A new algorithm for adaptive multidimensional integration
Abstract
A new general purpose algorithm for multidimensional integration is described. It is an iterative and adaptive Monte Carlo scheme. The new algorithm is compared with several others currently in use, and shown to be considerably more efficient than all of these for a number of sample integrals of high dimension ( n ⪆ 4).
- Publication:
-
Journal of Computational Physics
- Pub Date:
- May 1978
- DOI:
- 10.1016/0021-9991(78)90004-9
- Bibcode:
- 1978JCoPh..27..192L