Open problems for tractability of multivariate integration.

DOI10.1016/S0885-064X(03)00016-5zbMath1054.65006OpenAlexW2147633168MaRDI QIDQ1402005

Henryk Woźniakowski

Publication date: 19 August 2003

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

Full work available at URL: https://doi.org/10.1016/s0885-064x(03)00016-5

zbMATH Keywords

Monte Carlo algorithmmultivariate integrationtractabilityworst caserandomized setting

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Complexity and performance of numerical algorithms (65Y20)

Related Items

Approximation of infinitely differentiable multivariate functions is not strongly tractable, Unified set membership theory for identification, prediction and filtering of nonlinear systems, Weak and quasi-polynomial tractability of approximation of infinitely differentiable functions, Multivariate integration in \(C^{\infty}([0,1^{d})\) is not strongly tractable.], Computation of local radius of information in SM-IBC identification of nonlinear systems, Computational complexity of the integration problem for anisotropic classes, Approximation of infinitely differentiable multivariate functions is intractable

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Variational properties of averaged equations for periodic media
• Deterministic and stochastic error bounds in numerical analysis
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate integration for weighted Korobov classes
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Component-by-component construction of good lattice rules with a composite number of points
• Weighted tensor product algorithms for linear multivariate problems
• Integration and approximation in arbitrary dimensions
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• The inverse of the star-discrepancy depends linearly on the dimension
• Intractability results for integration and discrepancy