A Monte Carlo computation of polynomial approximations on a hypercube

DOI10.1016/S1631-073X(03)00014-1zbMath1027.65008OpenAlexW2081349942MaRDI QIDQ1871502

Sylvain Maire

Publication date: 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00014-1

zbMATH Keywords

algorithmhypercubenumerical integrationMonte Carlo methodsmooth functions\(L^2\) approximationmultidimensional orthogonal polynomial basis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15)

Cites Work

• Spectral approximation for elliptic boundary value problems
• A new optimal Monte Carlo method for calculating integrals of smooth functions
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