Year: 2008
International Journal of Numerical Analysis and Modeling, Vol. 5 (2008), Iss. 2 : pp. 167–189
Abstract
Most error analyses for numerical integration algorithms specify the space of integrands and then determine the convergence rate for a particular algorithm or the optimal algorithm. This article takes a different perspective of specifying the convergence rate and then finding the largest space of integrands for which the algorithm gives that desired rate. Both worst-case and randomized error analyses are provided.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2008-IJNAM-805
International Journal of Numerical Analysis and Modeling, Vol. 5 (2008), Iss. 2 : pp. 167–189
Published online: 2008-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 23
Keywords: digital nets integration lattices randomized worst-case.