On an interpolatory method for high dimensional integration

DOI10.1016/S0377-0427(99)00222-8zbMath0958.65030OpenAlexW2046645122MaRDI QIDQ1964089

Achim Steinbauer, Klaus Ritter, Richard Schmitt, 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 methodsnumerical integrationnumerical experimentserror boundsmultidimensional integrationpolynomial exactnessGaussian weight functionsGenz functions

Mathematics Subject Classification ID

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

Related Items (8)

Sparse grid collocation schemes for stochastic natural convection problems ⋮ Fully Symmetric Kernel Quadrature ⋮ Distributed Control of the Stochastic Burgers Equation with Random Input Data ⋮ Weighted tensor product algorithms for linear multivariate problems ⋮ Symmetry exploits for Bayesian cubature methods ⋮ Quadrature formulas for the Wiener measure ⋮ Cubature formulas for symmetric measures in higher dimensions with few points ⋮ Fast convergence of quasi-Monte Carlo for a class of isotropic integrals

Uses Software

• TESTPACK
• PATSYM
• HRMSYM

Cites Work

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• Fully Symmetric Interpolatory Rules for Multiple Integrals
• Symmetric integration rules for hypercubes. I. Error coefficients

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