Accurate Evaluation of Wiener Integrals
Copyright policy ) Chorin, Alexandre Joel;
Accurate Evaluation of Wiener Integrals
A new quadrature formula for an important class of Wiener integrals is presented, in which the Wiener integrals are approximated by n-fold integrals with an error O ( n − 2 ) O({n^{ - 2}}) . The resulting n-fold integrals can then be approximated by ordinary finite sums of remarkably simple structure. An example is given.
- University of California, Berkeley United States
Numerical integration, Numerical methods for integral equations, Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type)
Numerical integration, Numerical methods for integral equations, Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type)
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selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 33
Average
Top 1%
Average
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