A fast multilevel dimension iteration algorithm for high dimensional numerical integration
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Publication:6190850
DOI10.4310/AMSA.2023.V8.N3.A2arXiv2210.13658OpenAlexW4388676602MaRDI QIDQ6190850
Publication date: 6 February 2024
Published in: Annals of Mathematical Sciences and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.13658
Monte Carlo methodshigh-dimensional integrationnumerical quadrature rulestensor product methodsmultilevel dimension iteration (MDI)
Monte Carlo methods (65C05) Numerical integration (65D30) Numerical approximation of high-dimensional functions; sparse grids (65D40)
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