morokoff_caflisch_1

probnum.problems.zoo.quad.morokoff_caflisch_1(dim)

‘Morokoff & Caflisch 1995’ test function number 1 on \([0,1]^d\).

\[f(x) = (1+1/d)^d \prod_{i=1}^d x_i^{1/d}\]

See [1], [2], [3].

Parameters:

dim (int) – Dimension of the domain

Return type:

QuadratureProblem

References

[1]

Morokoff, W. J., & Caflisch, R. E. (1995). Quasi-monte carlo integration. Journal of computational physics, 122(2), 218-230.

[2]

Gerstner, T., & Griebel, M. (1998). Numerical integration using sparse grids. Numerical algorithms, 18(3-4), 209-232.

[3]

https://www.sfu.ca/~ssurjano/morcaf95a.html