On strong tractability of weighted multivariate integration

DOI10.1090/S0025-5718-04-01653-9zbMath1071.41027OpenAlexW2025591118MaRDI QIDQ4813615

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

zbMATH Keywords

quasi-Monte Carlo methodslow discrepancy pointsweighted integrationfractability

Mathematics Subject Classification ID

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

Related Items (10)

QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space ⋮ Some Results on the Complexity of Numerical Integration ⋮ Reliable Adaptive Cubature Using Digital Sequences ⋮ On the problem of parameter estimation in exponential sums ⋮ Tractability properties of the weighted star discrepancy of the Halton sequence ⋮ Tractability results for the weighted star-discrepancy ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation ⋮ Good lattice rules based on the general weighted star discrepancy

Cites Work

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• Sequences, discrepancies and applications
• Deterministic and stochastic error bounds in numerical analysis
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• The inverse of the star-discrepancy depends linearly on the dimension
• On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
• Convergence of stochastic processes
• Intractability results for integration and discrepancy

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