Skip to main content
SpringerLink
Log in

An implementation of the method of Ermakov and Zolotukhin for multidimensional integration and interpolation

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

An interactive procedure is discussed for generating samples from the density function of Ermakov and Zolotukhin for application to Monte Carlo multiple integration and interpolation. The computational details of the implementation are described together with a numerical example.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Ermakov, S.M., V.G. Zolotukhin: Polynomial approximations and the Monte Carlo method. Theor. Probability Appl.5, 428–431 (1960)

    Google Scholar 

  2. Mysovskih, I.P.: On the construction of cubature formulas with fewest modes. Soviet Math. Dokl.9, 277–280 (1968)

    Google Scholar 

  3. Morrow, C.R., T.N.L. Patterson: Construction of algebraic cubature rules using polynomial ideal theory, SIAM J. Numer. Anal.15, 953–976 (1978)

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Applied Mathematics and Theoretical Physics, The Queens University of Belfast, Belfast 3, N. Ireland

    Katrina Bogues

  2. Independent Computer Services Ltd, Queen's Road, Belfast 3, N. Ireland

    Corbett R. Morrow

  3. Computer Centre, The Queen's University of Belfast, Belfast, N. Ireland

    Thomas N. L. Patterson

Authors
  1. Katrina Bogues
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Corbett R. Morrow
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. Thomas N. L. Patterson
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bogues, K., Morrow, C.R. & Patterson, T.N.L. An implementation of the method of Ermakov and Zolotukhin for multidimensional integration and interpolation. Numer. Math. 37, 49–60 (1981). https://doi.org/10.1007/BF01396186

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01396186

Subject Classifications

Search

Navigation