Title of article :
Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
Author/Authors :
Genz، نويسنده , , Alan and Keister، نويسنده , , B.D.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
Fully symmetric interpolatory integration rules are constructed for multidimensional integrals over infinite integration regions with a Gaussian weight function. The points for these rules are determined by successive extensions of the one-dimensional three-point Gauss-Hermite rule. The new rules are shown to be efficient and only moderately unstable.
Keywords :
Multiple integrals , Gaussian weight , Infinite regions , Kronrod-Patterson rules
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics