search for Journal in Brave)

complexity bibliography error bounds sparse grids cubature formulas Newton-Cotes formula Clenshow-Curtis formula extended Gauss formulas multivariate quadrature formulas

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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