Monte Carlo approximation of weakly singular integral operators
DOI10.1016/J.JCO.2005.11.002zbMATH Open1094.65003OpenAlexW2076544308MaRDI QIDQ2489142FDOQ2489142
Authors: Stefan Heinrich 
Publication date: 16 May 2006
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2005.11.002
Recommendations
convergencecomplexitylower boundsPoisson equationmultilevel Monte Carlo methodweakly singular integral operator
Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Numerical methods for integral equations (65R20) Boundary element methods for boundary value problems involving PDEs (65N38) Integral operators (45P05)
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Cited In (30)
- Complexity of parametric initial value problems for systems of odes
- On the randomized solution of initial value problems
- On the complexity of parametric ODEs and related problems
- Randomized approximation of Sobolev embeddings. II
- Randomized approximation of Sobolev embeddings. III
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- The quantum query complexity of elliptic PDE
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- On the randomized complexity of Banach space valued integration
- On the Power of Restricted Monte Carlo Algorithms
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- Complexity of Banach space valued and parametric integration
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- Randomized Runge-Kutta method -- stability and convergence under inexact information
- The complexity of function approximation on Sobolev spaces with bounded mixed derivative by linear Monte Carlo methods
- Randomized complexity of mean computation and the adaption problem
- Monte Carlo simulation for solving Fredholm integral equations
- The randomized information complexity of elliptic PDE
- An introduction to multilevel Monte Carlo for option valuation
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