An implementation of the method of Ermakov and Zolotukhin for multidimensional integration and interpolation |
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| Authors: | Katrina Bogues Corbett R. Morrow Thomas N. L. Patterson |
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| Affiliation: | (1) Department of Applied Mathematics and Theoretical Physics, The Queens University of Belfast, Belfast 3, N. Ireland;(2) Independent Computer Services Ltd, Queen's Road, Belfast 3, N. Ireland;(3) Computer Centre, The Queen's University of Belfast, Belfast, N. Ireland |
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| Abstract: | ![]()
Summary An interactive procedure is discussed for generating samples from the density function of Ermakov and Zolotukhin for application to Monte Carlo multiple integration and interpolation. The computational details of the implementation are described together with a numerical example. |
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| Keywords: | AMS(MOS)65C05, 65D30 CR 5.13, 5.16 |
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