Average case complexity of multivariate integration for smooth functions

DOI10.1006/JCOM.1993.1019zbMath0781.65017OpenAlexW2078248465MaRDI QIDQ1260659

K. Appert

Publication date: 24 August 1993

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.1993.1019

zbMATH Keywords

computational complexityMonte Carlo algorithmoptimal algorithmmultivariate integrationaverage case complexityworst caseWiener sheet measure

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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