Nonlinear Interpolation of Multivariable Functions by the Monte Carlo Method
- 1 July 1970
- journal article
- Published by Association for Computing Machinery (ACM) in Journal of the ACM
- Vol. 17 (3) , 420-425
- https://doi.org/10.1145/321592.321595
Abstract
The nonlinear interpolation of functions of very many variables is discussed. Deterministic termwise assessment of a prohibitively large number of terms naturally leads to a choice of random sampling from these numerous terms. After introduction of an appropriate higher order interpolation formula, a working algorithm is established by the Monte Carlo method. Numerical examples are also given.Keywords
This publication has 1 reference indexed in Scilit:
- A Note on Linear Extrapolation of Multivariable Functions by the Monte Carlo MethodJournal of the ACM, 1966