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TW 259
R. Cools
The approximation of low-dimensional integrals: available tools and trends
This text describes several methods to approximate multivariate
integrals.
Cubature formulae that are exact for a space of
polynomials and Monte Carlo methods are the best known.
More recently developed methods such as quasi-Monte Carlo methods
(including lattice rules),
Smolyak rules and stochastic integration rules are also described.
This short note describes the contents of a session
keynote talk at the 15th IMACS World Congress on Scientific
Computation, Modelling and Applied Mathematics, August 24--29, 1997 in
Berlin.
Abstract
report.pdf / mailto: R. Cools
