Strong tractability of multivariate integration using quasi--Monte Carlo algorithms
نویسندگان
چکیده
منابع مشابه
Strong tractability of multivariate integration using quasi-Monte Carlo algorithms
We study quasi–Monte Carlo algorithms based on low discrepancy sequences for multivariate integration. We consider the problem of how the minimal number of function evaluations needed to reduce the worst-case error from its initial error by a factor of ε depends on ε−1 and the dimension s. Strong tractability means that it does not depend on s and is bounded by a polynomial in ε−1. The least po...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2002
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-02-01440-0