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An adaptive algorithm for the approximate calculation of multiple integrals
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Source ACM Transactions on Mathematical Software (TOMS) archive
Volume 17 ,  Issue 4  (December 1991) table of contents
Pages: 437 - 451  
Year of Publication: 1991
ISSN:0098-3500
Authors
Jarle Berntsen  Department of Informatics, University of Bergen, Thormøhlensgate 55, N-5008 Bergen, Norway
Terje O. Espelid  Department of Informatics, University of Bergen, Thormøhlensgate 55, N-5008 Bergen, Norway
Alan Genz  Computer Science Department, Washington State University, Pullman, WA
Publisher
ACM  New York, NY, USA
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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
The Numerical Algorithm Group. Mayfield House, 256 Banbury Road, 294 Oxford OX2 7DE, United Kingdom.
 
2
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BERNTSEN, J. Adaptive multidimensional quadrature routines on shared memory parallel computers. Reports in Informatics 29, Dept. of Informatics, Univ. of Bergen, 1987.
 
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BERNTSEN, J. Practical error estimation in adaptive multidimensional quadrature routines. Reports in Informatics 30, Dept. of Informatics, Univ. of Bergen, 1988.
 
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BERNTSEN, J., AND ESPELID, T.O. On the construction of higher degree three dimensional embedded integration rules. Reports in Informatics 16, Dept. of Informatics, Univ. of Bergen, 1985.
 
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BERNTSEN, J., ESPELID, T. 0., AND GENZ, A. A test of ADMINT. Reports in Informatics 31, Dept. of Informatics, Univ. of Bergen, 1988.
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CRANLEY, R., AND PATTERSON, T. N. L. Randomization of number theoretic methods for multiple integration. SIAM J. Numer. Anal. 13, 6 (Dec. 1976), 904 914.
 
12
ERIKSEN, S.S. On the development of embedded fully symmetric quadrature rules for the square, Thesis for the degree Cand. Scient., Dept. of Informatics, Univ. of Bergen, 1986.
 
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ESPELID, T.O. Integration rules, null rules and error estimation. Reports in Informatics 33, Dept. of Informatics, Univ. of Bergen, 1988.
 
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GENZ, A. C. Testing Multiple Integration Software. In Tools, Methods and Languages for Scientific and Engineering Computation, B. Ford, J-C. Rault, and F. Thommaset, Eds., North Holland, New York, 1984, pp. 208-217.
 
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GENZ, A. C. The numerical evaluation of multiple integrals on parallel computers. In Numerical Integration, P. Keast and G. Fairweather, Eds., D. Reidel, Dordrecht, Holland, 1987, pp. 219-230.
 
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GENZ, A. C., AND MALIK, A.A. An adaptive algorithm for numerical integration over an N-dimensional rectangular region. J. Comput. Appl. Math. 6, 4 (1980), 295-302.
 
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GENZ, A. C., AND MALIK, A.A. An imbedded family of fully symmetric numerical integration rules. SIAM J. Numer. Anal. 20 3, (Jun. 1983), 580-588.
 
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LYNESS, J.N. Symmetric integration rules for hypercubes III. Construction of integration rules using null rules. Math. Comput. 19 (1965), 625-637.
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MANTEL, F., AND RABINOWITZ, P. The application of integer programming to the computation of fully symmetric integration formulas in two and three dimensions. SIA}PI J. Numer. Anal. 14, 3 (Jun. 1977), 391-425.
 
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PIESSENS, R., DE DONCKER-KAPENGA, E., UBERHUBER, C. W., AND KAHANER, D.K. QUAD- PACK, A Subroutine Package fbr Automatic Integration. Series in Computational Mathematics 1. Springer-Verlag, New York, 1983.
 
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S~bREVm, T. Reliable and efficient algorithms for adaptive quadrature. Tech. Rep. Thesis for the degree Doctor Scientiarum, Dept. of Informatics, Univ. of Bergen, 1988
 
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VAN DOOREN, P., AND DE RIDDER, L. An adaptive algorithm for numerical integration over an N-dimensional cube. J. Comput. Appl. Math. 2, 3 (1976), 207-217.

CITED BY  13

Collaborative Colleagues:
Jarle Berntsen: colleagues
Terje O. Espelid: colleagues
Alan Genz: colleagues