Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight

被引：160

作者：

Genz, A

Keister, BD

机构：

[1] WASHINGTON STATE UNIV,DEPT MATH,PULLMAN,WA 99164

[2] CARNEGIE MELLON UNIV,DEPT PHYS,PITTSBURGH,PA 15213

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1996年 / 71卷 / 02期

基金：

美国国家科学基金会;

关键词：

multiple integrals; infinite regions; Gaussian weight; Kronrod-Patterson rules;

D O I：

10.1016/0377-0427(95)00232-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：299 / 309

页数：11

共 16 条

[11] NONEXISTENCE OF EXTENDED GAUSS-LAGUERRE AND GAUSS-HERMITE QUADRATURE RULES WITH POSITIVE WEIGHTS [J].