Multivariate quadrature on adaptive sparse grids
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Publication:1412062
DOI10.1007/S00607-003-0016-4zbMATH Open1031.65037OpenAlexW2107359160MaRDI QIDQ1412062FDOQ1412062
Authors: Hans-Joachim Bungartz, S. Dirnstorfer 
Publication date: 4 November 2003
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00607-003-0016-4
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numerical examplesalgorithmadaptivitycomparison of methodshigher ordersparse gridsmultivariate numerical quadrature
Complexity and performance of numerical algorithms (65Y20) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)
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- Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems
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- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
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- Numerical integration in multiple dimensions with designed quadrature
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- Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion
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