Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight

Journal of Computational and Applied Mathematics

Volumn 71, Issue 2, 1996, Pages 299-309

  Genz, Alan ^a   Keister, B D ^b  

^a WASHINGTON STATE UNIVERSITY   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Gaussian weight; Infinite regions; Kronrod Patterson rules; Multiple integrals

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; INTEGRATION; MONTE CARLO METHODS; NUMERICAL METHODS;

GAUSS-HERMITE RULES; GAUSSIAN WEIGHT FUNCTION; INFINITE REGIONS; KRONROD-PATTERSON RULES; MULTIPLE INTEGRALS; SYMMETRIC INTERPOLATORY RULES;

INTERPOLATION;

EID: 0030190203     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/0377-0427(95)00232-4     Document Type: Article

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