Department of Electrical and Electronic Engineering, University of Chicago, Chicago, USA
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A Fast Algorithm for Computing High-dimensional Gauss Quadrature Rules
Author(s): Rustam Grillo*
Gauss quadrature rules are essential for numerical integration, especially in high-dimensional spaces. Traditional methods for computing these
rules become computationally expensive and inefficient as the dimensionality increases. This article presents a novel fast algorithm for computing
high-dimensional Gauss quadrature rules, significantly reducing computational complexity and improving efficiency. The proposed method
leverages sparse grids, tensor decompositions, and adaptive strategies to handle the curse of dimensionality effectively... Read More»
DOI:
10.37421/2168-9679.2024.13.559
Journal of Applied & Computational Mathematics received 1282 citations as per Google Scholar report