Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities

DOI10.1007/978-3-319-04537-5_5zbMath1316.65032OpenAlexW2224525803MaRDI QIDQ5254893

Jens Oettershagen, Michael Griebel

Publication date: 10 June 2015

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04537-5_5

zbMATH Keywords

algorithmnumerical examplesboundary singularitiesmultivariate normal probabilitiesgeneralized Gaussian quadrature rules

Mathematics Subject Classification ID

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

Related Items (5)

On alternative quantization for doubly weighted approximation and integration over unbounded domains ⋮ On efficient weighted integration via a change of variables ⋮ Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process ⋮ Numerical Integration of On-the-Fly-Computed Enrichment Functions in the PUM ⋮ Hyperbolic cross approximation in infinite dimensions

This page was built for publication: Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities