Graduiertenkolleg: Methods for Discrete Structures

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Monday Lecture and Colloquium


Monday, May 22, 2017

Freie Universität Berlin
Takustr. 9
14195 Berlin
room 005



Lecture - 14:15

Erich Novak - Friedrich-Schiller-Universität Jena

Complexity of Numerical Integration

Abstract:
We present results on the complexity of numerical integration and start with the seminal paper of Bakhvalov (1959). We also explain new results on the curse of dimensionality. The lecture has 4 parts:

1) Classical results till 1971
2) Randomized algorithms
3) Tensor product problems, tractability and weighted norms
4) New results for $C^k$.




Colloquium - 16:00

-

Abstract:



Letzte Aktualisierung: 09.05.2017