Tractability of linear multivariate problems in the average case setting

Fred Hickernell, Greg Wasilkowski, Henryk Wózniakowski

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

24 Scopus citations

Abstract

We study the average case setting for linear multivariate problems defined over a separable Banach space of functions f of d variables. The Banach space is equipped with a Gaussian measure. We approximate linear multivariate problems by computing finitely many information evaluations. An information evaluation is defined as an evaluation of a continuous linear functional from a given class A. We consider two classes of information evaluations; the first class A all consists of all continuous linear functionals, and the second class Astd consists of function evaluations.

Original languageEnglish
Title of host publicationMonte Carlo and Quasi-Monte Carlo Methods 2006
Pages461-493
Number of pages33
DOIs
StatePublished - 2008
Event7th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2006 - Ulm, Germany
Duration: Aug 14 2006Aug 18 2006

Publication series

NameMonte Carlo and Quasi-Monte Carlo Methods 2006

Conference

Conference7th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2006
Country/TerritoryGermany
CityUlm
Period8/14/068/18/06

ASJC Scopus subject areas

  • Applied Mathematics

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