A new algorithm for adaptive multidimensional integration

A new general purpose algorithm for multidimensional integration is described. It is an iterative and adaptive Monte Carlo scheme. The new algorithm is compared with several others currently in use, and shown to be considerably more efficient than all of these for a number of sample integrals of hig...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	J. Comput. Phys.; (United States) 1978-05, Vol.27 (2), p.192-203
1. Verfasser:	Peter Lepage, G
Format:	Artikel
Sprache:	eng
Schlagworte:	ALGORITHMS COMPUTER CODES GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE INTEGRALS MANY-DIMENSIONAL CALCULATIONS MATHEMATICAL LOGIC 990200 > Mathematics & Computers MONTE CARLO METHOD V CODES
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	A new general purpose algorithm for multidimensional integration is described. It is an iterative and adaptive Monte Carlo scheme. The new algorithm is compared with several others currently in use, and shown to be considerably more efficient than all of these for a number of sample integrals of high dimension ( n ⪆ 4).
ISSN:	0021-9991 1090-2716
DOI:	10.1016/0021-9991(78)90004-9