Complexity of deterministic and randomized methods for multivariate integration problems for the class HpΛ(Id)

DOI10.1093/imanum/dri006zbMath1081.65004OpenAlexW2112428418MaRDI QIDQ5316911

Pei Xin Ye, Gen Sun Fang

Publication date: 15 September 2005

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/dri006

zbMATH Keywords

computational complexityerror bounds\(\epsilon\)-complexityrandomized settinggeneralized Hölder-Nikolskii multivariate functionsisotropic Sobolev function classnew class of multivariate functionsproblem of multi-dimensional integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (5)

Non-linear approximation of functions with mixed smoothness by sets of finite pseudo-dimension ⋮ Kolmogorov and Linear Widths on Generalized Besov Classes in the Monte Carlo Setting ⋮ Optimal randomized quadrature for weighted Sobolev and Besov classes with the Jacobi weight on the ball ⋮ The complexity of function approximation on Sobolev spaces with bounded mixed derivative by linear Monte Carlo methods ⋮ The information-based complexity of approximation problem by adaptive Monte Carlo methods

This page was built for publication: Complexity of deterministic and randomized methods for multivariate integration problems for the class HpΛ(Id)