What Monte Carlo models can do and cannot do efficiently?

DOI10.1016/J.APM.2007.04.010zbMath1176.65002OpenAlexW2131641353MaRDI QIDQ1031571

Emanouil Atanassov, Ivan T. Dimov

Publication date: 30 October 2009

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.04.010

zbMATH Keywords

computational complexityintegral equationsdeterministic algorithmsMonte Carlo algorithmsmultidimensional integrationunimprovable rate of convergence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Numerical quadrature and cubature formulas (65D32) Fredholm integral equations (45B05) Complexity and performance of numerical algorithms (65Y20)

Related Items (2)

Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations ⋮ An improved algorithm for finding all upper boundary points in a stochastic-flow network

Cites Work

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