Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities (Q5254893)
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scientific article; zbMATH DE number 6444776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities |
scientific article; zbMATH DE number 6444776 |
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Dimension-Adaptive Sparse Grid Quadrature for Integrals with Boundary Singularities (English)
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10 June 2015
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numerical examples
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generalized Gaussian quadrature rules
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boundary singularities
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multivariate normal probabilities
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algorithm
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