From: spellucci@mathematik.tu-darmstadt.de (Peter Spellucci)
Subject: Re: numerical integration methods - Cube
Date: 26 May 1999 11:27:48 GMT
Newsgroups: sci.math.num-analysis

In article <374B169C.8DA93CE0@nwu.edu>,
 "L. D. Marks" <L-marks@nwu.edu> writes:
|> On a similar theme, I need to integrate a function over a
|> three-dimensional cube; note, function evaluations are VERY
|> expensive in computer time.  I tried the formula in Abramowitz and
|> Stegun, ...
snip
for this special case there are good formulae in 
stroud: approximate calculation of multiple integrals.
because of the special geometry these are more efficient than monte-carlo. but
for higher dimensions monte carlo is competitive or even superior, 
see e.g. the recnet paper
"numerical integration using sparse grids" by
thomas gerstner and michael griebel, abteilung wissenschaftliches rechnen
universitaet bonn (preprint)
hope this helps
peter