Monte Carlo approximation of weakly singular integral operators

DOI10.1016/j.jco.2005.11.002zbMath1094.65003OpenAlexW2076544308MaRDI QIDQ2489142

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

complexityconvergencePoisson equationlower boundsweakly singular integral operatormultilevel Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Integral operators (45P05) Boundary element methods for boundary value problems involving PDEs (65N38)

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Cites Work

• Characterization of the law of the iterated logarithm in Banach spaces
• Deterministic and stochastic error bounds in numerical analysis
• Monte Carlo complexity of global solution of integral equations
• New Monte Carlo methods with estimating derivatives
• Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind
• Monte Carlo complexity of parametric integration
• The randomized information complexity of elliptic PDE
• On the Power of Quantum Algorithms for Vector Valued Mean Computation
• On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind
• The use of ω2-distribution for error estimation in the calculation of integrals by the Monte Carlo method
• On the calculation of definite integrals dependent on a parameter by the monte carlo method
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