Tractability of multivariate integration for weighted Korobov classes

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Publication:1347851

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DOI10.1006/jcom.2001.0599zbMath0998.65004OpenAlexW2092549287MaRDI QIDQ1347851

Ian H. Sloan, Henryk Woźniakowski

Publication date: 2 July 2002

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

Full work available at URL: https://doi.org/10.1006/jcom.2001.0599

zbMATH Keywords

Monte Carlo methods multivariate integration quadrature rules periodic function worst case error strong tractability Korobkov classes quasi Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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