Generation of nested quadrature rules for generic weight functions via numerical optimization: Application to sparse grids-Reference-Cited by-同舟云学术

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Generation of nested quadrature rules for generic weight functions via numerical optimization: Application to sparse grids

Published:2020-01 Issue: Volume:400 Page:108979
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Keshavarzzadeh Vahid^ORCID,Kirby Robert M.,Narayan Akil^ORCID

Funder

Air Force Office of Scientific Research

Defense Sciences Office, DARPA

Army Research Laboratory

National Science Foundation

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference26 articles.

1. Nodes and Weights for Quadrature Formulae. Sixteen Place Tables;Kronrod,1964

2. Numerical integration in multiple dimensions with designed quadrature;Keshavarzzadeh;SIAM J. Sci. Comput.,2018

3. Orthogonal Polynomials;Szegö,1975

4. Introduction to Numerical Analysis, vol. 12;Stoer,2002

5. Methods of Numerical Integration;Davis,2007

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1. Efficient quadratures for high-dimensional Bayesian data assimilation;Journal of Computational Physics;2024-06

2. A new multivariate quadrature rule for calculating statistical moments of stochastic response;Journal of Computational and Applied Mathematics;2022-04

3. Designed quadrature to approximate integrals in maximum simulated likelihood estimation;The Econometrics Journal;2021-07-21

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