An Algorithm-driven Approach to Error Analysis for Multidimensional Integration
نویسنده
چکیده
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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تاریخ انتشار 2007