Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
486776 | Procedia Computer Science | 2010 | 8 Pages |
Abstract
We consider multivariate integrals which can be expressed as iterated integrals over product regions. The iteration over the dimensions is applied recursively for a numerical evaluation. We evaluate a scheme for setting the tolerated error in the interface between the integration levels and address the efficiency of the resulting method with respect to time and space requirements.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)