On the approximate calculation of multiple integrals

DOI10.1016/J.JCO.2014.12.003zbMATH Open1320.65041OpenAlexW2013811797MaRDI QIDQ2349092FDOQ2349092

N. S. Bakhvalov

Publication date: 16 June 2015

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

Full work available at URL: https://doi.org/10.1016/j.jco.2014.12.003

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zbMATH Keywords

Monte Carlo methodsoptimal quadrature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Cites Work

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Cited In (34)

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• A new characterization of \((s,t)\)-weak tractability
• Product rules are optimal for numerical integration in classical smoothness spaces
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• On a Full Monte Carlo Approach to Computational Finance
• Approximate evaluation of integrals
• Bernstein Numbers and Lower Bounds for the Monte Carlo Error
• A Monte Carlo Method for Integration of Multivariate Smooth Functions
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• On the Wasserstein distance between classical sequences and the Lebesgue measure
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• Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices

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