Average case complexity of multivariate integration for smooth functions

DOI10.1006/jcom.1993.1019zbMath0781.65017OpenAlexW2078248465MaRDI QIDQ1260659

Publication date: 24 August 1993

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

Full work available at URL: https://doi.org/10.1006/jcom.1993.1019

zbMATH Keywords

computational complexity Monte Carlo algorithm optimal algorithm multivariate integration average case complexity worst case Wiener sheet measure

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items

On tensor product approximation of analytic functions, On tractability of path integration, Principal manifold learning by sparse grids, Integration and $L_ 2$-approximation: Average case setting with isotropic Wiener measure for smooth functions, Scrambled net variance for integrals of smooth functions, General algorithm for the numerical integration of functions of several variables, Approximative capabilities of ``Smolyak type computational aggregates with Dirichlet, Fejér and Vallée-Poussin kernels in the scale of Ul'yanov classes, An exact order of discrepancy of the Smolyak grid and some general conclusions in the theory of numerical integration, A survey of average case complexity for linear multivariate problems, On an interpolatory method for high dimensional integration, Gaussian limits for discrepancies. I: Asymptotic results, A sparse grid space-time discretization scheme for parabolic problems, Average case complexity of linear multivariate problems. I: Theory, Average case complexity of linear multivariate problems. II: Applications, Linear widths of a multivariate function space equipped with a Gaussian measure, Probabilistic and average widths of multivariate Sobolev spaces with mixed derivative equipped with the Gaussian measure, Control variates for quasi-Monte Carlo (with comments and rejoinder), Efficient algorithms for computing the $L_2$-discrepancy, Quantum field theory for discrepancies, On output functionals of boundary value problems on stochastic domains, A probabilistic model for the numerical solution of initial value problems, Average case complexity of linear multivariate problems, Calculation of Discrepancy Measures and Applications