The information-based complexity of approximation problem by adaptive Monte Carlo methods

被引：0
|
作者：
FANG GenSun & DUAN LiQin School of Mathematical Sciences
机构：
来源：
Science in China(Series A:Mathematics) | 2008年 / 09期
基金：
中国国家自然科学基金;
关键词：
adaptive Monte Carlo method; Sobolev space with bounded mixed derivative; asymptotic order;
D O I：
暂无
中图分类号：
O242.2 [近似计算];
学科分类号：
070102 ;
摘要：
In this paper, we study the complexity of information of approximation problem on the multivariate Sobolev space with bounded mixed derivative MWpr,α(Td), 1 < p < ∞, in the norm of Lq(Td), 1 < q < ∞, by adaptive Monte Carlo methods. Applying the discretization technique and some properties of pseudo-s-scale, we determine the exact asymptotic orders of this problem.
引用
收藏
页码：1679 / 1689
页数：11
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