[图书][B] Tractability of Multivariate Problems: Standard information for functionals

E Novak, H Woźniakowski - 2008 - books.google.com
This is the second volume of a three-volume set comprising a comprehensive study of the
tractability of multivariate problems. The second volume deals with algorithms using …

[HTML][HTML] Quasi-polynomial tractability

M Gnewuch, H Woźniakowski - Journal of Complexity, 2011 - Elsevier
Tractability of multivariate problems has become a popular research subject. Polynomial
tractability means that the solution of a d-variate problem can be solved to within ε with …

The randomized information complexity of elliptic PDE

S Heinrich - Journal of Complexity, 2006 - Elsevier
We study the information complexity in the randomized setting of solving a general elliptic
PDE of order 2m in a smooth, bounded domain Q⊂ Rd with smooth coefficients and …

Path integration on a quantum computer

JF Traub, H Woźniakowski - Quantum Information Processing, 2002 - Springer
We study path integration on a quantum computer that performs quantum summation. We
assume that the measure of path integration is Gaussian, with the eigenvalues of its …

Minimal errors for strong and weak approximation of stochastic differential equations

T Müller-Gronbach, K Ritter - Monte Carlo and Quasi-Monte Carlo …, 2006 - Springer
We present a survey of results on minimal errors and optimality of algorithms for strong and
weak approximation of systems of stochastic differential equations. For strong …

Finite-order weights imply tractability of linear multivariate problems

GW Wasilkowski, H Woźniakowski - Journal of Approximation Theory, 2004 - Elsevier
We study the minimal number n (ɛ, d) of information evaluations needed to compute a worst
case ɛ-approximation of a linear multivariate problem. This problem is defined over a …

On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients

L Yaroslavtseva, T Müller-Gronbach - Stochastic Analysis and …, 2017 - Taylor & Francis
In recent work of Hairer, Hutzenthaler and Jentzen,, a stochastic differential equation (SDE)
with infinitely differentiable andbounded coefficients was constructed such that the Monte …

[HTML][HTML] On the complexity of computing quadrature formulas for marginal distributions of SDEs

T Mueller-Gronbach, K Ritter, L Yaroslavtseva - Journal of Complexity, 2015 - Elsevier
We study the problem of approximating the distribution of the solution of a d-dimensional
system of stochastic differential equations (SDEs) at a single time point by a probability …

Generalized tractability for multivariate problems Part I: Linear tensor product problems and linear information

M Gnewuch, H Woźniakowski - Journal of Complexity, 2007 - Elsevier
Many papers study polynomial tractability for multivariate problems. Let n (ɛ, d) be the
minimal number of information evaluations needed to reduce the initial error by a factor of ɛ …

Quantum algorithms and complexity for continuous problems

A Papageorgiou, JF Traub - arXiv preprint arXiv:0712.1211, 2007 - arxiv.org
Most continuous mathematical formulations arising in science and engineering can only be
solved numerically and therefore approximately. We shall always assume that we're dealing …