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A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.
This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Transactions on Graphics.
This is a C++ quadrature library reengineered from GSL and with new things added such as double exponential methods.
Master Thesis in Engineering Physics
Modern Fortran modules to generate quadrature rules
Calculates a definite integral by using a quadrature rule. Doesn't use worksharing directives, but shares loop iterations manually.
Calculates a definite integral by using a quadrature rule. Uses worksharing directives.
Quadrature rules for numerical integration