Abstract
Using the Multivariate Decomposition Method (MDM), we develop an efficient algorithm for approximating the8-variate integralfor a class of functions f that are once differentiable with respect to each variable.MDM requires efficient algorithms for d-variate versions of the problem. Such algorithms are provided by Smolyaks construction which is based on efficient algorithms for the univariate integrationDetailed analysis and development of (nearly) optimal quadratures for I (f) is the main contribution of the current paper.
| Original language | English |
|---|---|
| Pages (from-to) | 385-403 |
| Number of pages | 19 |
| Journal | Numerical Algorithms |
| Volume | 67 |
| Issue number | 2 |
| DOIs | |
| State | Published - Sep 25 2014 |
Bibliographical note
Publisher Copyright:© 2013, Springer Science+BusinessMedia New York.
Keywords
- Multivariate integration
- Weighted integrals
- Weighted trapezoid rules
- ∞-Variate functions
ASJC Scopus subject areas
- Applied Mathematics
Fingerprint
Dive into the research topics of 'Efficient algorithms for multivariate and ∞-Variate integration with exponential weight'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver