Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight

Fully symmetric interpolatory integration rules are constructed for multidimensional integrals over infinite integration regions with a Gaussian weight function. The points for these rules are determined by successive extensions of the one-dimensional three-point Gauss-Hermite rule. The new rules ar...

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Veröffentlicht in:	Journal of computational and applied mathematics 1996-07, Vol.71 (2), p.299-309
Hauptverfasser:	Genz, Alan, Keister, B.D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Gaussian weight Infinite regions Kronrod-Patterson rules Mathematics Multiple integrals Numerical analysis Numerical analysis. Scientific computation Numerical approximation Numerical methods in mathematical programming Numerical methods in mathematical programming, optimization and calculus of variations Numerical methods in optimization and calculus of variations Numerical methods in probability and statistics Sciences and techniques of general use
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Beschreibung
Zusammenfassung:	Fully symmetric interpolatory integration rules are constructed for multidimensional integrals over infinite integration regions with a Gaussian weight function. The points for these rules are determined by successive extensions of the one-dimensional three-point Gauss-Hermite rule. The new rules are shown to be efficient and only moderately unstable.
ISSN:	0377-0427 1879-1778
DOI:	10.1016/0377-0427(95)00232-4