Repository: Freie Universität Berlin, Math Department

Explicit solutions of Genz test integrals

Kaarnioja, Vesa (2025) Explicit solutions of Genz test integrals. Applied Mathematics Letters, 163 . ISSN 08939659

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Official URL: https://doi.org/10.1016/j.aml.2024.109444

Abstract

Abstract A collection of test integrals introduced by Genz (1984) has remained popular to this day for assessing the robustness of high-dimensional numerical integration algorithms. However, the explicit solutions to these integrals do not appear to be readily available in the existing literature: typically the true values of the test integrals are simply approximated using “overkill” numerical solutions. In this paper, analytic solutions are presented for the Genz test integrals

Item Type:Article
Subjects:Mathematical and Computer Sciences > Mathematics > Applied Mathematics
Divisions:Department of Mathematics and Computer Science > Institute of Mathematics > Computational PDEs Group
ID Code:3210
Deposited By: Sandra Krämer
Deposited On:30 Jan 2025 14:48
Last Modified:30 Jan 2025 14:48

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