Optimal algorithms for numerical integration: a survey

Description

I will outline some recent (and several classical) results on the complexity of numerical integration using cubature rules with specific point sets. The point sets under consideration will be (admissible) lattices and digital nets, as they are the only presently known constructions that lead to optimal algorithms for the spaces considered here. The aim of the talk is to present the state of the art in this area of research, including results in the deterministic and randomized setting, results on tractability, and numerical experiments. Additionally, we provide pointers to other relevant research areas and related open problems.

Period	17 Jul 2017
Event title	FoCM 2017, Foundations of Computational Mathematics, Barcelona, July 10th-19th, 2017
Event type	Conference
Location	SpainShow on map