The randomized information complexity of elliptic PDE

DOI10.1016/J.JCO.2005.11.003zbMath1098.65126OpenAlexW2025559620MaRDI QIDQ2489143

Stefan Heinrich

Publication date: 16 May 2006

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

Full work available at URL: https://doi.org/10.1016/j.jco.2005.11.003

zbMATH Keywords

Monte Carlo algorithmlower boundsinformation complexityelliptic partial differential equationadaptive randomized algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for higher-order elliptic equations (35J40) Error bounds for boundary value problems involving PDEs (65N15) Complexity and performance of numerical algorithms (65Y20)

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Cites Work

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• Worst case complexity of multivariate Feynman--Kac path integration
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• Local polynomial reproduction and moving least squares approximation
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• ISOLATION OF SINGULARITIES OF THE GREEN'S FUNCTION
• A new algorithm and worst case complexity for Feynman-Kac path integration.

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