MCQMC2010We present a multivariate extension to Clenshaw-Curtis quadrature based on the hyperinterpolation theory. At the heart of it, a cubature rule for an integral with Chebyshev weight function is needed. Several point sets have been discussed in this context but we introduce Chebyshev lattices as generalising framework. This has several advantages: (1) it has a very natural extension to higher dimensions, (2) allows for a systematic search for good point sets and (3) because of the construction, there is a direct link with the Fourier transform that can be used to reduce the computational cost. It will be shown that almost all known two- and three-dimensional point sets for this Chebyshev weighted setting fit into the framework. We g...
There are many problems in mathematical finance which require the evaluation of a multivariate integ...
The Clenshaw Curtis method for numerical integration is extended to semi-infinite ([_0, 30] and infi...
We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly indep...
We present a multivariate extension to Clenshaw-Curtis quadrature based on the hyperinterpolation th...
We present a multivariate extension to Clenshaw-Curtis quadrature based on the hyperinterpolation th...
We have introduced Chebyshev lattices as framework for well known near-optimal point sets for interp...
Recently we introduced a new framework to describe some point sets used for multivariate integration...
We present the fast approximation of multivariate functions based on Chebyshev series for two types ...
We show that hyperinterpolation at (near) minimal cubature points for the product Chebyshev measure,...
We show that hyperinterpolation at (near) minimal cubature points for the product Chebyshev measure,...
The aim of this research is to develop algorithms to approximate the solutions of problems defined o...
High-dimensional integrals arise in a variety of areas, including quantum physics, the physics and c...
We detail the implementation of basic operations on multivariate Chebyshev approximations. In most c...
Abstract. Lattice rules are a family of equal-weight cubature formulas for approximating highdimensi...
We construct an hyperinterpolation formula of degree n in the three-dimensional cube, by using the n...
There are many problems in mathematical finance which require the evaluation of a multivariate integ...
The Clenshaw Curtis method for numerical integration is extended to semi-infinite ([_0, 30] and infi...
We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly indep...
We present a multivariate extension to Clenshaw-Curtis quadrature based on the hyperinterpolation th...
We present a multivariate extension to Clenshaw-Curtis quadrature based on the hyperinterpolation th...
We have introduced Chebyshev lattices as framework for well known near-optimal point sets for interp...
Recently we introduced a new framework to describe some point sets used for multivariate integration...
We present the fast approximation of multivariate functions based on Chebyshev series for two types ...
We show that hyperinterpolation at (near) minimal cubature points for the product Chebyshev measure,...
We show that hyperinterpolation at (near) minimal cubature points for the product Chebyshev measure,...
The aim of this research is to develop algorithms to approximate the solutions of problems defined o...
High-dimensional integrals arise in a variety of areas, including quantum physics, the physics and c...
We detail the implementation of basic operations on multivariate Chebyshev approximations. In most c...
Abstract. Lattice rules are a family of equal-weight cubature formulas for approximating highdimensi...
We construct an hyperinterpolation formula of degree n in the three-dimensional cube, by using the n...
There are many problems in mathematical finance which require the evaluation of a multivariate integ...
The Clenshaw Curtis method for numerical integration is extended to semi-infinite ([_0, 30] and infi...
We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly indep...