Approximate Multidimensional Integration Through Dimension Reduction via the Ostrowski Functional

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

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
URI https://vuir.vu.edu.au/id/eprint/17632
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Historical > FOR Classification > 0103 Numerical and Computational Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords multidimensional integrals, dimension reduction, recursive, bounds, Ostrowski
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