In this paper, we develop a method for approximating multiple integrals. The domain of integration Ω is assumed to be a non-rectangular compact of ℝⁿ. The main idea is the dimensionality reduction ...
SIAM Journal on Numerical Analysis, Vol. 19, No. 4 (Aug., 1982), pp. 816-832 (17 pages) First of all a method of collocation, which we call "classical" collocation, is described for the approximate ...
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