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Monte Carlo methods for numerical integration

    Activity: Talk or presentation › Contributed talk › science-to-science

    Description

    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.
    Period22 Sept 2017
    Event titleNew perspectives in the theory of function spaces and their applications, September 17-23, 2017, Bedlewo
    Event typeConference
    LocationPolandShow on map

    Fields of science

    • 101002 Analysis
    • 101032 Functional analysis

    JKU Focus areas

    • Computation in Informatics and Mathematics

    Documents & Links