Gaussian cubature: A practitioner's guide

Mathematical and Computer Modelling

Volumn 45, Issue 7-8, 2007, Pages 787-794

  DeVuyst, Eric A ^a   Preckel, Paul V ^b  

^a NORTH DAKOTA STATE UNIVERSITY   (United States)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Gaussian cubature; Monte Carlo; Multivariate probability distributions; Numerical integration; Risk modeling

Indexed keywords

APPROXIMATION THEORY; INTEGRATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; MULTIVARIABLE SYSTEMS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES;

GAUSSIAN CUBATURE; MULTIVARIATE PROBABILITY DISTRIBUTIONS; RANDOM VARIABLES; RISK MODELING;

LINEAR PROGRAMMING;

EID: 33845583174     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2006.07.021     Document Type: Article

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