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A Universal Algorithm for Multivariate Integration
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نویسنده
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Krieg David ,Novak Erich
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منبع
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foundations of computational mathematics - 2017 - دوره : 17 - شماره : 4 - صفحه:895 -916
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چکیده
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We present an algorithm for multivariate integration over cubes that is unbiased and has optimal order of convergence (in the randomized sense as well as in the worst-case setting) for all sobolev spaces $${h^{r,mathrm{mix}}([0,1]^d)}$$ and $${h^s([0,1]^d)}$$ for $$s>d/2$$ .
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کلیدواژه
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Multivariate integration ,Randomized Frolov algorithm ,Universality ,Optimal order of convergence ,65D30 ,65C05 ,65Y20 ,68Q25
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آدرس
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Friedrich-Schiller-Universität Jena, Germany, Friedrich-Schiller-Universität Jena, Germany
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Authors
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