Fluctuationlessness Approximation Based Multivariate Integration in Hybrid High Dimensional Model Representation

Abstract

This paper focuses on multivariate integration via fluctuationlessness approximation in hybrid High Dimensional Model Representation (HHDMR) for multivariate functions. The basic idea here is to bypass the N—tuple integration with the help of the fluctuationlessness approximation as a quite powerful method for integral evaluations. This method decreases the computational complexity of the HHDMR method in computer based applications. Furthermore, by using this method, we are able to get rid of evaluating complicated integral structures.