RICAM Events

Group Seminar

QMC: $\infty$-Variate Integration
Speaker: Greg W. Wasilkowski
Date: December 1, 2016 14:45
Location: SP2 416-2

We discuss recent results on efficient numerical approximation of integrals with infinitely many variables. For functions from weighted tensor product spaces, we show that the truncation and superposition dimensions are very small under modest error demands. We also present a new and efficient Multivariate Decomposition Method that is almost as efficient as quadratures for univariate problems.

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