Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight
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Publication:466863
DOI10.1007/s11075-013-9798-4zbMath1303.65009OpenAlexW2009612317MaRDI QIDQ466863
Grzegorz W. Wasilkowski, Leszek Plaskota
Publication date: 31 October 2014
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-013-9798-4
multivariate integrationexponential weight\(\infty\)-variate integrationnearly optimal quadratureSmolyak's algorithmunivariate integral with exponential weightweighted trapezoidal rule
Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
Related Items
Optimal algorithms for doubly weighted approximation of univariate functions, Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives, Infinite-dimensional integration and the multivariate decomposition method, Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals
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