In this paper, we develop a method for approximating multiple integrals. The domain of integration Ω is assumed to be a non-rectangular compact of ℝⁿ. The main idea is the dimensionality reduction ...
SIAM Journal on Numerical Analysis, Vol. 42, No. 5 (2005), pp. 2098-2117 (20 pages) We give a fast numerical algorithm to evaluate a class of multivariable integrals ...
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