Smolyak cubature of given polynomial degree with few nodes for increasing dimension
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Publication:1865745
DOI10.1007/s002110200401zbMath1024.65023OpenAlexW2034878612MaRDI QIDQ1865745
Publication date: 27 March 2003
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002110200401
numerical exampleserror boundscubature formulaemathematical financeminimal number of nodesdegree of polynomial exactnessSmolyak cubaturetensor product problems
Numerical methods (including Monte Carlo methods) (91G60) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)
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