Complexity of parametric integration in various smoothness classes

DOI10.1016/J.JCO.2014.04.002zbMATH Open1310.65160OpenAlexW1983491271MaRDI QIDQ457567FDOQ457567

Authors: Thomas Daun, Stefan Heinrich 

Publication date: 29 September 2014

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2014.04.002

Recommendations

• Computational complexity of the integration problem for anisotropic classes
• Complexity of Banach space valued and parametric integration
• Monte Carlo complexity of parametric integration
• Quantum complexity of parametric integration
• Lower complexity bounds for parametric stochastic Itô integration

zbMATH Keywords

complexitylower boundsmultilevel Monte Carlo methoddominating mixed smoothnessparametric integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical bifurcation problems (65P30)

Cites Work

• Title not available (Why is that?)
• Monte Carlo complexity of global solution of integral equations
• Monte Carlo complexity of parametric integration
• Title not available (Why is that?)
• Title not available (Why is that?)
• Deterministic and stochastic error bounds in numerical analysis
• Title not available (Why is that?)
• Approximation theory in tensor product spaces
• Monte Carlo approximation of weakly singular integral operators
• The randomized information complexity of elliptic PDE
• Supremum norm estimates for partial derivatives of functions of several real variables
• Complexity of Banach Space Valued and Parametric Integration
• Optimal Monte Carlo and quantum algorithms for parametric integration.
• The randomized complexity of indefinite integration

Cited In (6)

• Complexity of parametric initial value problems for systems of odes
• Some Results on the Complexity of Numerical Integration
• Monte Carlo complexity of parametric integration
• Computational complexity of the integration problem for anisotropic classes
• The randomized complexity of indefinite integration
• Computational benefit of smoothness: parameterized bit-complexity of numerical operators on analytic functions and Gevrey's hierarchy

This page was built for publication: Complexity of parametric integration in various smoothness classes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q457567)