A constructive approach to strong tractability using quasi-Monte Carlo algorithms (Q1872630): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: TOMS659 / rank | |||
Normal rank | |||
Revision as of 14:41, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constructive approach to strong tractability using quasi-Monte Carlo algorithms |
scientific article |
Statements
A constructive approach to strong tractability using quasi-Monte Carlo algorithms (English)
0 references
14 May 2003
0 references
Under appropriate conditions it is shown that in multivariate integration, quasi-Monte Carlo algorithms based on some low discrepancy sequences achieve the optimal convergence order \(O(n^{-1+\delta})\) for any \(\delta> 0\) in weighted Sobolev spaces independent of the dimension.
0 references
quasi-Monte Carlo methods
0 references
low-discrepancy sequences
0 references
tractability
0 references
multidimensional integration
0 references
information-based complexity
0 references
effective dimension
0 references
algorithms
0 references
optimal convergence
0 references
