A constructive approach to strong tractability using quasi-Monte Carlo algorithms (Q1872630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constructive approach to strong tractability using quasi-Monte Carlo algorithms |
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A constructive approach to strong tractability using quasi-Monte Carlo algorithms (English)
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14 May 2003
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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.
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quasi-Monte Carlo methods
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low-discrepancy sequences
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tractability
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multidimensional integration
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information-based complexity
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effective dimension
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algorithms
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optimal convergence
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