Use tensor-product quadrature with composite Simpson's rule in each coordinate. If there are subintervals in each direction, then and the quadrature rule error is : apply the one-dimensional error bound for composite Simpson's rule successively, using bounded fourth partial derivatives. Hence the error is in big O notation. The rectangular domain makes the product grid convenient.
For a generic integrand in 20 dimensions, Monte Carlo integration gives root mean square error , whereas tensor-product quadrature with composite Simpson's rule gives only . One can sample uniformly in the Euclidean unit ball, for example by an independent uniform direction and radius with uniform on .
For this particular integrand, the most efficient elementary choice uses radial integration over a ball first. The area of the unit 19-sphere is , as follows from the volume of an n-ball. Hence
The reduced integrand is smooth. Apply composite Simpson's rule to obtain deterministic error in big O notation, with one original radial integrand evaluation per node. If the selection is restricted to direct multidimensional methods, Monte Carlo integration with root mean square error is the appropriate choice.