Integration error for multivariate functions from anisotropic classes

DOI10.1016/S0885-064X(03)00012-8MaRDI QIDQ652456zbMATH OpenFDO

Authors Gensun Fang, Pei-Xin Ye

Publication date 14 December 2011

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0885-064X(03)00012-8

zbMATH Keywords

anisotropic Nikolskii class of functionsanisotropic Sobolev class of functionsaverage case settingerror estimatesquadrature formulastochastic case setting

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

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• Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
• scientific article; zbMATH DE number 524187
• Computational complexity of the integration problem for anisotropic classes
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Cited in

(11)

• Stochastic properties of quadrature formulas
• The price of pessimism for multidimensional quadrature
• Computational complexity of the integration problem for anisotropic classes
• Exact asymptotic orders of various randomized widths on Besov classes
• Optimal integration error on anisotropic classes for restricted Monte Carlo and quantum algorithms
• Complexity of Monte Carlo integration for Besov classes on the unit sphere
• scientific article; zbMATH DE number 524187 (Why is no real title available?)
• Classification of form under heterogeneity and non-isotropic errors
• Optimal restricted Monte Carlo integration on generalized Hölder classes
• The complexity of function approximation on Sobolev spaces with bounded mixed derivative by linear Monte Carlo methods
• Lower bound for quantum integration error on anisotropic Sobolev classes

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