On an interpolatory method for high dimensional integration
DOI10.1016/S0377-0427(99)00222-8zbMATH Open0958.65030OpenAlexW2046645122MaRDI QIDQ1964089FDOQ1964089
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
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error boundsnumerical integrationnumerical experimentscomparison of methodsmultidimensional integrationpolynomial exactnessGaussian weight functionsGenz functions
Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)
Cites Work
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- Cubature Rules of Prescribed Merit
Cited In (16)
- Title not available (Why is that?)
- Cubature formulas for function spaces with moderate smoothness
- Distributed control of the stochastic Burgers equation with random input data
- Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
- Algorithm 798
- Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
- Cubature formulas for symmetric measures in higher dimensions with few points
- Weighted tensor product algorithms for linear multivariate problems
- High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
- Symmetry exploits for Bayesian cubature methods
- Fully Symmetric Kernel Quadrature
- Random Construction of Interpolating Sets for High-Dimensional Integration
- Sparse grid collocation schemes for stochastic natural convection problems
- Quadrature formulas for the Wiener measure
- Surprises in high-dimensional ridgeless least squares interpolation
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
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