Quadrature and Cubature
Gaussian, sparse-grid, and Quasi-Monte Carlo integration.
Quadrature and Cubature. Gaussian, sparse-grid, and Quasi-Monte Carlo integration. This page collects canonical references that organise the subject and provide entry points to its main techniques.
Foundations and canonical references
The standard treatments of quadrature and cubature approach the subject from complementary angles. Davis, Methods of Numerical Integration (1984) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to.
Open methodological questions for quadrature and cubature include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.
Prerequisites
Sources
- textbook · primary · 1984Methods of Numerical Integrationdavis-1984, rabinowitz-1984
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