Improving Point Selection in Cubature by a New Discrepancy

DOI10.1137/12089377XzbMath1285.65016OpenAlexW2075346304MaRDI QIDQ2870637

Shenghan Zhang, Jianbing Chen

Publication date: 21 January 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/12089377x

zbMATH Keywords

numerical examplescubature formulaeKoksma-Hlawka inequalityVoronoi cellsprobability density evolution methodgeneralized F-discrepancyquasi-symmetric point methodrotation transform

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38)

Related Items (5)

A Galerkin-based formulation of the probability density evolution method for general stochastic finite element systems ⋮ A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method ⋮ A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems ⋮ An advanced mixed-degree cubature formula for reliability analysis ⋮ Reliability computation via a transformed mixed-degree cubature rule and maximum entropy

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