A universal algorithm for multivariate integration
DOI10.1007/s10208-016-9307-yzbMath1384.65003arXiv1507.06853OpenAlexW2281580344MaRDI QIDQ2407672
Publication date: 6 October 2017
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.06853
Sobolev spacesMonte Carlo methodquadrature ruleoptimal order of convergencemultivariate integrationworst-case errorrandomized errorrandomized Frolov algorithm
Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Complexity and performance of numerical algorithms (65Y20)
Related Items (18)
Cites Work
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Deterministic and stochastic error bounds in numerical analysis
- Cubature formulas, discrepancy, and nonlinear approximation
- My dream quadrature rule
- The Role of Frolov's Cubature Formula for Functions with Bounded Mixed Derivative
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