Numerical integration in many dimensions . II
نویسنده
چکیده
A high-accuracy prescription (quadrature rule) is the set of points Xj and weights Wj such that the error E (n) is a small and rapidly decreasing function of n, the number of mesh points used. Now suppose we want to integrate a function F(X l ,x2'''''Xd) = F(x) over the d-dimensional cube. The direct product technique would be to use the rule (1) d timesi ". n2 "d L L '" L Wj, Wh ... wjdF (Xj" Xjz ,,,,,Xjd ) j, = 1 h = 1 jd = 1
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Numerical Integration In many dimensions . I
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