Randomization for continuous problems

DOI10.1016/0885-064X(89)90004-6MaRDI QIDQ1122297zbMATHOpenAlexFDO

Authors Grzegorz W. Wasilkowski

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0885-064x(89)90004-6

zbMATH Keywords

computational complexitycubature formulasmaximumtopological degreeextremal pointfunction inversefunctional evaluationslinear problems on Hilbert spacesrandom methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical quadrature and cubature formulas (65D32) Analysis of algorithms and problem complexity (68Q25) Symbolic computation and algebraic computation (68W30) Algorithms for approximation of functions (65D15) Degree, winding number (55M25) Numerical solutions to equations with linear operators (65J10)

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Cites work

• scientific article; zbMATH DE number 3850380 (Why is no real title available?)
• scientific article; zbMATH DE number 3790208 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A Retrospective and Prospective Survey of the Monte Carlo Method
• An estimate of the mean remainder term in quadrature formulae
• Approximation of linear functionals on a Banach space with a Gaussian measure
• Average complexity for linear operators over bounded domains
• Complexity of computing topological degree of Lipschitz functions in n dimensions
• How powerful is continuous nonlinear information for linear problems?
• Information of varying cardinality
• Stochastic Quadrature Formulas
• The Monte Carlo method

Cited in

(19)

• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
• Stochastic properties of quadrature formulas
• Infinite-dimensional quadrature and approximation of distributions
• Measures of uncertainty and information in computation
• On the power of standard information for \(L_{\infty}\) approximation in the randomized setting
• The power of standard information for multivariate approximation in the randomized setting
• Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure
• The algorithm designer versus nature: A game-theoretic approach to information-based complexity
• On piecewise-polynomial approximation of functions with a bounded fractional derivative in an \(L_ p\)-norm
• Computational complexity of continuous problems
• Liberating the dimension for function approximation and integration
• Randomized approximation of Sobolev embeddings. II
• Approximate evaluations of characteristic polynomials of Boolean functions
• Average case complexity of linear multivariate problems. II: Applications
• The randomized complexity of indefinite integration
• Optimal linear randomized methods for linear operators in Hilbert spaces
• Integration error for multivariate functions from anisotropic classes
• Complexity of Banach space valued and parametric stochastic Itô integration
• Average case complexity of linear multivariate problems

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