Sparse Quadrature for High-Dimensional Integration with Gaussian Measure

DOI10.1051/m2an/2018012arXiv1604.08466MaRDI QIDQ6272986

Unnamed Author

Publication date: 28 April 2016

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

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