A universal algorithm for multivariate integration (Q2407672)
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scientific article; zbMATH DE number 6787152
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A universal algorithm for multivariate integration |
scientific article; zbMATH DE number 6787152 |
Statements
A universal algorithm for multivariate integration (English)
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6 October 2017
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multivariate integration
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Monte Carlo method
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randomized Frolov algorithm
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Sobolev spaces
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randomized error
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worst-case error
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optimal order of convergence
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quadrature rule
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0.8236566185951233
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0.807111382484436
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0.8062244057655334
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0.800803542137146
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