Fully symmetric interpolatory rules for multiple integrals
SIAM Journal on Numerical Analysis
Journal of Computational and Applied Mathematics
Monomial cubature rules since “Stroud”: a compilation—part 2
Journal of Computational and Applied Mathematics - Numerical evaluation of integrals
An encyclopaedia of cubature formulas
Journal of Complexity
Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
SIAM Journal on Numerical Analysis
Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
SIAM Journal on Scientific Computing
High-Order Collocation Methods for Differential Equations with Random Inputs
SIAM Journal on Scientific Computing
Uncertainty quantification using polynomial chaos expansion with points of monomial cubature rules
Computers and Structures
Hi-index | 0.00 |
The probability density evolution method (PDEM) is a new approach for stochastic dynamics whereby the dynamic response and reliability evaluation of multi-degree-of-freedom nonlinear systems could be carried out. The apparent similarity and subtle distinction between the ordinary cubature and PDEM are explored with the aid of the concept of the rank of an integral. It is demonstrated that the ordinary cubature are rank-1 integrals, whereas an rank-驴 integral is involved in PDEM. This interprets the puzzling phenomenon that some cubature formulae doing well in ordinary high-dimensional integration may fail in PDEM. A criterion that the stability index does not exceed unity is then put forward. This distinguishes the cubature formulae by their applicability to higher-rank integrals and the adaptability to PDEM. Several kinds of cubature formulae are discussed and tested based on the criterion. The analysis is verified by numerical examples, demonstrating that some strategies, e.g. the quasi-symmetric point method, are preferred in different scenarios. Problems to be further studied are pointed out.