Quadrature for self-affine distributions on R^d

DOI10.1007/S10208-014-9233-9zbMATH Open1330.65044OpenAlexW2324815813MaRDI QIDQ895698FDOQ895698

Steffen Dereich, Thomas Müller-Gronbach

Publication date: 4 December 2015

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10208-014-9233-9

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zbMATH Keywords

randomized algorithmsdeterministic algorithmsquadrature ruleslower error boundsworst-case errorsfractal probability measuresself-affine distributions[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=smoothness+of+H%EF%BF%BD%EF%BF%BDlder-Lipschitz+type&go=Go smoothness of H��lder-Lipschitz type]

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55) Fractals (28A80) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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• Tractability of multivariate problems. Volume III: Standard information for operators
• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• Asymptotics of the quantization errors for self-similar probabilities
• Expectations on fractal sets
• Fractal solutions of linear and nonlinear dispersive partial differential equations
• Dispersive Quantization
• Dispersion of discontinuous periodic waves
• On the Fractal Distribution of Brain Synapses

Cited In (1)

• Some Results on the Complexity of Numerical Integration

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