On tractability of path integration

DOI10.1063/1.531493zbMath0863.65006OpenAlexW1984812257MaRDI QIDQ5284463

Grzegorz W. Wasilkowski, Henryk Woźniakowski

Publication date: 8 June 1997

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.531493

zbMATH Keywords

path integralsdeterministic algorithmspath integrationworst case complexityrandomized Monte Carlo algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Path integrals in quantum mechanics (81S40) Computational methods for problems pertaining to quantum theory (81-08) Numerical quadrature and cubature formulas (65D32)

Related Items (28)

Infinite-dimensional quadrature and approximation of distributions ⋮ The quantum setting with randomized queries for continuous problems ⋮ Liberating the Dimension for Function Approximation and Integration ⋮ Liberating the dimension for function approximation ⋮ Some Results on the Complexity of Numerical Integration ⋮ The average values of a kind of functionals in LP and concentration without measure ⋮ Liberating the dimension for \(L_2\)-approximation ⋮ The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth ⋮ On tractability of linear tensor product problems for \(\infty \)-variate classes of functions ⋮ Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives ⋮ Tractability of infinite-dimensional integration in the worst case and randomized settings ⋮ Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight ⋮ Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence ⋮ Average case tractability of approximating ∞-variate functions ⋮ High dimensional numerical problems ⋮ A new algorithm and worst case complexity for Feynman-Kac path integration. ⋮ Infinite-dimensional integration and the multivariate decomposition method ⋮ Liberating the dimension ⋮ Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition ⋮ A path integration formulation of stochastic-Lagrangian models of turbulent flow ⋮ Hyperbolic cross approximation in infinite dimensions ⋮ When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? ⋮ Optimal integration of Lipschitz functions with a Gaussian weight ⋮ Infinite-dimensional integration on weighted Hilbert spaces ⋮ Delayed curse of dimension for Gaussian integration ⋮ Quadrature formulas for the Wiener measure ⋮ Comment on “On tractability of path integration” [J. Math. Phys. 37, 2071 (1996)] ⋮ The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension

Cites Work

• Average case complexity of multivariate integration for smooth functions
• Tractability and strong tractability of linear multivariate problems
• Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure
• Explicit cost bounds of algorithms for multivariate tensor product problems
• Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
• Average case complexity of multivariate integration
• How to solve path integrals in quantum mechanics
• Numerical path integral techniques for long time dynamics of quantum dissipative systems
• Best Approximate Integration Formulas; Best Approximation Formulas

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