The randomized complexity of indefinite integration (Q544127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The randomized complexity of indefinite integration |
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The randomized complexity of indefinite integration (English)
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14 June 2011
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The authors show that the error rate \(n^{-1+1/min(p,2)}\) can be obtained for the simultaneous computation of all integrals \[ \int_{[0,x]}f(t) dt \] uniformly over \(x \in [0,1]^{d}\) and \(f\in L_{p}([0,1]^{d})\), \(1\leq p\leq \infty\). They present two algorithms, one being of optimal order, the other up to logarithmic factors.
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algorithms
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indefinite numerical integration
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Monte Carlo method
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Smolyak algorithm
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lower bounds
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