PATSYM

PATSYM: A set of Fortran subroutines, with sample driver program, for the numerical integration of a vector of integrals over a hyper-rectangular region. This software uses the integration rules described in the paper by Alan Genz, Fully Symmetric Interpolatory Rules for Multiple Integrals, SIAM J. Numer. Anal. 23 (1986), pp. 1273-1283.

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References in zbMATH (referenced in 30 articles , 1 standard article )

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  1. Barajas-Solano, David A.; Tartakovsky, Daniel M.: Stochastic collocation methods for nonlinear parabolic equations with random coefficients (2016)
  2. Ko, Jordan; Wynn, Henry P.: The algebraic method in quadrature for uncertainty quantification (2016)
  3. Nobile, Fabio; Tamellini, Lorenzo; Tesei, Francesco; Tempone, Raúl: An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient (2016)
  4. Rahman, Sharif; Ren, Xuchun; Yadav, Vaibhav: High-dimensional stochastic design optimization by adaptive-sparse polynomial dimensional decomposition (2016)
  5. Chen, Michael; Mehrotra, Sanjay; Papp, Dávid: Scenario generation for stochastic optimization problems via the sparse grid method (2015)
  6. Lei, H.; Yang, X.; Zheng, B.; Lin, G.; Baker, N.A.: Constructing surrogate models of complex systems with enhanced sparsity: quantifying the influence of conformational uncertainty in biomolecular solvation (2015)
  7. Geraci, Marco; Bottai, Matteo: Linear quantile mixed models (2014)
  8. Yadav, Vaibhav; Rahman, Sharif: Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing (2014)
  9. Ko, Jordan; Garnier, Josselin: Multi-element stochastic spectral projection for high quantile estimation (2013)
  10. Zhang, Zhongqiang; Yang, Xiu; Lin, Guang; Karniadakis, George Em: Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem (2013)
  11. Xu, Jun; Chen, Jianbing; Li, Jie: Probability density evolution analysis of engineering structures via cubature points (2012)
  12. Holtz, Markus: Sparse grid quadrature in high dimensions with applications in finance and insurance (2011)
  13. Kolassa, John; Robinson, John: Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests (2011)
  14. Griebel, Michael; Holtz, Markus: Dimension-wise integration of high-dimensional functions with applications to finance (2010)
  15. Sadefo Kamdem, J.; Genz, A.: Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (2008)
  16. Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric: Efficient estimation of general dynamic models with a continuum of moment conditions (2007)
  17. Guedj, J.; Thiébaut, R.; Commenges, D.: Practical identifiability of HIV dynamics models (2007)
  18. Hinrichs, Aicke; Novak, Erich: Cubature formulas for symmetric measures in higher dimensions with few points (2007)
  19. Lu, James; Darmofal, David L.: Higher-dimensional integration with Gaussian weight for applications in probabilistic design (2004)
  20. Genz, Alan: Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces (2003)

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