Complexity of parametric integration in various smoothness classes

DOI10.1016/J.JCO.2014.04.002MaRDI QIDQ457567zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3147706 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 108480 (Why is no real title available?)
• scientific article; zbMATH DE number 193625 (Why is no real title available?)
• Approximation theory in tensor product spaces
• Complexity of Banach space valued and parametric integration
• Deterministic and stochastic error bounds in numerical analysis
• Monte Carlo approximation of weakly singular integral operators
• Monte Carlo complexity of global solution of integral equations
• Monte Carlo complexity of parametric integration
• Optimal Monte Carlo and quantum algorithms for parametric integration.
• Supremum norm estimates for partial derivatives of functions of several real variables
• The randomized complexity of indefinite integration
• The randomized information complexity of elliptic PDE

Cited in

(9)

• Complexity of parametric initial value problems for systems of odes
• Computational benefit of smoothness: parameterized bit-complexity of numerical operators on analytic functions and Gevrey's hierarchy
• Computational complexity of the integration problem for anisotropic classes
• Some results on the complexity of numerical integration
• Monte Carlo complexity of parametric integration
• Lower complexity bounds for parametric stochastic Itô integration
• The randomized complexity of indefinite integration
• Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case
• Complexity of Banach space valued and parametric integration

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