The Approximation of Low-dimensional Integrals: Available Tools and Trends the Approximation of Low-dimensional Integrals: Available Tools and Trends
نویسنده
چکیده
This text describes several methods to approximate multivariate integrals. Cubature formulae that are exact for a space of polyno-mials 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 ABSTRACT 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.
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