Randomized Smolyak algorithms based on digital sequences for multivariate integration (Q5436484)
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scientific article; zbMATH DE number 5227443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized Smolyak algorithms based on digital sequences for multivariate integration |
scientific article; zbMATH DE number 5227443 |
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Randomized Smolyak algorithms based on digital sequences for multivariate integration (English)
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16 January 2008
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Quasi-Monte Carlo algorithm
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Smolyak algorithm
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reproducing kernel Sobolev spaces
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worst-case error
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root-means-square worst-case error
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digital nets and sequences
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\(l\)-fold sparse grids
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Walsh functions
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deterministic algorithm
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randomized algorithm
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numerical experiments
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