Coin Tossing Algorithms for Integral Equations and Tractability

DOI10.1515/MCMA.2004.10.3-4.491MaRDI QIDQ4655075zbMATH OpenOpenAlexFDO

Authors Erich Novak, Harald P. Pfeiffer

Publication date 10 March 2005

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2004.10.3-4.491

zbMATH Keywords

complexity of algorithmscurse of dimensionalityFredholm integral equation of the second kindLipschitz continuityMonte Carlo methodtossing algorithm

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Complexity and performance of numerical algorithms (65Y20)

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Cited in

(5)

• Random bit quadrature and approximation of distributions on Hilbert spaces
• Random bit multilevel algorithms for stochastic differential equations
• Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
• On the Power of Restricted Monte Carlo Algorithms
• Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms

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