Complexity of Banach space valued and parametric integration

DOI10.1007/978-3-642-41095-6_12MaRDI QIDQ2926220zbMATH OpenOpenAlexFDO

Authors Thomas Daun, Stefan Heinrich

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_12

zbMATH Keywords

algorithmBanach space-valued integrationconvergencedefinite integrationindefinite integrationmultilevel scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)

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• On the randomized complexity of Banach space valued integration
• Computational complexity of the integration problem for anisotropic classes
• Complexity of Banach space valued and parametric stochastic Itô integration
• Complexity of parametric initial value problems in Banach spaces
• Complexity of parametric integration in various smoothness classes

Cites work

• Approximation theory in tensor product spaces
• Deterministic and stochastic error bounds in numerical analysis
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 108480 (Why is no real title available?)
• scientific article; zbMATH DE number 193625 (Why is no real title available?)
• Monte Carlo approximation of weakly singular integral operators
• Monte Carlo complexity of global solution of integral equations
• Monte Carlo complexity of parametric integration
• Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach
• The randomized complexity of indefinite integration
• The randomized information complexity of elliptic PDE
• Tractability of multivariate problems. Volume II: Standard information for functionals.

Cited in

(8)

• Lower complexity bounds for parametric stochastic Itô integration
• Complexity of parametric initial value problems in Banach spaces
• Complexity of Banach space valued and parametric stochastic Itô integration
• On the randomized complexity of Banach space valued integration
• Some results on the complexity of numerical integration
• Complexity of parametric integration in various smoothness classes
• On the complexity of parametric ODEs and related problems
• Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case

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