The exponent of discrepancy of sparse grids is at least 2. 1933 (Q1968619): Difference between revisions
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| Property / author: Leszek Plaskota / rank | |||
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| Property / reviewed by: Dumitru Acu / rank | |||
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| Property / author: Leszek Plaskota / rank | |||
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| Property / reviewed by: Dumitru Acu / rank | |||
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| Property / full work available at URL: https://doi.org/10.1023/a:1018900715321 / rank | |||
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Latest revision as of 09:06, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exponent of discrepancy of sparse grids is at least 2. 1933 |
scientific article |
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The exponent of discrepancy of sparse grids is at least 2. 1933 (English)
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21 March 2000
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The author examines bounds on the exponents of sparse grids for \(L_2\)-discrepancy and average case \(d\)-dimensional integration with respect to the Wiener sheet measure. He develops a technique that allows him not only lower bounds, but also upper bounds for exponents of sparse grids. The main result is that the minimal exponent of sparse grids for these problems is bounded from below by 2.1933.
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exponent of discrepancy
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\(L_2\)-discrepancy
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multivariate numerical integration
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sparse grids
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Smolyak's quadratures
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Monte Carlo methods
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