On strong tractability of weighted multivariate integration

DOI10.1090/S0025-5718-04-01653-9zbMATH Open1071.41027OpenAlexW2025591118MaRDI QIDQ4813615FDOQ4813615

Authors: Fred J. Hickernell, Ian H. Sloan, Grzegorz W. Wasilkowski 

Publication date: 13 August 2004

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-04-01653-9

Recommendations

• Tractability properties of the weighted star discrepancy
• Bounds for the weighted \(L^p\) discrepancy and tractability of integration
• Tractability results for the weighted star-discrepancy
• Intractability results for integration and discrepancy
• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms

zbMATH Keywords

quasi-Monte Carlo methodslow discrepancy pointsweighted integrationfractability

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Irregularities of distribution, discrepancy (11K38)

Cites Work

• Convergence of stochastic processes
• Title not available (Why is that?)
• Sequences, discrepancies and applications
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• Deterministic and stochastic error bounds in numerical analysis
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Intractability results for integration and discrepancy
• The inverse of the star-discrepancy depends linearly on the dimension
• Title not available (Why is that?)
• On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}

Cited In (25)

• Title not available (Why is that?)
• \(L_2\) discrepancy and multivariate integration
• New averaging technique for approximating weighted integrals
• Tractability properties of the weighted star discrepancy
• Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
• Uniform weak tractability of weighted integration
• Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
• Intractability results for integration and discrepancy
• On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
• Tractability of multivariate integration for weighted Korobov classes
• Title not available (Why is that?)
• Title not available (Why is that?)
• On weak tractability of the Clenshaw-Curtis Smolyak algorithm
• Integration and approximation in arbitrary dimensions
• Bounds for the weighted \(L^p\) discrepancy and tractability of integration
• Good lattice rules based on the general weighted star discrepancy
• Quasi-Monte Carlo methods with applications in finance
• Some results on the complexity of numerical integration
• Reliable adaptive cubature using digital sequences
• Open problems for tractability of multivariate integration.
• Digital inversive vectors can achieve polynomial tractability for the weighted star discrepancy and for multivariate integration
• Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
• Tractability properties of the weighted star discrepancy of the Halton sequence
• On the problem of parameter estimation in exponential sums
• Tractability results for the weighted star-discrepancy

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