Numerical Evaluation of High-Dimensional Integrals
From MaRDI portal
Publication:5515781
DOI10.2307/2003298zbMath0141.13903OpenAlexW4231485748MaRDI QIDQ5515781
Publication date: 1964
Full work available at URL: https://doi.org/10.2307/2003298
Related Items
A boundary integral algorithm for the Laplace Dirichlet-Neumann mixed eigenvalue problem ⋮ Multiple integration over bounded and unbounded regions ⋮ An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel ⋮ An iterative computation of approximations on Korobov-like spaces. ⋮ Automatic integration over a sphere ⋮ Transformation methods for the numerical integration of three-dimensional singular functions ⋮ Sigmoidal-Nyström for solving an aerofoil equation ⋮ Parameter tuning and repeated application of the IMT-type transformation in numerical quadrature ⋮ On the implementation of a modified Sag-Szekeres quadrature method ⋮ Numerical integration of functions with boundary singularities ⋮ Variable transformations in the numerical solution of second kind Volterra integral equations with continuous and weakly singular kernels; extensions to Fredholm integral equations ⋮ Stable application of Filon-Clenshaw-Curtis rules to singular oscillatory integrals by exponential transformations ⋮ Extension of a class of periodizing variable transformations for numerical Integration ⋮ Computation of the expected value of a function of a chi-distributed random variable ⋮ A new method for numerical integration of singular functions on the plane ⋮ Automatic computation of integrals with singular integrand, over a finite or an infinite range ⋮ Variable transformations and Gauss–Legendre quadrature for integrals with endpoint singularities ⋮ Function classes for double exponential integration formulas ⋮ An IMT-type double exponential formula for numerical integration ⋮ A regression method for the Monte Carlo evaluation of multidimensional integrals ⋮ \(\mathrm{PVTSI}^{(m)}\): a novel approach to computation of Hadamard finite parts of nonperiodic singular integrals ⋮ Boundary integral equations in time-harmonic acoustic scattering ⋮ Numerical integration over smooth surfaces in \(\mathbb R^3\) via class \(\mathcal I_{m}\) variable transformations. I: Smooth integrands ⋮ Quadrature formulas obtained by variable transformation and the DE-rule ⋮ Quadrature using 64-bit IEEE arithmetic for integrands over [0,1 with a singularity at 1]
Cites Work
