Publisher Summary This chapter discusses simulation methods that are both important and
useful in the solution of integration problems, and discusses the principles for the practical …

The Cuba library provides new implementations of four general-purpose multidimensional
integration algorithms: Vegas, Suave, Divonne, and Cuhre. Suave is a new algorithm …

This paper presents a new, univariate dimension-reduction method for calculating statistical
moments of response of mechanical systems subject to uncertainties in loads, material …

A new, generalized, multivariate dimension‐reduction method is presented for calculating
statistical moments of the response of mechanical systems subject to uncertainties in loads …

An adaptive algorithm for numerical integration over hyperrectangular regions is described.
The algorithm uses a globally adaptive subdivision strategy. Several precautions are …

This paper is a survey of the major techniques and approaches available for the numerical
approximation of integrals in statistics. We classify these into five broad categories; namely …

Monomial cubature rules since “Stroud”: a compilation Page 1 Journal of Computational
and Applied Mathematics 48 (1993) 309-326 North-Holland 309 CAM 1311 Monomial …

The calculation of integrals is an important task in many fields of scientific computation,
ranging from computational statistics to finite element methods. When trying to solve …

The future 100-km circular collider FCC at CERN is planned to operate in one of its modes
as an electron-positron FCC-ee machine. We give an overview comparing the theoretical …

Response surface functions are often used as simple and inexpensive replacements for
computationally expensive computer models that simulate the behavior of a complex system …