An iterative computation of approximations on Korobov-like spaces. (Q1405197)
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| English | An iterative computation of approximations on Korobov-like spaces. |
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An iterative computation of approximations on Korobov-like spaces. (English)
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25 August 2003
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The author [J. Stat. Comput. Simulation 73, 1--29 (2003; Zbl 1014.62040)] has introduced a Monte Carlo algorithm which enables the computation of approximations into \(L^2(D)\) on any orthonormal basis. This paper presents a multidimensional application for the case of regular functions. The dimensional effect is reduced by computing the approximations on Korobov-like spaces. Numerical examples are considered.
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Monte Carlo method
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Iterative algorithm
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Polynomial approximations
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Korobov spaces
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Numerical integration
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