Open problems for tractability of multivariate integration.

DOI10.1016/S0885-064X(03)00016-5MaRDI QIDQ1402005zbMATH OpenOpenAlexFDO

Authors H. 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

tractabilitymultivariate integrationworst caseMonte Carlo algorithmrandomized setting

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 44104 (Why is no real title available?)
• scientific article; zbMATH DE number 1246413 (Why is no real title available?)
• scientific article; zbMATH DE number 1390101 (Why is no real title available?)
• Component-by-component construction of good lattice rules with a composite number of points
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Deterministic and stochastic error bounds in numerical analysis
• Integration and approximation in arbitrary dimensions
• Intractability results for integration and discrepancy
• 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
• Tractability of multivariate integration for weighted Korobov classes
• Variational properties of averaged equations for periodic media
• Weighted tensor product algorithms for linear multivariate problems
• When are integration and discrepancy tractable?
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(8)

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

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