This article is cited in 3 papers

Some numerical second and third order accurate methods for approximate calculation of the probability measure of a polyhedron

V. N. Nefedov

Moscow Institute of Aviation (National Research University), Moscow, 125993 Russia

Abstract: Evaluation of a multidimensional integral up to a given accuracy is studied. The integrand is subject to certain constraints. The case when the integrand is the density of normal distribution, which is important for applications, is considered as a special case.

Key words: evaluation of multidimensional integral, prescribed accuracy, polyhedron, density of normal distribution.

UDC: 519.6

Received: 06.06.2018
Revised: 24.02.2019
Accepted: 11.03.2019

DOI: 10.1134/S0044466919070123

 English version: Computational Mathematics and Mathematical Physics, 2019, 59:7, 1058–1073

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