Asymptotically optimal weighted numerical integration

DOI10.1006/JCOM.1997.0467zbMATH Open0910.65011OpenAlexW2013963713MaRDI QIDQ1265136FDOQ1265136

Authors: Peter Mathé 

Publication date: 19 April 1999

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

Full work available at URL: https://semanticscholar.org/paper/59f7c56ab496cb76939b3afbd98021664cb82d36

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zbMATH Keywords

numerical integrationBrownian paths[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder-type+functions&go=Go H��lder-type functions]

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

Cites Work

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• Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
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• Designs for Regression Problems with Correlated Errors
• Optimal designs for approximating the path of a stochastic process
• Computing discrepancies of Smolyak quadrature rules
• Mass transhipment problems and ideal metrics
• Optimal integration of Lipschitz functions with a Gaussian weight

Cited In (8)

• Optimal quadrature problem on Hardy-Sobolev classes
• Optimal quadrature problem on classes defined by kernels satisfying certain oscillation properties
• On numerical integration methods with the generalized Stieltjes weight function
• Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)
• Finite-order Integration Weights Can be Dangerous
• Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\)
• Complexity of weighted approximation over \(\mathbb{R}\)
• On numerical integration methods with \(T\)-distribution weight function

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