Takemi, Tomoaki; Ogawa, Shigeyoshi - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 539-552
We are interested in the efficiency of the so called Haselgrove’s method (cf. [Math. Comp. 15 (76) (1961) 323; Math. Comp. 39 (160) (1982) 549]) for the evaluation of the multiple integral I=∫01∫01⋯∫01f(x1,x2,…,xp)dx1dx2⋯dxp.This is a kind of Monte Carlo method but different from it...