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Mathematics of Computation

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Numerical evaluation of high-dimensional integrals


Authors: T. W. Sag and G. Szekeres
Journal: Math. Comp. 18 (1964), 245-253
MSC: Primary 65.55
DOI: https://doi.org/10.1090/S0025-5718-1964-0165689-X
MathSciNet review: 0165689
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References [Enhancements On Off] (What's this?)

  • [1] K. Knopp, Infinite Series, Blackie and Son, Glasgow, 2nd ed., 1944.
  • [2] P. C. Hammer & A. W. Wymore, ``Numerical evaluation of multiple integrals I,'' MTAC., v. 11, 1957, p. 59-67. MR 0087220 (19:323a)
  • [3] P. C. Hammer & A. H. Stroud, ``Numerical evaluation of multiple integrals II,'' MTAC., v. 12, 1958, p. 272-280. MR 0102176 (21:970)
  • [4] D. Mustard, J. N. Lyness & J. M. Blatt, ``Numerical quadrature in n dimensions,'' Comput. J., v. 6, 1963, p. 75-85. MR 0158539 (28:1762)
  • [5] P. Davis & P. Rabinowitz, ``Some Monte Carlo experiments in computing multiple integrals,'' MTAC, v. 10, 1956, p. 1-8. MR 0076451 (17:901c)
  • [6] C. B. Haselgrove, ``A method for numerical integration,'' Math. Comp., v. 15, 1961, p. 323-337. MR 0146960 (26:4479)

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DOI: https://doi.org/10.1090/S0025-5718-1964-0165689-X
Article copyright: © Copyright 1964 American Mathematical Society

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