The randomized complexity of indefinite integration

DOI10.1016/j.jco.2010.08.003zbMath1231.65055OpenAlexW1970646800MaRDI QIDQ544127

Bernhard Milla, Stefan Heinrich

Publication date: 14 June 2011

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

Full work available at URL: https://doi.org/10.1016/j.jco.2010.08.003

zbMATH Keywords

algorithmsMonte Carlo methodlower boundsSmolyak algorithmindefinite numerical integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)

Related Items (7)

Complexity of Banach Space Valued and Parametric Integration ⋮ On the Complexity of Parametric ODEs and Related Problems ⋮ Complexity of parametric integration in various smoothness classes ⋮ The difficulty of Monte Carlo approximation of multivariate monotone functions ⋮ Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods ⋮ On the complexity of computing the \(L_q\) norm ⋮ Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration

Cites Work

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• Deterministic and stochastic error bounds in numerical analysis
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• Monte Carlo approximation of weakly singular integral operators
• The randomized information complexity of elliptic PDE
• The inverse of the star-discrepancy depends linearly on the dimension
• Geometric discrepancy. An illustrated guide
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