An Adaptive Numerical Integration Algorithm for Simplices

  • Alan Genz
  • Published 1989 in Great Lakes Computer Science Conference

Abstract

A globally adaptive algorithm for numerical multiple integration over an n-dimensional simplex is described. The algorithm is based on a subdivision strategy that chooses for subdivision at each stage the subregion (of the input simplex) with the largest estimated error. This subregion is divided in half by bisecting an edge. The edge is chosen using… (More)
DOI: 10.1007/BFb0038504

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Cite this paper

@inproceedings{Genz1989AnAN, title={An Adaptive Numerical Integration Algorithm for Simplices}, author={Alan Genz}, booktitle={Great Lakes Computer Science Conference}, year={1989} }