Multidimensional Integration via Dimension Reduction and Generators

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Cerone, Pietro (2007) Multidimensional Integration via Dimension Reduction and Generators. Research report collection, 10 (Supp).


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 generator to procure multidimensional identities. Bounds are obtained from the identities. Both weighted and unweighted integrals are considered.

Item type Article
Subjects Historical > FOR Classification > 0101 Pure Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords multidimensional integrals, dimension reduction, recursive method, Ostrowski, trapezoidal and three point generators, a priori bounds
Citations in Scopus 1 - View on Scopus
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