A New Algorithm for Adaptive Multidimensional Integration

Apr, 1977
19 pages
Published in:
  • J.Comput.Phys. 27 (1978) 192
Report number:
  • SLAC-PUB-1839-REV,
  • SLAC-PUB-1839
Experiments:

Citations per year

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Abstract: (Elsevier)
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 ).
Note:
  • Revised version
  • MATHEMATICAL METHODS
  • MAGNETIC MOMENT: ELECTRON
  • MAGNETIC MOMENT: MUON
  • FEYNMAN GRAPH
  • NUMERICAL CALCULATIONS: MONTE CARLO