The randomized information complexity of elliptic PDE
From MaRDI portal
Publication:2489143
DOI10.1016/j.jco.2005.11.003zbMath1098.65126OpenAlexW2025559620MaRDI QIDQ2489143
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.2005.11.003
Monte Carlo algorithmlower boundsinformation complexityelliptic partial differential equationadaptive randomized algorithms
Monte Carlo methods (65C05) Boundary value problems for higher-order elliptic equations (35J40) Error bounds for boundary value problems involving PDEs (65N15) Complexity and performance of numerical algorithms (65Y20)
Related Items
A mapping from Schrödinger equation to Navier-Stokes equations through the product-like fractal geometry, fractal time derivative operator and variable thermal conductivity, Complexity of stochastic integration in Sobolev classes, The quantum query complexity of elliptic PDE, Complexity of Banach Space Valued and Parametric Integration, On the randomized complexity of Banach space valued integration, Optimal approximation of elliptic problems by linear and nonlinear mappings. IV: Errors in \(L_{2}\) and other norms, Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case, Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing, Randomized complexity of parametric integration and the role of adaption. II: Sobolev spaces, Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms, On the Power of Restricted Monte Carlo Algorithms, On the Complexity of Parametric ODEs and Related Problems, Complexity of parametric integration in various smoothness classes, Complexity of parametric initial value problems for systems of odes, Complexity of parametric initial value problems in Banach spaces, The randomized complexity of initial value problems, On the randomized solution of initial value problems, The randomized complexity of indefinite integration, Monte Carlo approximation of weakly singular integral operators, Optimal approximation of elliptic problems by linear and nonlinear mappings. II, On the complexity of computing the \(L_q\) norm, Randomized approximation of Sobolev embeddings. II, Randomized approximation of Sobolev embeddings. III, Randomized Runge-Kutta method -- stability and convergence under inexact information, On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The quantum query complexity of elliptic PDE
- Lower bounds for the complexity of Monte Carlo function approximation
- Deterministic and stochastic error bounds in numerical analysis
- Quantum integration in Sobolev classes
- Quantum approximation. I: Embeddings of finite-dimensional \(L_{p}\) spaces
- Worst case complexity of multivariate Feynman--Kac path integration
- The complexity of definite elliptic problems with noisy data
- Monte Carlo approximation of weakly singular integral operators
- On the complexity of parabolic initial-value problems with variable drift
- Optimal approximation of elliptic problems by linear and nonlinear mappings. II
- Local polynomial reproduction and moving least squares approximation
- Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. I
- ISOLATION OF SINGULARITIES OF THE GREEN'S FUNCTION
- A new algorithm and worst case complexity for Feynman-Kac path integration.