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Project
Cubature for infinite-dimensional problems
The aim of this project is to study cubature methods for infinite-dimensional integrals. We will consider multilevel algorithms as well as more general dimension decomposition methods in combination with Monte Carlo, quasi-Monte Carlo [2,8], sparse grids [3] and classical cubature methods.
Date:1 Oct 2013 → 30 Sep 2017
Keywords:Cabature methods
Disciplines:Computer hardware, Computer theory, Scientific computing, Other computer engineering, information technology and mathematical engineering