On the approximate calculation of multiple integrals

Journal of Complexity

Volumn 31, Issue 4, 2015, Pages 502-516

  Bakhvalov, Nikolai Sergeevich ^a  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Monte Carlo methods; Optimal quadrature formulas

Indexed keywords

COMPUTATIONAL COMPLEXITY; NUMERICAL ANALYSIS;

APPROXIMATE CALCULATIONS; HIGH DIMENSIONS; MULTIPLE INTEGRAL; OPTIMAL QUADRATURE FORMULA; ORDER OF CONVERGENCE; QUADRATURE FORMULA; SMOOTH FUNCTIONS;

MONTE CARLO METHODS;

EID: 84929706509     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2014.12.003     Document Type: Article

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