An adaptive algorithm for the approximate calculation of multiple integrals

1991/12/01 by Jarle Berntsen, Terje O. Espelid, Alan Genz · 5 citations
Computer Science · Mathematics · #Algorithm #Citation #Computer science #Informatics #Law #Library science #Mathematical Approximation and Integration #Mathematics #Numerical Methods and Algorithms #Operations research #Political science

paper · pdf · doi:10.1145/210232.210233

openalex publication_date 1991/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/26

Abstract

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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