A New Variable Transformation for Numerical Integration

@inproceedings{Sidi1993ANV,
  title={A New Variable Transformation for Numerical Integration},
  author={Avram Sidi},
  year={1993}
}
Presently, variable transformations are used to enhance the performance of lattice rules for multidimensional integration. The transformations that are in the literature so far are of either polynomial or exponential nature. Following a short survey of some of the transformations that have been found to be effective, we propose a new transformation, denoted the sin m -transformation, that is neither polynomial nor exponential, but trigonometric, in nature. This transformation is also a… CONTINUE READING
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