Some Fully Symmetric Quadrature Formulae for Product Spaces
P. Keast · IMA Journal of Applied Mathematics · 1979
A class of formulae of arbitrary degree is defined for approximating multiple integrals over product regions such as the cube or the whole space, in any dimension. The rules are based on subsets of a product grid of points, but are more economical than the common rules based on products of one dimensional rules. A technique is given for storing the formulae compactly.