2 papers
math.NA2022
An efficient and fast sparse grid algorithm for high-dimensional numerical integration
Huicong Zhong, Xiaobing Feng
This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the -dimensional integral of a given fun…
math.NA2022
A fast multilevel dimension iteration algorithm for high dimensional numerical integration
Xiaobing Feng, Huicong Zhong
In this paper, we propose and study a fast multilevel dimension iteration (MDI) algorithm for computing arbitrary -dimensional integrals based on tensor product approximations.…