Ministerio de Ciencia e Innovacion [MTM2015-71352-P

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Ministerio de Ciencia e Innovacion [MTM2015-71352-P

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Cubature formulae for the gaussian weight. Some old and new rules.

Orive, Ramon; Santos-Leon, Juan C.; Spalević, Miodrag

(Kent State University, Kent, 2020)

TY  - JOUR
AU  - Orive, Ramon
AU  - Santos-Leon, Juan C.
AU  - Spalević, Miodrag
PY  - 2020
UR  - https://machinery.mas.bg.ac.rs/handle/123456789/3282
AB  - In this paper we review some of the main known facts about cubature rules to approximate integrals over domains in R-n, in particular with respect to the Gaussian weight w(x) = e(-xTx); where x = (x(1); ... ; x(n)) is an element of R-n. Some new rules are also presented. Taking into account the well-known issue of the "curse of dimensionality", our aim is at providing rules with a certain degree of algebraic precision and a reasonably small number of nodes as well as an acceptable stability. We think that the methods used to construct these new rules are of further applicability in the field of cubature formulas. The efficiency of new and old rules are compared by means of several numerical experiments.
PB  - Kent State University, Kent
T2  - Electronic Transactions on Numerical Analysis
T1  - Cubature formulae for the gaussian weight. Some old and new rules.
EP  - 438
SP  - 426
VL  - 53
DO  - 10.1553/etna_vol53s426
ER  - 
@article{
author = "Orive, Ramon and Santos-Leon, Juan C. and Spalević, Miodrag",
year = "2020",
abstract = "In this paper we review some of the main known facts about cubature rules to approximate integrals over domains in R-n, in particular with respect to the Gaussian weight w(x) = e(-xTx); where x = (x(1); ... ; x(n)) is an element of R-n. Some new rules are also presented. Taking into account the well-known issue of the "curse of dimensionality", our aim is at providing rules with a certain degree of algebraic precision and a reasonably small number of nodes as well as an acceptable stability. We think that the methods used to construct these new rules are of further applicability in the field of cubature formulas. The efficiency of new and old rules are compared by means of several numerical experiments.",
publisher = "Kent State University, Kent",
journal = "Electronic Transactions on Numerical Analysis",
title = "Cubature formulae for the gaussian weight. Some old and new rules.",
pages = "438-426",
volume = "53",
doi = "10.1553/etna_vol53s426"
}
Orive, R., Santos-Leon, J. C.,& Spalević, M.. (2020). Cubature formulae for the gaussian weight. Some old and new rules.. in Electronic Transactions on Numerical Analysis
Kent State University, Kent., 53, 426-438.
https://doi.org/10.1553/etna_vol53s426
Orive R, Santos-Leon JC, Spalević M. Cubature formulae for the gaussian weight. Some old and new rules.. in Electronic Transactions on Numerical Analysis. 2020;53:426-438.
doi:10.1553/etna_vol53s426 .
Orive, Ramon, Santos-Leon, Juan C., Spalević, Miodrag, "Cubature formulae for the gaussian weight. Some old and new rules." in Electronic Transactions on Numerical Analysis, 53 (2020):426-438,
https://doi.org/10.1553/etna_vol53s426 . .
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