Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
From MaRDI portal
Publication:4653154
DOI10.1137/S0036142902407952zbMath1078.65020MaRDI QIDQ4653154
Publication date: 1 March 2005
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142902407952
41A63: Multidimensional problems
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
Related Items
On positive cubature rules on the simplex and isometric embeddings, Unnamed Item, Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients, Adaptive approximation of higher order posterior statistics, Performance of cubature formulae in probabilistic model analysis and optimization, Cubature formulas in numerical analysis and Euclidean tight designs, A survey on spherical designs and algebraic combinatorics on spheres, Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering, Probability density evolution analysis of engineering structures via cubature points, Geometric designs and rotatable designs. I, Higher-order interpolated lattice schemes for multidimensional option pricing problems, Constructions of \(\Phi_p\)-optimal rotatable designs on the ball, The cubature Kalman filter revisited, Remarks on Hilbert identities, isometric embeddings, and invariant cubature, Cubature formulas for symmetric measures in higher dimensions with few points