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Approximate Multidimensional Integration Through Dimension Reduction via the Ostrowski Functional

Cerone, Pietro (2001) Approximate Multidimensional Integration Through Dimension Reduction via the Ostrowski Functional. RGMIA research report collection, 4 (3).

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Abstract

An iterative approach is used to represent multidimensional integrals in terms of lower dimensional integrals and function evaluations. The procedure is quite general utilising one dimensional identities as the seed or generator to procure multidimensional identities. Bounds are obtained from the identities.

Item Type: Article
Uncontrolled Keywords: multidimensional integrals, dimension reduction, recursive, bounds, Ostrowski
Subjects: FOR Classification > 0102 Applied Mathematics
FOR Classification > 0103 Numerical and Computational Mathematics
Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Depositing User: Research Group in Mathematical Inequalities and Applications
Date Deposited: 30 Aug 2012 03:57
Last Modified: 23 May 2013 16:51
URI: http://vuir.vu.edu.au/id/eprint/17632
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