Monte Carlo approximation of weakly singular integral operators

DOI10.1016/J.JCO.2005.11.002MaRDI QIDQ2489142zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergencecomplexitylower boundsPoisson equationmultilevel Monte Carlo methodweakly singular integral operator

Mathematics Subject Classification ID

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
• The quantum query complexity of elliptic PDE
• Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case
• Complexity of stochastic integration in Sobolev classes
• On the randomized complexity of Banach space valued integration
• On the Power of Restricted Monte Carlo Algorithms
• Complexity of parametric integration in various smoothness classes
• Complexity of parametric initial value problems in Banach spaces
• The randomized complexity of indefinite integration
• Monte Carlo methods for uniform approximation on periodic Sobolev spaces with mixed smoothness
• On the complexity of computing the \(L_q\) norm
• The randomized complexity of initial value problems
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• Kolmogorov and linear widths on generalized Besov classes in the Monte Carlo setting
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• Complexity of Banach space valued and parametric integration
• scientific article; zbMATH DE number 4094758 (Why is no real title available?)
• scientific article; zbMATH DE number 3932286 (Why is no real title available?)
• 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
• Monte Carlo simulation for solving Fredholm integral equations
• Randomized complexity of mean computation and the adaption problem
• The randomized information complexity of elliptic PDE
• An introduction to multilevel Monte Carlo for option valuation

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