An algorithm-driven approach to error analysis for multidimensional integration

MaRDI QIDQ5439680zbMATH OpenFDO

Authors Fred J. Hickernell, Josef Dick

Publication date 11 February 2008

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical integration (65D30)

Recommendations

• Exact Error Estimates and Optimal Randomized Algorithms for Integration
• A universal algorithm for multivariate integration
• The randomized complexity of indefinite integration
• Probabilistic analysis of numerical integration algorithms
• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition

Cited in

(3)

• Universal optimality of digital nets and lattice designs
• Exact Error Estimates and Optimal Randomized Algorithms for Integration
• Extensions of the AZ-Algorithm and the Package MultiIntegrate

Describes a project that uses

Uses Software

• Algorithm 823

This page was built for publication: An algorithm-driven approach to error analysis for multidimensional integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5439680)