Dimension-adaptive tensor-product quadrature (Q1412060)

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scientific article; zbMATH DE number 2001090
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English
Dimension-adaptive tensor-product quadrature
scientific article; zbMATH DE number 2001090

    Statements

    Dimension-adaptive tensor-product quadrature (English)
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    4 November 2003
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    multivariate numerical integration
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    adaptivity
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    curse of dimension
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    dimension-adaptive quadrature method
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    sparse grid method
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    error estimators
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    algorithm
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    performance
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    numerical examples
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    dimension reduction
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    Brownian bridge discretization
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    tensor-product quadrature
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