A constructive approach to strong tractability using quasi-Monte Carlo algorithms
type: Item
instance of: scholarly article
title: A constructive approach to strong tractability using quasi-Monte Carlo algorithms
zbMATH Open document ID: 1022.65005
author: Xiaoqun Wang
published in: Journal of Complexity
publication date: 2003-05-14T00:00:00Z
review text: Under appropriate conditions it is shown that in multivariate integration, quasi-Monte Carlo algorithms based on some low discrepancy sequences achieve the optimal convergence order \(O(n^{-1+\delta})\) for any \(\delta> 0\) in weighted Sobolev spaces independent of the dimension.
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1910720
zbMATH Keywords: quasi-Monte Carlo methods
zbMATH Keywords: low-discrepancy sequences
zbMATH Keywords: tractability
zbMATH Keywords: multidimensional integration
zbMATH Keywords: information-based complexity
zbMATH Keywords: effective dimension
zbMATH Keywords: algorithms
zbMATH Keywords: optimal convergence
reviewed by: Radu Theodorescu
describes a project that uses: TOMS659
MaRDI profile type: Publication
OpenAlex ID: W2086577316
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DOI: 10.1006/JCOM.2002.0641
description: scientific article; zbMATH DE number 1910720