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UID:758@lincs.fr
DTSTART;TZID=Europe/Paris:20230315T103000
DTEND;TZID=Europe/Paris:20230315T113000
DTSTAMP:20230321T083541Z
URL:https://www.lincs.fr/events/an-introduction-to-the-numerical-solver-fo
 r-multiple-integrals/
SUMMARY:An introduction to the numerical solver for multiple integrals
DESCRIPTION:Evaluating multiple integrals is challenging when there exists
 no simple closed form representations. However\, they are frequently
 encountered in network analysis\, such as in queueing theory and stochastic
 geometry. In this reading group talk\, I will introduce the development of
 numerical integration\, namely the line of though from Newton’s
 Trapezoidal rule to Fourier’s spectrum method and to Gauss-Kronrod
 quadrature method\, in which the latest one is proven to be one of the most
 efficient for one dimensional(1D) numerical integration. This line of
 thought inspires numerical multiple integrals. As an example\,
 “Genz-Malik algorithm” will be presented\, which is used to solve
 N-dimensional smooth multiple integrals and is prove to be efficient when
 the dimension ranges from two (2D) to seven (7D). In addition\, I will
 compare the Genz-Malik algorithm with other solvers\, such as iterative one
 dimensional algorithm and Monte Carlo integration.
CATEGORIES:Network Theory,Working Group,Youtube
LOCATION:Room 4B01\, 19 place Marguerite Perey\, Palaiseau\, France
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 Palaiseau\, France;X-APPLE-RADIUS=100;X-TITLE=Room 4B01:geo:0,0
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TZID:Europe/Paris
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DTSTART:20221030T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
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