What Monte Carlo models can do and cannot do efficiently?

DOI10.1016/J.APM.2007.04.010zbMATH Open1176.65002OpenAlexW2131641353MaRDI QIDQ1031571FDOQ1031571

Authors: Emanouil Atanassov, I. Dimov 

Publication date: 30 October 2009

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.04.010

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zbMATH Keywords

computational complexityintegral equationsdeterministic algorithmsMonte Carlo algorithmsmultidimensional integrationunimprovable rate of convergence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

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Cited In (4)

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• An improved algorithm for finding all upper boundary points in a stochastic-flow network
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
• On numerical methods for functions depending on a very large number of variables

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