Tractability of Multivariate Problems: Standard information for functionals

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Publisher : European Mathematical Society
ISBN 13 : 9783037190845
Total Pages : 684 pages
Book Rating : 4.1/5 (98 download)

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Book Synopsis Tractability of Multivariate Problems: Standard information for functionals by : Erich Novak

Download or read book Tractability of Multivariate Problems: Standard information for functionals written by Erich Novak and published by European Mathematical Society. This book was released on 2008 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. The second volume deals with algorithms using standard information consisting of function values for the approximation of linear and selected nonlinear functionals. An important example is numerical multivariate integration. The proof techniques used in volumes I and II are quite different. It is especially hard to establish meaningful lower error bounds for the approximation of functionals by using finitely many function values. Here, the concept of decomposable reproducing kernels is helpful, allowing it to find matching lower and upper error bounds for some linear functionals. It is then possible to conclude tractability results from such error bounds. Tractability results, even for linear functionals, are very rich in variety. There are infinite-dimensional Hilbert spaces for which the approximation with an arbitrarily small error of all linear functionals requires only one function value. There are Hilbert spaces for which all nontrivial linear functionals suffer from the curse of dimensionality. This holds for unweighted spaces, where the role of all variables and groups of variables is the same. For weighted spaces one can monitor the role of all variables and groups of variables. Necessary and sufficient conditions on the decay of the weights are given to obtain various notions of tractability. The text contains extensive chapters on discrepancy and integration, decomposable kernels and lower bounds, the Smolyak/sparse grid algorithms, lattice rules and the CBC (component-by-component) algorithms. This is done in various settings. Path integration and quantum computation are also discussed. This volume is of interest to researchers working in computational mathematics, especially in approximation of high-dimensional problems. It is also well suited for graduate courses and seminars. There are 61 open problems listed to stimulate future research in tractability.

Tractability of Multivariate Problems

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Publisher :
ISBN 13 : 9783037190265
Total Pages : 384 pages
Book Rating : 4.1/5 (92 download)

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Book Synopsis Tractability of Multivariate Problems by : Erich Novak

Download or read book Tractability of Multivariate Problems written by Erich Novak and published by . This book was released on 2008 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Tractability of Multivariate Problems: Linear information

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Publisher : European Mathematical Society
ISBN 13 : 9783037190265
Total Pages : 402 pages
Book Rating : 4.1/5 (92 download)

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Book Synopsis Tractability of Multivariate Problems: Linear information by : Erich Novak

Download or read book Tractability of Multivariate Problems: Linear information written by Erich Novak and published by European Mathematical Society. This book was released on 2008 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate problems occur in many applications. These problems are defined on spaces of $d$-variate functions and $d$ can be huge--in the hundreds or even in the thousands. Some high-dimensional problems can be solved efficiently to within $\varepsilon$, i.e., the cost increases polynomially in $\varepsilon^{-1}$ and $d$. However, there are many multivariate problems for which even the minimal cost increases exponentially in $d$. This exponential dependence on $d$ is called intractability or the curse of dimensionality. This is the first volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. It is devoted to tractability in the case of algorithms using linear information and develops the theory for multivariate problems in various settings: worst case, average case, randomized and probabilistic. A problem is tractable if its minimal cost is not exponential in $\varepsilon^{-1}$ and $d$. There are various notions of tractability, depending on how we measure the lack of exponential dependence. For example, a problem is polynomially tractable if its minimal cost is polynomial in $\varepsilon^{-1}$ and $d$. The study of tractability was initiated about 15 years ago. This is the first and only research monograph on this subject. Many multivariate problems suffer from the curse of dimensionality when they are defined over classical (unweighted) spaces. In this case, all variables and groups of variables play the same role, which causes the minimal cost to be exponential in $d$. But many practically important problems are solved today for huge $d$ in a reasonable time. One of the most intriguing challenges of the theory is to understand why this is possible. Multivariate problems may become weakly tractable, polynomially tractable or even strongly polynomially tractable if they are defined over weighted spaces with properly decaying weights. One of the main purposes of this book is to study weighted spaces and obtain necessary and sufficient conditions on weights for various notions of tractability. The book is of interest for researchers working in computational mathematics, especially in approximation of high-dimensional problems. It may be also suitable for graduate courses and seminars. The text concludes with a list of thirty open problems that can be good candidates for future tractability research.

Monte Carlo and Quasi-Monte Carlo Methods 2012

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Publisher : Springer Science & Business Media
ISBN 13 : 3642410952
Total Pages : 680 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods 2012 by : Josef Dick

Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2012 written by Josef Dick and published by Springer Science & Business Media. This book was released on 2013-12-05 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Multivariate Algorithms and Information-Based Complexity

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110635461
Total Pages : 158 pages
Book Rating : 4.1/5 (16 download)

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Book Synopsis Multivariate Algorithms and Information-Based Complexity by : Fred J. Hickernell

Download or read book Multivariate Algorithms and Information-Based Complexity written by Fred J. Hickernell and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-06-08 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributions by leading experts in this book focus on a variety of topics of current interest related to information-based complexity, ranging from function approximation, numerical integration, numerical methods for the sphere, and algorithms with random information, to Bayesian probabilistic numerical methods and numerical methods for stochastic differential equations.

Uniform Distribution and Quasi-Monte Carlo Methods

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110375036
Total Pages : 294 pages
Book Rating : 4.1/5 (13 download)

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Book Synopsis Uniform Distribution and Quasi-Monte Carlo Methods by : Peter Kritzer

Download or read book Uniform Distribution and Quasi-Monte Carlo Methods written by Peter Kritzer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2014-08-19 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan

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Publisher : Springer
ISBN 13 : 3319724568
Total Pages : 1309 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan by : Josef Dick

Download or read book Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan written by Josef Dick and published by Springer. This book was released on 2018-05-23 with total page 1309 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a tribute to Professor Ian Hugh Sloan on the occasion of his 80th birthday. It consists of nearly 60 articles written by international leaders in a diverse range of areas in contemporary computational mathematics. These papers highlight the impact and many achievements of Professor Sloan in his distinguished academic career. The book also presents state of the art knowledge in many computational fields such as quasi-Monte Carlo and Monte Carlo methods for multivariate integration, multi-level methods, finite element methods, uncertainty quantification, spherical designs and integration on the sphere, approximation and interpolation of multivariate functions, oscillatory integrals, and in general in information-based complexity and tractability, as well as in a range of other topics. The book also tells the life story of the renowned mathematician, family man, colleague and friend, who has been an inspiration to many of us. The reader may especially enjoy the story from the perspective of his family, his wife, his daughter and son, as well as grandchildren, who share their views of Ian. The clear message of the book is that Ian H. Sloan has been a role model in science and life.

Functional Analysis, Harmonic Analysis, and Image Processing: A Collection of Papers in Honor of Björn Jawerth

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Publisher : American Mathematical Soc.
ISBN 13 : 1470428369
Total Pages : 411 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Functional Analysis, Harmonic Analysis, and Image Processing: A Collection of Papers in Honor of Björn Jawerth by : Michael Cwikel

Download or read book Functional Analysis, Harmonic Analysis, and Image Processing: A Collection of Papers in Honor of Björn Jawerth written by Michael Cwikel and published by American Mathematical Soc.. This book was released on 2017-07-26 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Björn Jawerth. It contains original research contributions and surveys in several of the areas of mathematics to which Björn made important contributions. Those areas include harmonic analysis, image processing, and functional analysis, which are of course interrelated in many significant and productive ways. Among the contributors are some of the world's leading experts in these areas. With its combination of research papers and surveys, this book may become an important reference and research tool. This book should be of interest to advanced graduate students and professional researchers in the areas of functional analysis, harmonic analysis, image processing, and approximation theory. It combines articles presenting new research with insightful surveys written by foremost experts.

2018 MATRIX Annals

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Publisher : Springer Nature
ISBN 13 : 3030382303
Total Pages : 427 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis 2018 MATRIX Annals by : Jan de Gier

Download or read book 2018 MATRIX Annals written by Jan de Gier and published by Springer Nature. This book was released on 2020-04-07 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-4 weeks in duration. This book is a scientific record of the eight programs held at MATRIX in 2018: - Non-Equilibrium Systems and Special Functions - Algebraic Geometry, Approximation and Optimisation - On the Frontiers of High Dimensional Computation - Month of Mathematical Biology - Dynamics, Foliations, and Geometry In Dimension 3 - Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type - Functional Data Analysis and Beyond - Geometric and Categorical Representation Theory The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on a topic related to the MATRIX program; the remaining contributions are predominantly lecture notes or short articles based on talks or activities at MATRIX.

Monte Carlo and Quasi-Monte Carlo Methods 2010

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Publisher : Springer Science & Business Media
ISBN 13 : 3642274404
Total Pages : 721 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods 2010 by : Leszek Plaskota

Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2010 written by Leszek Plaskota and published by Springer Science & Business Media. This book was released on 2012-08-23 with total page 721 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

75 Years of Mathematics of Computation

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Publisher : American Mathematical Soc.
ISBN 13 : 1470451638
Total Pages : 364 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis 75 Years of Mathematics of Computation by : Susanne C. Brenner

Download or read book 75 Years of Mathematics of Computation written by Susanne C. Brenner and published by American Mathematical Soc.. This book was released on 2020-07-29 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2018 marked the 75th anniversary of the founding of Mathematics of Computation, one of the four primary research journals published by the American Mathematical Society and the oldest research journal devoted to computational mathematics. To celebrate this milestone, the symposium “Celebrating 75 Years of Mathematics of Computation” was held from November 1–3, 2018, at the Institute for Computational and Experimental Research in Mathematics (ICERM), Providence, Rhode Island. The sixteen papers in this volume, written by the symposium speakers and editors of the journal, include both survey articles and new contributions. On the discrete side, there are four papers covering topics in computational number theory and computational algebra. On the continuous side, there are twelve papers covering topics in machine learning, high dimensional approximations, nonlocal and fractional elliptic problems, gradient flows, hyperbolic conservation laws, Maxwell's equations, Stokes's equations, a posteriori error estimation, and iterative methods. Together they provide a snapshot of significant achievements in the past quarter century in computational mathematics and also in important current trends.

Computer Algebra in Scientific Computing

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Publisher : Springer
ISBN 13 : 3319105159
Total Pages : 515 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Computer Algebra in Scientific Computing by : Vladimir P. Gerdt

Download or read book Computer Algebra in Scientific Computing written by Vladimir P. Gerdt and published by Springer. This book was released on 2014-09-01 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 16th International Workshop on Computer Algebra in Scientific Computing, CASC 2014, held in Warsaw, Poland, in September 2014. The 33 full papers presented were carefully reviewed and selected for inclusion in this book. The papers address issues such as Studies in polynomial algebra are represented by contributions devoted to factoring sparse bivariate polynomials using the priority queue, the construction of irreducible polynomials by using the Newton index, real polynomial root finding by means of matrix and polynomial iterations, application of the eigenvalue method with symmetry for solving polynomial systems arising in the vibration analysis of mechanical structures with symmetry properties, application of Gröbner systems for computing the (absolute) reduction number of polynomial ideals, the application of cylindrical algebraic decomposition for solving the quantifier elimination problems, certification of approximate roots of overdetermined and singular polynomial systems via the recovery of an exact rational univariate representation from approximate numerical data, new parallel algorithms for operations on univariate polynomials (multi-point evaluation, interpolation) based on subproduct tree techniques.

Advances in Modeling and Simulation

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Publisher : Springer Nature
ISBN 13 : 3031101936
Total Pages : 426 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Advances in Modeling and Simulation by : Zdravko Botev

Download or read book Advances in Modeling and Simulation written by Zdravko Botev and published by Springer Nature. This book was released on 2022-11-30 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book celebrates the career of Pierre L’Ecuyer on the occasion of his 70th birthday. Pierre has made significant contributions to the fields of simulation, modeling, and operations research over the last 40 years. This book contains 20 chapters written by collaborators and experts in the field who, by sharing their latest results, want to recognize the lasting impact of Pierre’s work in their research area. The breadth of the topics covered reflects the remarkable versatility of Pierre's contributions, from deep theoretical results to practical and industry-ready applications. The Festschrift features article from the domains of Monte Carlo and quasi-Monte Carlo methods, Markov chains, sampling and low discrepancy sequences, simulation, rare events, graphics, finance, machine learning, stochastic processes, and tractability.

Monte Carlo and Quasi-Monte Carlo Methods

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Publisher : Springer
ISBN 13 : 3319335073
Total Pages : 624 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods by : Ronald Cools

Download or read book Monte Carlo and Quasi-Monte Carlo Methods written by Ronald Cools and published by Springer. This book was released on 2016-06-13 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

KI 2014: Advances in Artificial Intelligence

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Publisher : Springer
ISBN 13 : 3319112066
Total Pages : 332 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis KI 2014: Advances in Artificial Intelligence by : Carsten Lutz

Download or read book KI 2014: Advances in Artificial Intelligence written by Carsten Lutz and published by Springer. This book was released on 2014-09-15 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 37th Annual German Conference on Artificial Intelligence, KI 2014, held in Stuttgart, Germany, in September 2014. The 24 revised full papers presented together with 7 short papers were carefully reviewed and selected from 62 submissions. The papers are organized in thematic topics on cognitive modeling, computer vision, constraint satisfaction, search, and optimization, knowledge representation and reasoning, machine learning and data mining, planning and scheduling.

Introduction to Quasi-Monte Carlo Integration and Applications

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Publisher : Springer
ISBN 13 : 3319034251
Total Pages : 206 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Introduction to Quasi-Monte Carlo Integration and Applications by : Gunther Leobacher

Download or read book Introduction to Quasi-Monte Carlo Integration and Applications written by Gunther Leobacher and published by Springer. This book was released on 2014-09-12 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.

A Panorama of Discrepancy Theory

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Publisher : Springer
ISBN 13 : 3319046969
Total Pages : 695 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis A Panorama of Discrepancy Theory by : William Chen

Download or read book A Panorama of Discrepancy Theory written by William Chen and published by Springer. This book was released on 2014-10-07 with total page 695 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first work on Discrepancy Theory to show the present variety of points of view and applications covering the areas Classical and Geometric Discrepancy Theory, Combinatorial Discrepancy Theory and Applications and Constructions. It consists of several chapters, written by experts in their respective fields and focusing on the different aspects of the theory. Discrepancy theory concerns the problem of replacing a continuous object with a discrete sampling and is currently located at the crossroads of number theory, combinatorics, Fourier analysis, algorithms and complexity, probability theory and numerical analysis. This book presents an invitation to researchers and students to explore the different methods and is meant to motivate interdisciplinary research.