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Sparse grid quadrature on products of spheres

Hegland, Markus; Leopardi, Paul

Description

We examine sparse grid quadrature on weighted tensor products (wtp) of reproducing kernel Hilbert spaces on products of the unit sphere (Formula presented.), in the case of worst case quadrature error for rules with arbitrary quadrature weights. We describe a dimension adaptive quadrature algorithm based on an algorithm of Hegland (ANZIAM J. 44 (E), C335–C353, 2003), and also formulate an adaptation of Wasilkowski and Woźniakowski’s wtp algorithm (Wasilkowski and Woźniakowski: J. Complex....[Show more]

CollectionsANU Research Publications
Date published: 2015
Type: Journal article
URI: http://hdl.handle.net/1885/68370
Source: Numerical Algorithms
DOI: 10.1007/s11075-015-9958-9

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