QMC Working Group IX: Multivariate Integration and Approximation in the Context of IBC

Group Leaders:
Peter Kritzer (Johann Radon Institute, Austria)

The working group studies multivariate algorithms for numerical integration and function approximation in the context of Information-Based Complexity (IBC). Apart from deriving error bounds for these algorithms, we are particularly interested in studying how much information about a given problem is needed to solve it to within a given error bound.

News and Updates: Coming soon…

SAMSI Directorate Liaison: Ilse Ipsen

Questions: email qmc@samsi.info

Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics (QMC)