Stochastic properties of quadrature formulas

DOI10.1007/BF01397555zbMath0655.65041OpenAlexW1978505256MaRDI QIDQ1109519

Erich Novak

Publication date: 1988

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133294

zbMATH Keywords

quadrature formulasstochastic error bounds

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items

Randomly generated distributions, How to Construct a Random Probability Measure, Optimal randomized quadrature for weighted Sobolev and Besov classes with the Jacobi weight on the ball, Complexity of Monte Carlo integration for Besov classes on the unit sphere, Average error bounds of trigonometric approximation on periodic Wiener spaces, Integration error for multivariate functions from anisotropic classes, Computational complexity of the integration problem for anisotropic classes, Stochastic finite element methods for partial differential equations with random input data, Approximate evaluations of characteristic polynomials of Boolean functions, The power of standard information for multivariate approximation in the randomized setting, On piecewise-polynomial approximation of functions with a bounded fractional derivative in an \(L_ p\)-norm, Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation

Cites Work

• Approximation of linear functionals on a Banach space with a Gaussian measure
• A decomposition of measures in euclidean space yielding error bounds for quadrature formulas
• Randomization for continuous problems
• Sequences of functionals with a boundary layer
• Information of varying cardinality
• Approximation of linear operators on a Wiener space
• Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials
• Multidimensional Spline Approximation
• Unnamed Item
• Unnamed Item
• Unnamed Item