What Monte Carlo models can do and cannot do efficiently?

DOI10.1016/J.APM.2007.04.010MaRDI QIDQ1031571zbMATH OpenOpenAlexFDO

Authors Emanouil Atanassov, I. Dimov

Publication date 30 October 2009

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2007.04.010

zbMATH Keywords

computational complexitydeterministic algorithmsintegral equationsMonte Carlo algorithmsmultidimensional integrationunimprovable rate of convergence

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20) Complexity and performance of numerical algorithms (65Y20)

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Cited in

(5)

• An improved algorithm for finding all upper boundary points in a stochastic-flow network
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• scientific article; zbMATH DE number 953025 (Why is no real title available?)
• On numerical methods for functions depending on a very large number of variables
• Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations

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