Exact Error Estimates and Optimal Randomized Algorithms for Integration

Author:

Dimov Ivan T.,Atanassov Emanouil

Publisher

Springer Berlin Heidelberg

Reference18 articles.

1. Atanassov, E., Dimov, I.: A new Monte Carlo method for calculating integrals of smooth functions. Monte Carlo Methods and Applications 5(2), 149–167 (1999)

2. Bachvalov, N.S.: On the approximate computation of multiple integrals. Vestnik Moscow State University, Ser. Mat., Mech., vol. 4, pp. 3–18 (1959)

3. Dimov, I.T.: Minimization of the probable error for some Monte Carlo methods. In: Proc. of the Summer School on Mathematical Modelling and Scientific Computations, pp. 159–170. House of the Bulg. Acad. Sci, Sofia (1991)URL, 159

4. Dimov, I.: Efficient and Overconvergent Monte Carlo Methods. Parallel algorithms. In: Dimov, I., Tonev, O. (eds.) Advances in Parallel Algorithms, pp. 100–111. IOS Press, Amsterdam (1994)

5. Dimov, I., et al.: Monte Carlo Algorithms for Elliptic Differential Equations. Data Parallel Functional Approach. Journal of Parallel Algorithms and Applications 9, 39–65 (1996)

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