Average case complexity of multivariate integration

DOI10.1090/S0273-0979-1991-15985-9MaRDI QIDQ3355138zbMATH OpenOpenAlexFDO

Authors H. Woźniakowski

Publication date 1991

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0273-0979-1991-15985-9

zbMATH Keywords

average case complexityHammersley pointsMonte-Carlo algorithmmultivariate integrationoptimal designoptimal sample pointsWiener sheet measure

Mathematics Subject Classification ID

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

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Cited in

(49)

• New averaging technique for approximating weighted integrals
• Complexity of verification and computation for IBC problems
• Function approximation and integration on the Wiener space with noisy data
• Average case complexity of linear multivariate problems. II: Applications
• Average errors for zero finding: Lower bounds
• Average case complexity of multivariate integration for smooth functions
• The exponent of discrepancy is at least 1. 0669
• Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
• Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
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