The exact exponent of sparse grid quadratures in the weighted case

DOI10.1006/jcom.2001.0598zbMath0997.65001OpenAlexW1991092247MaRDI QIDQ1347862

Leszek Plaskota, Grzegorz W. Wasilkowski

Publication date: 17 November 2002

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.2001.0598

zbMATH Keywords

algorithmsmultivariate integrationexponent of strong tractabilitysparse grid quadraturesstrong tractability problemweighted tensor product spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cites Work

• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Explicit cost bounds of algorithms for multivariate tensor product problems
• Weighted tensor product algorithms for linear multivariate problems
• The exponent of discrepancy of sparse grids is at least 2. 1933
• Intractability results for integration and discrepancy

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