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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2024 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Accurate evaluation of Wiener integrals
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by Alexandre Joel Chorin PDF
Math. Comp. 27 (1973), 1-15 Request permission

Corrigendum: Math. Comp. 27 (1973), 1011-1012.

Abstract:

A new quadrature formula for an important class of Wiener integrals is presented, in which the Wiener integrals are approximated by n-fold integrals with an error $O({n^{ - 2}})$. The resulting n-fold integrals can then be approximated by ordinary finite sums of remarkably simple structure. An example is given.
References
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Additional Information
  • © Copyright 1973 American Mathematical Society
  • Journal: Math. Comp. 27 (1973), 1-15
  • MSC: Primary 65D30
  • DOI: https://doi.org/10.1090/S0025-5718-1973-0329205-7
  • MathSciNet review: 0329205