Article ID Journal Published Year Pages File Type
486776 Procedia Computer Science 2010 8 Pages PDF
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)