A constructive approach to strong tractability using quasi-Monte Carlo algorithms

DOI10.1006/jcom.2002.0641zbMath1022.65005OpenAlexW2086577316MaRDI QIDQ1872630

Xiaoqun Wang

Publication date: 14 May 2003

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

Full work available at URL: https://semanticscholar.org/paper/777381bf5f4140bc3b0a2c4ee434b7e6cc4ce977

zbMATH Keywords

algorithmsquasi-Monte Carlo methodslow-discrepancy sequencesinformation-based complexitytractabilityeffective dimensionoptimal convergencemultidimensional integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (22)

The weighted star discrepancy of Korobov’s $p$-sets ⋮ Analysis of the domain mapping method for elliptic diffusion problems on random domains ⋮ Strong tractability of integration using scrambled Niederreiter points ⋮ The Inverse of the Star-Discrepancy Problem and the Generation of Pseudo-Random Numbers ⋮ Uncertainty Quantification for PDEs with Anisotropic Random Diffusion ⋮ On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion ⋮ Numerical solution of the homogeneous Neumann boundary value problem on domains with a thin layer of random thickness ⋮ Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm ⋮ Solving a Bernoulli type free boundary problem with random diffusion ⋮ Tractability properties of the weighted star discrepancy of the Halton sequence ⋮ Rapid computation of far-field statistics for random obstacle scattering ⋮ Tractability results for the weighted star-discrepancy ⋮ Tractability properties of the weighted star discrepancy ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ Weighted integration over a hyperrectangle based on digital nets and sequences ⋮ Numerical Solution of the Poisson Equation on Domains with a Thin Layer of Random Thickness ⋮ Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces ⋮ Quasi-Monte Carlo tractability of integration problem in function spaces defined over products of balls ⋮ Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains ⋮ Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion ⋮ Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM ⋮ The effective dimension and quasi-Monte Carlo integration

Uses Software

• TOMS659

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate integration for weighted Korobov classes
• The exact exponent of sparse grid quadratures in the weighted case
• Low-discrepancy sequences and global function fields with many rational places
• 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 error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
• Average case complexity of multivariate integration
• Algorithm 659
• Discrépance de suites associées à un système de numération (en dimension s)
• Quasi-Random Sequences and Their Discrepancies
• A generalized discrepancy and quadrature error bound
• Intractability results for integration and discrepancy
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