RECURSIVE MULTIDIMENSIONAL INTEGRATION

This article introduces quadtree and octree like methods to numerical integration. Four recursive and auto-adaptive algorithms are presented: one for two-dimensional integrals over a triangular region, one for two-dimensional integrals over a quadrilateral region, one for three-dimensional integrals over a tetrahedral region and one for three-dimensional integrals over a cubic region. The algorithms have been proven to work fast. © 1997 John Wiley & Sons, Ltd.