Monte Carlo methods for numerical integration

Beschreibung

I present recent progress on the numerical integration of multivariate functions using randomized methods. In particular, I talk about the optimal order of such methods for functions with dominating mixed smoothness, and an algorithm that achieves this order. Moreover, I present preliminary results and numerical tests of an algorithm that can be implemented very efficiently, even in high dimensions.

Zeitraum	22 Sep. 2017
Ereignistitel	New perspectives in the theory of function spaces and their applications, September 17-23, 2017, Bedlewo
Veranstaltungstyp	Konferenz
Ort	PolenAuf Karte anzeigen