On the complexity of parabolic initial-value problems with variable drift

Journal of Complexity

Volumn 22, Issue 1 SPEC. ISS., 2006, Pages 118-145

  Petras, Knut ^a   Ritter, Klaus ^b  

^a TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

^b DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Optimal algorithm; Parabolic initial value problem; Smolyak formula; Variable coefficients; Variance reduction; Worst case analysis

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; INTEGRATION; MONTE CARLO METHODS; VARIATIONAL TECHNIQUES;

OPTIMAL ALGORITHM; PARABOLIC INITIAL VALUE PROBLEMS; SMOLYAK FORMULA; VARIABLE COEFFICIENTS; VARIANCE REDUCTION; WORST CASE ANALYSIS;

BOUNDARY VALUE PROBLEMS;

EID: 30344475255     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2005.07.005     Document Type: Article

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