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Solving a class of multivariate integration problems via Laplace techniques

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Lasserre J., Zeron E.

Applicationes Mathematicae

2001

tom 28

nr 4

391-405

We consider the problem of calculating a closed form expression for the integral of a real-valued function f:ℝⁿ → ℝ on a set S. We specialize to the particular cases when S is a convex polyhedron or an ellipsoid, and the function f is either a generalized polynomial, an exponential of a linear form (including trigonometric polynomials) or an exponential of a quadratic form. Laplace transform techniques allow us to obtain either a closed form expression, or a series representation that can be handled numerically. Finally, a methodology is proposed for multivariate functions f which have a (multidimensional) Laplace transform.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Lasserre J.

1 Zeron E.

1 2001

Wyniki wyszukiwania

Solving a class of multivariate integration problems via Laplace techniques