Average-case analysis of numerical problems

DOI10.1007/BFb0103934zbMath0949.65146OpenAlexW1598589417MaRDI QIDQ1572741

Publication date: 18 July 2000

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0103934

zbMATH Keywords

monograph global optimization numerical integration Wiener measure numerical approximation probability measure Gaussian measures nonlinear problems information-based complexity linear methods worst case setting linear problems average case setting multivariate case covariance kernel computational case minimal average errors smoothig splines

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical optimization and variational techniques (65K10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical computation of solutions to single equations (65H05) Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Complexity and performance of numerical algorithms (65Y20)

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