The cost of deterministic, adaptive, automatic algorithms: cones, not balls

DOI10.1016/j.jco.2013.09.002zbMath1294.65032arXiv1303.2412MaRDI QIDQ2252143

Nicholas Clancy, Yizhi Zhang, Caleb Hamilton, Fred J. Hickernell, Yuhan Ding

Publication date: 16 July 2014

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

Full work available at URL: https://arxiv.org/abs/1303.2412

zbMATH Keywords

complexity; splines; integration; cones; quadrature; guarantee; function recovery; automatic numerical algorithm

Mathematics Subject Classification ID

65D07: Numerical computation using splines

65D32: Numerical quadrature and cubature formulas

65Y20: Complexity and performance of numerical algorithms

Related Items

An adaptive quadrature-based factorization method for inverse acoustic scattering problems, An Adaptive Algorithm Employing Continuous Linear Functionals, Automatic integration using asymptotically optimal adaptive simpson quadrature, Solvable integration problems and optimal sample size selection, Local adaption for approximation and minimization of univariate functions, Some Results on the Complexity of Numerical Integration, Adaptive Multidimensional Integration Based on Rank-1 Lattices

Uses Software

• Matlab
• NAG
• Chebfun
• GAIL

Cites Work

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• Liberating the dimension
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• Adaptive quadrature -- Revisited
• On the power of adaption
• Adaption allows efficient integration of functions with unknown singularities
• Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling
• The power of adaption for approximating functions with singularities
• Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent
• When Not to Use an Automatic Quadrature Routine
• Average case tractability of approximating ∞-variate functions
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