Report on the numerical experiments of Haselgrove’s method applied to the numerical solution of PDEs Original Research Article

We are interested in the efficiency of the so called Haselgrove’s method (cf. [Math. Comp. 15 (76) (1961) 323; Math. Comp. 39 (160) (1982) 549]) for the evaluation of the multiple integral I=∫01∫01⋯∫01f(x1,x2,…,xp) dx1 dx2⋯dxp.This is a kind of Monte Carlo method but different from it in two points: