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AN ADAPTIVE ALGORITHM FOR THE APPROXIMATE CALCULATION OF MULTIPLE INTEGRALS

被引：190
作者：
BERNTSEN, J
ESPELID, TO
GENZ, A
机构：
[1] WASHINGTON STATE UNIV,DEPT COMP SCI,PULLMAN,WA 99164
[2] UNIV BERGEN,DEPT INFORMAT,N-5008 BERGEN,NORWAY
来源：
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1991年 / 17卷 / 04期
关键词：
ALGORITHMS; THEORY; ADAPTIVE QUADRATURE; AUTOMATIC QUADRATURE; ERROR ESTIMATION; NUMERICAL MULTIDIMENSIONAL INTEGRATION; RELIABILITY;
D O I：
10.1145/210232.210233
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
An adaptive algorithm for numerical integration over hyperrectangular regions is described. The algorithm uses a globally adaptive subdivision strategy. Several precautions are introduced in the error estimation in order to improve the reliability. In each dimension more than one integration rule is made available to the user. This algorithm has been implemented in DCUHRE and is so structured that it is amenable to efficient implementations on shared memory parallel computers.
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页码：437 / 451
页数：15
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