On an interpolatory method for high dimensional integration

DOI10.1016/S0377-0427(99)00222-8MaRDI QIDQ1964089zbMATH OpenOpenAlexFDO

Authors Klaus Ritter, Richard Schmitt, Achim Steinbauer, Erich Novak

Publication date 3 February 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(99)00222-8

zbMATH Keywords

comparison of methodserror boundsGaussian weight functionsGenz functionsmultidimensional integrationnumerical experimentsnumerical integrationpolynomial exactness

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

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Cites work

• An adaptive algorithm for numerical integration over an \(n\)-dimensional cube
• An imbedded family of cubature formulae for \(n\)-dimensional product regions
• Average case complexity of multivariate integration for smooth functions
• Boolean Methods for Double Integration
• Computing discrepancies of Smolyak quadrature rules
• Construction of fully symmetric numerical integration formulas
• Cubature Rules of Prescribed Merit
• Explicit cost bounds of algorithms for multivariate tensor product problems
• Fully Symmetric Interpolatory Rules for Multiple Integrals
• Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
• High dimensional integration of smooth functions over cubes
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Cited in

(19)

• Quadrature formulas for the Wiener measure
• Multidimensional quadrature algorithms at higher degree and/or dimension
• Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
• Weighted tensor product algorithms for linear multivariate problems
• Surprises in high-dimensional ridgeless least squares interpolation
• High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
• Symmetry exploits for Bayesian cubature methods
• Sparse grid collocation schemes for stochastic natural convection problems
• Cubature formulas for function spaces with moderate smoothness
• High dimensional integration of smooth functions over cubes
• Cubature formulas for symmetric measures in higher dimensions with few points
• scientific article; zbMATH DE number 1943030 (Why is no real title available?)
• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
• Algorithm 798
• Fully Symmetric Kernel Quadrature
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Distributed control of the stochastic Burgers equation with random input data
• Random Construction of Interpolating Sets for High-Dimensional Integration
• Transporting higher-order quadrature rules -- quasi-Monte Carlo points and sparse grids for mixture distributions

Describes a project that uses

Uses Software

• TESTPACK
• PATSYM
• HRMSYM

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