New perspectives in the theory of function spaces and their applications, September 17-23, 2017, Bedlewo
Sprache des Tagungstitel:
Englisch
Original Kurzfassung:
I present recent progress on the numerical integration of multivariate functions using randomized
methods. In particular, I talk about the optimal order of such methods for functions with dominating
mixed smoothness, and an algorithm that achieves this order. Moreover, I present preliminary
results and numerical tests of an algorithm that can be implemented very efficiently, even in high
dimensions.