Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration

DOI10.1007/s11075-017-0273-5zbMath1377.65032OpenAlexW2588878275MaRDI QIDQ1681770

Raoul Bourquin

Publication date: 24 November 2017

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

Full work available at URL: https://doi.org/10.1007/s11075-017-0273-5

zbMATH Keywords

algorithmnumerical exampleGauss quadratureorthogonal polynomialSmolyak constructionhigh-dimensional quadratureKronrod ruleStieltjes polynomialsparse quadratureGenz-Keister rulenested quadraturePatterson extension

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Uses Software

• FLINT
• OPQ
• PATSYM
• HRMSYM
• GitHub
• Kronrod Extensions

Cites Work

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• Gauss-Kronrod quadrature formulae for weight functions of Bernstein- Szegö type. II
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• Raising and lowering operators for semiclassical wave packets
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• Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
• Simple cubature formulas with high polynomial exactness
• Ein Gesamtschrittverfahren zur Berechnung der Nullstellen von Polynomen
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• A Family of Gauss-Kronrod Quadrature Formulae
• Computing Semiclassical Quantum Dynamics with Hagedorn Wavepackets
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• Stieltjes Polynomials and Related Quadrature Rules
• A Note on Extended Gaussian Quadrature Rule
• Positivity of the Weights of Extended Gauss-Legendre Quadrature Rules
• Some Remarks on the Construction of Extended Gaussian Quadrature Rules
• Calculation of Gauss-Kronrod quadrature rules
• Fully Symmetric Interpolatory Rules for Multiple Integrals
• The Optimum Addition of Points to Quadrature Formulae
• Fast Library for Number Theory: An Introduction

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