Open problems for tractability of multivariate integration.

DOI10.1016/S0885-064X(03)00016-5zbMATH Open1054.65006OpenAlexW2147633168MaRDI QIDQ1402005FDOQ1402005

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)

Cites Work

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

Cited In (7)

• 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.
• Weak and quasi-polynomial tractability of approximation of infinitely differentiable functions

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