Testing multidimensional integration routines

Implementation of a lattice method for numerical multiple integration

ACM Transactions on Mathematical Software (TOMS)

Parallel High-Dimensional Integration: Quasi-Monte Carlo versus Adaptive Cubature Rules

ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I

A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems

Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001

Quasi-random integration in high dimensions

Mathematics and Computers in Simulation

Cubature formulas for function spaces with moderate smoothness

Journal of Complexity

Algorithm 906: elrint3d—A Three-Dimensional Nonadaptive Automatic Cubature Routine Using a Sequence of Embedded Lattice Rules

ACM Transactions on Mathematical Software (TOMS)

Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty

Applied Numerical Mathematics

Monte Carlo algorithms for evaluating Sobol' sensitivity indices

Mathematics and Computers in Simulation

plrint5d: a five-dimensional automatic cubature routine designed for a multi-core platform

ICCSA'10 Proceedings of the 2010 international conference on Computational Science and Its Applications - Volume Part II

Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions

Journal of Computational Physics