Cuba - A library for multidimensional numerical integration

Computer Physics Communications

Volumn 168, Issue 2, 2005, Pages 78-95

  Hahn, T ^a  

^a MAX PLANCK INSTITUT FÜR PHYSIK   (Germany)

Author keywords

Cubature rules; Monte Carlo methods; Multidimensional numerical integration; Variance reduction

Indexed keywords

ALGORITHMS; C (PROGRAMMING LANGUAGE); COMPUTER SIMULATION; INTERFACES (COMPUTER); ITERATIVE METHODS; MONTE CARLO METHODS; OPTIMIZATION; PROBABILITY; VECTORS;

CUBATURE RULES; MULTIDIMENSIONAL INTGRATION ALGORITHMS; MULTIDIMENSIONAL NUMERICAL INTEGRATION; VARIANCE REDUCTION; VECTOR INTEGRANDS;

DIGITAL LIBRARIES;

EID: 18444371457     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cpc.2005.01.010     Document Type: Article

References (16)

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